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Tally for Aug 06
- Thread starter rokid
- Start date
sugarandspice
Well-known member
That's what it's all about!
Here's the final tally for Aug 2006. Once again, Fundsurfer posted the top YTD return at 14.66%. However, Show-me was a very close second at 14.45%.
Pointman72 posted the top partial year return at 14.26%.
Aug was a good month for most, if not all, of us. The average YTD return for tally participants was 6.67% - which beat every TSP Fund accept the I Fund.
Congratulations to all.:nuts:
P.S. The "moves" information is now up to date. Unfortunately, there doesn't appear to be a correlation between the number of moves and the percent return.
Pointman72 posted the top partial year return at 14.26%.
Aug was a good month for most, if not all, of us. The average YTD return for tally participants was 6.67% - which beat every TSP Fund accept the I Fund.
Congratulations to all.:nuts:
P.S. The "moves" information is now up to date. Unfortunately, there doesn't appear to be a correlation between the number of moves and the percent return.
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At the beginning of the year someone asked about risk vs return. In other words, how much risk are TSPers taking on to achieve their returns? How do you measure risk?
Traditionally, risk is measured by volatility, i.e. how much does a portfolio vary from its average return? The statistical measure is standard deviation. Now that we have 8 months of data, I've sorted the tally down by standard deviation, i.e. from the riskiest portfolios down to the least risky. Not, surprisingly, the G Fund was the least risky fund and the S and the I Funds were the most risky YTD.
I've also included a chart that shows the Sharpe Ratio of TSPer portfolios sorted in descending order. The Sharpe Ratio is a measure of how much reward has been received for a unit of risk. The higher the ratio, the better. Again, the G Fund leads. Bearing a tiny bit of risk, the payoff was substantial over the "risk free" rate of return (estimated 4% per year).
Finally, based on a risk/return basis, YTD, Faustus, Fivetears, Nnuut, and S&S have achieved the best results.
Traditionally, risk is measured by volatility, i.e. how much does a portfolio vary from its average return? The statistical measure is standard deviation. Now that we have 8 months of data, I've sorted the tally down by standard deviation, i.e. from the riskiest portfolios down to the least risky. Not, surprisingly, the G Fund was the least risky fund and the S and the I Funds were the most risky YTD.
I've also included a chart that shows the Sharpe Ratio of TSPer portfolios sorted in descending order. The Sharpe Ratio is a measure of how much reward has been received for a unit of risk. The higher the ratio, the better. Again, the G Fund leads. Bearing a tiny bit of risk, the payoff was substantial over the "risk free" rate of return (estimated 4% per year).
Finally, based on a risk/return basis, YTD, Faustus, Fivetears, Nnuut, and S&S have achieved the best results.
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FundSurfer
Well-known member
Code:
August Last QtrLast 6 monLast 12 mo YTD
G-fund 0.44% 1.31% 2.55% 4.81% 3.27%
F-fund 1.58% 3.09% 1.88% 1.80% 2.25%
C-fund 2.36% 3.08% 2.85% 8.73% 5.72%
S-fund 2.15% -0.17% -0.35% 8.95% 5.37%
I-fund 2.76% 3.74% 8.03% 21.77% 13.91%
20% Each 1.86% 2.21% 2.99% 9.21% 6.10%
Top 10 Year to Date ( August Last QtrLast 6 monLast 12 mo YTD
Fundsurfer 2.89% 5.43% 8.96% #N/A 13.98%
Show-me 4.17% 9.28% 12.16% 22.70% 13.94%
Wheels 1.97% 4.47% 8.26% #N/A 12.86%
Griffin 5.67% 2.71% 9.17% #N/A 12.63%
Pogo 2.60% 2.89% 6.67% #N/A 11.10%
Beavis 2.21% 5.61% 7.08% 18.10% 10.42%
Faustus 0.44% 3.31% 8.63% 14.45% 10.30%
Tspgo-high-risk 1.88% 2.57% 7.97% #N/A 9.73%
nightlite 2.46% 2.37% 6.76% #N/A 9.40%
Dave M 1.21% 2.05% 5.79% 12.50% 9.23%
Top 10 Last 12 months August Last QtrLast 6 monLast 12 mo YTD
Show-me 4.17% 9.28% 12.16% 22.70% 13.94%
Beavis 2.21% 5.61% 7.08% 18.10% 10.42%
ATCJeff 3.25% 3.51% 5.46% 17.10% 8.32%
Georgiagal 2.47% 2.74% 4.47% 15.13% 9.11%
Faustus 0.44% 3.31% 8.63% 14.45% 10.30%
Aslan 2.44% 2.23% 3.83% 13.20% 8.75%
Neirbod 2.14% 2.40% 3.35% 12.84% 5.82%
Dave M 1.21% 2.05% 5.79% 12.50% 9.23%
TSP_Elvis 0.90% 3.56% 5.14% 12.40% 7.61%
Pyriel 3.99% 4.97% 3.53% 12.38% 6.65%
Top 10 Last 6 months August Last QtrLast 6 monLast 12 mo YTD
