THE SORT THAT COSTS YOU MONEY
You sorted by return.
Here is what you missed.
Sixteen strategies on a shelf. Sorted by CAGR, the obvious way.
The top pick earned 48.98% per year. It also fell 26.17% at its worst.
A strategy returning 37.12% fell only 17.61%. Less return per year.
More return per unit of pain.
CAGR rank #2
48.98%
Max DD -26.17%
vs
CAGR rank #10
37.12%
Max DD -17.61%
vs
Calmar reshuffle
6 places
Each strategy moved