|
January 2016: The Hulbert Financial Digest (HFD), leading rater of investment newsletters, reported that the PAD-C portfolio outperformed the Wilshire 5000 Index
on a risk-adjusted basis, for the 1-year, 5-year. 10-year, 15-year, and full-range (from 12/31/88) periods through December 2015.
Excel spreadsheet and graph of PAD performance, 2000-2015 (Right click and open in new tab or window)
Year |
PAD-C Portfolio |
Wilshire 5000 |
Relative Risk*
|
2015 |
5.7 |
0.7 |
0.47 (53% less risky) |
2014 |
7.6 |
12.7 |
0.82 (18% less risky) |
2013 |
21.2 |
33.1 |
0.82 (18% less risky) |
2012 |
16.7 |
16.1 |
0.93 (7% less risky) |
2011 |
-0.4 |
1.0 |
0.88 (12% less risky) |
2010 |
9.7 |
17.2 |
0.81 (19% less risky) |
2009 |
24.9 |
28.3 |
0.93 ( 7% less risky) |
2008 |
-24.4 |
-37.2 |
0.82 (18% less risky) |
2007 |
5.6 |
5.6 |
0.41 (59% less risky) |
2006 |
6.9 |
15.8 |
0.39 (61% less risky) |
2005 |
2.7 |
6.4 |
0.64 (36% less risky) |
2004 |
11.1 |
12.5 |
0.76 (24% less risky) |
2003 |
29.2 |
31.6 |
1.27 (27% more risky) |
2002 |
-11.8 |
-20.9 |
1.23 (23% more risky) |
2001 |
7.6 |
-11.0 |
1.18 (18% more risky) |
2000 |
12.1 |
-10.9 |
0.48 (52% less risky) |
*HFD measure of riskiness vs. the market average |
