It would be very interesting to see a backtest of equal weight vs. Nasdaq over the last 30 years or however long that is possible to do.

Generally, market cap weighted performed better from 1972 until Jan 1994. Then from Jan 1994 until March 1999, market cap did significantly better. Starting March 1999, a year before the Nasdaq peak, equal weight out performed market cap until June 2011. After June 2011, market cap out performed.

Interesting to me that equal weight started out performing 1 year before the peak.

GTR1, equal weight Nas 100 extended back to 1972. https://gtr1.net/2013/?!N1TE


CAGR: 10.929167
SAWR(20; 0.95): 6.198401
GSD(20): 25.785336
DIGSD(20; 0%): 28.725798
LDD(20; 0%): 16.250643
LDDD3: 15.276988
MDD: -79.945168
UI(20): 25.826406
Sharpe(20): 0.381001
Beta(20): 1.224635


GTR1 market cap weighted Nas 100 back to 1972. https://gtr1.net/2013/?!N1T

CAGR: 13.291441
SAWR(20; 0.95): 6.076887
GSD(20): 25.525864
DIGSD(20; 0%): 28.283720
LDD(20; 0%): 15.693014
LDDD3: 15.264377
MDD: -81.059181
UI(20): 31.633331
Sharpe(20): 0.475891
Beta(20): 1.156633

Aussi

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