Edgeware FastBreak Standard Version 6.5 Manuel d'utilisateur télécharger pdf (Page 69)

then selecting the sort command. The effect is to put the cases in order of decreasing re-

sults. Do this for both summary files.

Now, re-chart the data, but only for the best 30 test cases, and the following chart will be

created:

Annual Gain

(best 30 cases)

0 5 10 15 20 25 30

Test Case, best-worst

Annual Gain, %

1 fund 2 funds

Now it becomes clear that holding one fund usually has better performance than holding

two funds, on the order of 2-3% per year.

Other parameters in the summary file can be charted in a similar manner. For example,

chart the maximum draw down for these two FastBreak runs and put polynomial curve

fits through the data:

Maximum Drawdown

0 10 20 30 40 50

Test Case, best-worst

Maximum Drawdown, %

2 funds 1 fund

1 2 ... 64 65 66 67 68 69 70 71 72 73 74 ... 103 104

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Edgeware FastBreak Standard Version 6.5 Manuel d'utilisateur Page 69