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 riskreturn     Graphic_subscribe   

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    Community Rank: Analyst (123 pts)  |  Member since 01/05/2007
Picks Performance:
N/A

No percentile ranking
has been calculated.


All-time Return
-32.19%
(in over 5 years)
Risk (SD)
Aggressive
0.00%
Sharpe Ratio
-36.26
Followers
0
Winning Picks
0 of 1
Total Views
1991


 Last Activity: Added EFA to bullish list on 01/05/07 

Current Stock List:
Symbol SP Sentiment Rating Return Since
EFA Positive -32.19% 01/05/07




Opinion & Analysis
Graphic_rating_buy Global Diversification   about EFA   01/05/07
Recommended as core low cost (Expense ration =0.35%) Foreign Developed Markets ETF by David Swensen, the highly acclaimed CIO of the Yale Endowment fund. For diversification purposes, US investors shou...



Discussions

Re: Do you practice portfolio optimization in your SocialPick... 03/21/07
I don't have an optimizer for my social picks portfolio... yet... but that's an intersting idea. My company actually has developed a neat optimizer tool, which allows a few methodologies. The first is traditional mean variance optimization using a Monte Carlo simulation of various combinations of assets in a portfolio, which then shows the efficient frontier. The second is a Black Litterman imp...




People Following riskreturn ...

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ROCK-STAR INVESTORS
Rank Name Sharpe Ratio Avg Return Followers
1 21.10 +34.36% 531
2 18.14 +36.28% 286
3 17.66 +23.07% 83
4 13.47 +13.37% 69
5 12.13 +132.16% 102


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