[wpdatatable id=”1″]
| s | ss | s | s | s | s |
|---|---|---|---|---|---|
| Sulayman | 1 | 3sdf | d | d | d |
| d | d | d | dd | d | |
| Screener | Since 2000 (annualized) | Past 5 yr annualized | Past Yr | Sharpe Ratio | Beta | Max Drawdown |
|---|---|---|---|---|---|---|
| Marcsten Large Cap | 3,674% (15.6%) | 10% | 11% | 0.94 | 0.54 | -36% |
| Warren Buffett | 6,504% (18.2%) | 25% | 33% | 0.78 | 1.07 | -39% |
| Greenblatt Magic Formula+ | 9,951% (20.2%) | 16% | 20% | 1.04 | 0.81 | -45% |
| Piotroski F-score+ | 28,143% (25.3%) | 32% | 39% | 1.06 | 0.86 | -59% |
| Peter Lynch | 8,838% (19.6%) | 17% | 26% | 0.83 | 1.07 | -57% |
| O'Shaughnessy Tiny Titans+ | 87,056% (31.3%) | 20% | 9% | 0.92 | 1.10 | -58% |
| S&P 500 (overall market) | 545% (7.2%) | 14% | 25% | 0.45 | 1.00 | -55% |
Copy of Test
| Strategy | Since 2000 (annualized) | Past Decade | Past Five Years | Past Year | $1000 invested in market fund in 2000 | $1000 invested in Strategy instead |
|---|---|---|---|---|---|---|
| Warren Buffett | 2,962% (16.8%) | 181% | 107% | 7% | $3,588 | $29,620 |
| Greenblatt's Magic Formula | 6,238% (20.7%) | 800% | 98% | 12% | $3,588 | $62,377 |
| Piotroski's F-Score | 1,735% (14.1%) | 307% | 184% | 22% | $3,588 | $17,345 |
| Peter Lynch | 3,875% (18.1%) | 299% | 56% | -2% | $3,588 | $38,746 |
| O'Shaughnessy's Tiny Titans+ | 30,093% (29.5%) | 1,026% | 250% | 30% | $3,588 | $300,928 |
