Long Term Tally

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I was wondering if there was any relationship between the number of IFTs and the resulting percent return.

Consequently, I did a scatter chart of TSPers' (no funds or services) returns YTD. In addition, I did a regression analysis of the same data.

The result? There is no relationship between IFTs and percentage returns. However, above the average number of IFTs line (8.7) there is a larger spread between the lowest and highest returns. Therefore, intuitively, it appears that increased IFT activity may be riskier. On the other hand, as activity increases towards the maximum (45), the lo/hi spread decreases.

Incidentally, I did a similar analysis of TSPer IFTs/returns several years ago and achieved the same results.

The chart, the analysis, and the data are attached.-----Jim
 
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The Long Term Tallies for 9 May 2008.

Note that Pyriel is back on the Autotracker. He's one of our top investors over the last 3.5 years.

2007-2008; number 10
2006-2008; number 3
2005-2008; number 3

-----Jim
 
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The attached reflects the correction made to Foghorn's Autotracker return. The correction did not impact the ranking. However, it did push Foghorn's 2007-2008 return over the 20% mark. Congrats Foghorn!-----Jim
 
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The Long Term Tallies for 20 Jun 2008.

Sorry for the posting lapse. I was on TDY, got sick, and then lightning fried our DSL.:laugh:

Wow, the Safetyguy is now in the top five in every chart! Talk about consistency. Congratulations.----Jim
 
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The Long Term Tallies for 27 June 2008.

Safetyguy has the best two year return at 14.27%.

Griffin has the best three year return at 30.23%.

Show-me has the best four year return at 45.15%.

However, Pyriel has the best three year and four year risk adjusted returns as measured by the Sharpe Ratio.

Congratulations to all!-----Jim
 
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A special edition of the Long Term tallies from Ocracoke Island, NC. The market doesn't seem so bad when you're on a deck, looking out at the ocean, and drinking a rum and coke. :laugh:----Jim
 
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rokid said:
A special edition of the Long Term tallies from Ocracoke Island, NC. The market doesn't seem so bad when you're on a deck, looking out at the ocean, and drinking a rum and coke. :laugh:----Jim
Click to expand...

That's not very nice at all! I'm jealous.:D
 
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