Hi, Shrewd!        Login  
Shrewd'm.com 
A merry & shrewd investing community
Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week!
Search MI
Shrewd'm.com Merry shrewd investors
Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week!
Search MI


Investment Strategies / Mechanical Investing
Unthreaded | Threaded | Whole Thread (32) |
Author: FlyingCircus   😊 😞
Number: of 3959 
Subject: Re: ROE_Cash & YEY Blend
Date: 01/09/2024 9:01 PM
Post New | Post Reply | Report Post | Recommend It!
No. of Recommendations: 5
To Ray's point... pre-2014 (the halcyon period for YEY - yes, cherrypicked end date)
	     Avg CAGR	Min	Max	SD
19971231 5.6 0.7 9.5 2.2
19981231 34.3 21.0 45.0 7.9
19991231 0.6 -7.1 8.7 4.4
20001229 34.4 19.9 48.5 8.0
20011231 29.0 23.3 36.2 3.4
20021231 12.7 7.3 20.1 3.7
20031231 61.3 54.6 71.1 4.5
20041231 28.2 21.5 38.5 4.7
20051230 13.6 7.5 18.0 2.7
20061229 26.7 22.4 30.4 2.4
20071231 56.1 46.7 68.6 5.0
20081231 -24.5 -32.2 -13.2 4.7
20091231 35.5 22.8 46.4 5.3
20101231 28.6 23.6 32.4 2.2
20111230 11.4 6.1 17.9 3.3
20121231 29.0 22.8 35.2 3.5
20131231 48.3 39.9 55.2 4.4

And since:
20141231	8.2	4.6	11.9	2.2
20151231 2.4 -1.2 7.1 2.1
20161230 8.5 1.3 17.3 4.3
20171229 16.5 11.0 21.4 3.2
20181231 -3.5 -10.1 1.4 2.7
20191231 23.0 19.9 29.9 2.5
20201231 14.0 5.2 21.4 4.6
20211231 37.2 27.8 48.7 5.3
20221230 -3.1 -12.7 4.2 4.4
20231229 15.9 9.6 21.1 3.8


There was much speculation about "what happened to YEY". One of the impacts was when it started to include MLPs.
Post New | Post Reply | Report Post | Recommend It!
Print the post
Unthreaded | Threaded | Whole Thread (32) |


Announcements
Mechanical Investing FAQ
Contact Shrewd'm
Contact the developer of these message boards.

Best Of MI | Best Of | Favourites & Replies | All Boards | Followed Shrewds