Investment Model Results - Any Good?
Hi Everyone,
I'm new to WSO, but I've been trading and modeling for few years. I've developed a new model that trades equity index futures, commodity futures, and a bond ETF. Assuming a 100K investment, I'm getting these results:
YEAR...............................10 YEARS.....7 YEARS........ 5 YEARS.......3 YEARS
AVG. RETURN................30.66%.......32.18%...........30.17%.........30.18%
STD. DEVIATION...........11.92%.......9.70%.............10.22%.........13.16%
SHARPE RATIO.................2.57...........3.32..................2.95................2.29
MAX DRAWUP: $57,607.85
MAX DRAWDOWN: $(7,630.84)
I know this isn't much to work with, but based on this small bit of information, would this model be attractive to an accredited or institutional investor if I were to pitch to them? Would they require higher returns or lower volatility? Is this any good or should I go back to the drawing board.
Any advice or feedback would be greatly appreciated. Thanks!
-JP