DonateIf the information I provide on the blog is useful to you and has been helpful, feel free to tip the beer fund!! I love me some fine craft beer...
Subscribe to Blog via Email
Follow me on TwitterMy Tweets
- Full Disclaimer - Nothing on this site should ever be considered advice, research or the invitation to buy or sell securities. These are my personal opinions only.
Tag Archives: Utilities
Today’s post will cover the second half of the Combined Consumer Staples/Utilities Strategy presented in the book What Works On Wall Street. The first part was covered in my last post. This strategy has one of the best risk adjusted returns of all the strategies tested and also has the lowest downside risk. The utilities portion of this strategy offers compound returns of 16%, a sharpe ratio of 0.76, and a drawdown of 33%. With strong compound returns, lower risk, and reasonably high base rates this strategy should be at the top for more conservative investors interested in adding quant strategies to … Continue reading