mimfchal2005 results, 11/25/2005

Since y'all complain about the playing field, I'm now ranking the portfolio
according to the risk-adjusted basis. We'll discuss both absolute and
risk-adjusted rankings at the end of the contest.

Portfolio values:
---------------
Portfolio Name 11/25/05
David $136,364.00
Siddharth $127,864.00
Sam $120,857.00
Kaspa_ETF $120,334.00
DavidOH $116,745.00
FTSE100 $113,963.00
Kaspa $113,600.00
New Yorker $113,205.00
Ram1 $112,336.00
NoEd $111,026.00
StevenL $110,720.00
Who's Your Daddy $110,016.00
Ram2 $109,556.00
Marlowe $107,577.00
Skip/VFINX $107,131.00
mkusuma $106,223.00
Sam'sDog $102,458.00
Darin $100,560.00
TK $96,652.00
bln $93,102.00
Mark $70,662.00

Portfolio ranking (Risk-adjusted):
-------------------------------
Portfolio Name Sharpe Ratio

#1 Sam 49.72%
#2 David 28.01%
#3 NoEd 20.37%
#4 Siddharth 19.78%
#5 Kaspa_ETF 18.86%
#6 Ram2 12.77%
#7 New Yorker 12.07%
#8 StevenL 9.18%
#9 Ram1 8.52%
#10 Who's Your Daddy 8.30%
#11 bln 7.38%
#12 Kaspa 7.12%
#13 DavidOH 6.05%
#14 TK 3.19%
#15 Marlowe 1.30%
#16 mkusuma 1.10%

Re: mimfchal2005 results, 11/25/2005

Can someone please summarize what Mark and Bln been doing
(here in this game) to put them at the bottom? I am sure
it's just bad luck in a game of chance, but I think it would
be instructive to take a look.

"TK Sung" <> wrote
> Since y'all complain about the playing field, I'm now
ranking the portfolio
> according to the risk-adjusted basis. We'll discuss both
absolute and
> risk-adjusted rankings at the end of the contest.
>
> Portfolio values:
> ---------------
> Portfolio Name 11/25/05
> David $136,364.00
> Siddharth $127,864.00
> Sam $120,857.00
> Kaspa_ETF $120,334.00
> DavidOH $116,745.00
> FTSE100 $113,963.00
> Kaspa $113,600.00
> New Yorker $113,205.00
> Ram1 $112,336.00
> NoEd $111,026.00
> StevenL $110,720.00
> Who's Your Daddy $110,016.00
> Ram2 $109,556.00
> Marlowe $107,577.00
> Skip/VFINX $107,131.00
> mkusuma $106,223.00
> Sam'sDog $102,458.00
> Darin $100,560.00
> TK $96,652.00
> bln $93,102.00
> Mark $70,662.00
>
> Portfolio ranking (Risk-adjusted):
> -------------------------------
> Portfolio Name Sharpe Ratio
>
> #1 Sam 49.72%
> #2 David 28.01%
> #3 NoEd 20.37%
> #4 Siddharth 19.78%
> #5 Kaspa_ETF 18.86%
> #6 Ram2 12.77%
> #7 New Yorker 12.07%
> #8 StevenL 9.18%
> #9 Ram1 8.52%
> #10 Who's Your Daddy 8.30%
> #11 bln 7.38%
> #12 Kaspa 7.12%
> #13 DavidOH 6.05%
> #14 TK 3.19%
> #15 Marlowe 1.30%
> #16 mkusuma 1.10%
>
>

Re: mimfchal2005 results, 11/25/2005

Elle wrote:
> Can someone please summarize what Mark and Bln been doing
> (here in this game) to put them at the bottom? I am sure
> it's just bad luck in a game of chance, but I think it would
> be instructive to take a look.
>

Mark as far as I can tell has been shorting QQQQ. He has a bunch of transactions
uptil Apr. where he used to sell short and buy to cover. However he seems to
have given up/dropped out since then with no transactions.

bln doesn't have his portfolio on Yahoo Finance so I don't know what he is upto

Re: mimfchal2005 results, 11/25/2005

"SD" <> wrote
> Elle wrote:
> > Can someone please summarize what Mark and Bln been
doing
> > (here in this game) to put them at the bottom? I am sure
> > it's just bad luck in a game of chance, but I think it
would
> > be instructive to take a look.
> >
>
> Mark as far as I can tell has been shorting QQQQ. He has a
bunch of transactions
> uptil Apr. where he used to sell short and buy to cover.
However he seems to
> have given up/dropped out since then with no transactions.

Sounds like an experiment that went amiss. But better here
than in real life. :-)

> bln doesn't have his portfolio on Yahoo Finance so I don't
know what he is upto

Okay.

Thank you.

Re: mimfchal2005 results, 11/25/2005

>
> Sounds like an experiment that went amiss. But better here
> than in real life. :-)
>
>

His experiment was doing reasonably well AFAIR until he stopped..

Re: mimfchal2005 results, 11/25/2005

"Elle" <> wrote

> Can someone please summarize what Mark and Bln been doing
> (here in this game) to put them at the bottom? I am sure
> it's just bad luck in a game of chance, but I think it would
> be instructive to take a look.

Mark is always at the bottom, he's a no learner.