Peter Guenther @PGuenther: "Community: This is the Multi-Factor..."

United Kingdom

Community: This is the Multi-Factor Risk-Return Chart for the top-10 most copied Popular Investors (PIs) over the last 3 years. While the standard risk-return chart uses one return measure and one risk measure, this version combines several indicators, each capturing a different angle: Return indicators: • Overall performance: cumulative return • Consistency: percentage of positive months • Beyond luck: average monthly return excluding the best 10% of months Risk indicators: • General volatility: standard deviation of monthly returns • Downside volatility: downside deviation • Downside damage: cumulative return of negative months only • Typical bad month: median negative monthly return • Worst pain point: maximum drawdown • Repeated drawdown pain: average of the top-3 drawdowns A composite factor model is used to combine the measures, with 67% based on shared information across the indicators and 33% preserving selected unique information. The interpretation: PIs closer to the top-left offer stronger composite return scores relative to their composite risk scores. PI spotlight: The top three performers in this version are @defense_investor, @JeppeKirkBonde, and @Smudliczek. Feel free to Follow/Watchlist to receive updates as the chart develops over time. Note of caution: This chart is one analytical lens, not a recommendation. Consider diversifying across multiple PIs, observe chart positions over time, and compare different time periods in line with your own investment horizon. You are also welcome to copy-trade my portfolio and join me on my investment journey. Important: Don't forget to Like this post if you find it useful, so I know which charts provide the greatest value.

Not investment advice. The author may have financial interests in the mentioned instruments.

3 Mentioned

JeppeKirkBonde

Smudliczek

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