March 23, 2012 at 13:22 PM EDT
ETF Fund Selection II: It Does Pay Off
The previous article demonstrated that using one year Sharpe ratio to select the best performing ETFs in an asset class does pay off. The one year Sharpe ratio method is used by MyPlanIQ Strategic Asset Allocation(SAA) for its fund selection. We show how trend scores can be used to select the best performing ETFs. This is the fund [...]
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