sugarandspice 2.14% 5.33% 13.32% #N/A #N/A
Show-me 4.17% 9.28% 12.16% 22.70% 13.94%
Griffin 5.67% 2.71% 9.17% #N/A 12.63%
Fundsurfer 2.89% 5.43% 8.96% #N/A 13.98%
Faustus 0.44% 3.31% 8.63% 14.45% 10.30%
Fivetears 3.37% 4.98% 8.38% #N/A #N/A
Wheels 1.97% 4.47% 8.26% #N/A 12.86%
Tspgo-high-risk 1.88% 2.57% 7.97% #N/A 9.73%
Draggen3 4.21% 6.24% 7.48% #N/A 8.08%
Beavis 2.21% 5.61% 7.08% 18.10% 10.42%
Top 10 Last 3 months August Last QtrLast 6 monLast 12 mo YTD
Ocean 3.90% 9.54% #N/A #N/A #N/A
Show-me 4.17% 9.28% 12.16% 22.70% 13.94%
Pointman72 2.53% 8.27% #N/A #N/A #N/A
Draggen3 4.21% 6.24% 7.48% #N/A 8.08%
Wizard of Oz 0.85% 6.05% #N/A #N/A #N/A
Beavis 2.21% 5.61% 7.08% 18.10% 10.42%
Fundsurfer 2.89% 5.43% 8.96% #N/A 13.98%
Sugarandspice 2.14% 5.33% 13.32% #N/A #N/A
Fivetears 3.37% 4.98% 8.38% #N/A #N/A
pyriel 3.99% 4.97% 3.53% 12.38% 6.65%
Top 10 for August August Last QtrLast 6 monLast 12 mo YTD
Griffin 5.67% 2.71% 9.17% #N/A 12.63%
Draggen3 4.21% 6.24% 7.48% #N/A 8.08%
Show-me 4.17% 9.28% 12.16% 22.70% 13.94%
Pyriel 3.99% 4.97% 3.53% 12.38% 6.65%
Ocean 3.90% 9.54% #N/A #N/A #N/A
ChemEng 3.88% #N/A #N/A #N/A #N/A
genod 3.70% #N/A #N/A #N/A #N/A
Gilligan 3.41% 0.27% 1.83% #N/A 1.93%
Fivetears 3.37% 4.98% 8.38% #N/A #N/A
ATCJeff 3.25% 3.51% 5.46% 17.10% 8.32%Things to remember: These numbers have had the effects of compounding removed in order to compare apples to apples and why these numbers are different from what Rokid posted. You had to have started in July to have a number since these are monthly totals. EWGuy did all the work (If you get the tracker and look at the tally page you would have seen this table already.) Thanks EWGuy!
If you see an error, let one of us know. This data has been entered by hand and mistakes do happen.
That attached file has all the participants data.
FundSurfer
Well-known member
Rokid, did you just look at the data in the tracker or did you look at the numbers on a daily basis. The reason I ask is that if you have a month where someone shows a 2% gain and has not changed allocations and you have someone else has a 2% gain but has moved 5 times, both could have a similar level of fluctuation (say the market dives 5% early and recovers for a 2% gain) but the person with more moves would show greater risk (went down 5% and then up 7%) because the tracker data does not show the fluctuation for the person who had no moves (0% to 2%).
Fundsurfer,
I looked at the monthly tracker data and used monthly volatility as the measure of risk.
My assumption was more moves, more risk. However, the correlation between the number of moves and the standard deviation is zero, on a monthly basis, for the YTD portfolios, i.e. there is no correlation.
That said, looking at daily volatility might produce a different result and be a better approach for measuring the risk of a particular strategy.
I looked at the monthly tracker data and used monthly volatility as the measure of risk.
My assumption was more moves, more risk. However, the correlation between the number of moves and the standard deviation is zero, on a monthly basis, for the YTD portfolios, i.e. there is no correlation.
That said, looking at daily volatility might produce a different result and be a better approach for measuring the risk of a particular strategy.
EW_ret
Retired Tracker
I agree. The monthly tracker for August only goes through Thursday, August 31st. I will not send a second tracker this week for Friday, September 1st. The next tracker will be through September 8th.
Congratulation Griffin, Draggen3, and Show-me, for being in the top 3 for August returns!! Just PM me your shipping address and your stainless steel travel mugs will be on their way.
View mug here ... http://www.tsptalk.com/mb/showpost.php?p=45553&postcount=2
View mug here ... http://www.tsptalk.com/mb/showpost.php?p=45553&postcount=2
Griffin
Well-known member
ebbnflow
Ebbchart
Finally, all my TSP dreams have been realized.
Congratulations Griffin, you're first TSPCup? Is there a limit to the number of times you can win the TSPCup? I hope we could be eligible for it every month.
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Finally, all my TSP dreams have been realized.
Congrats Griffin. Enjoy and I felt the same when I won the cup on June.
Ocean
That's noth'in. Wait 'til you see the new TSP Talk laser pens I just bought. :nuts:Finally, all my TSP dreams have been realized.
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