Hi Sarah et al,
By my calculation, 1/1/2005 thru 12/31/2015, the C fund had a total return of 112% with a standard deviation of 18%, which greatly beats the returns of the timing models I've seen posted in this forum.
Are the various timing models meant to reduce volatility? If so, we could extrapolate a risk adjusted return for these different models. Do you have standard deviation figures that accompany the returns that you post? If the Sharpe ratios are similar to the C fund, then why not hold 100% C fund, and forget trying to time the market?
Apologies if this has been discussed before.
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Posted by: aws316@aol.com
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