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 Post subject: Just for fun, microcap
 Post Posted: Tue Jun 12, 2018 8:35 am 
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So, just for fun I was playing around with small caps, mid and large caps (checking out value, blend and growth). I used this tool for my analysis:

https://www.portfoliovisualizer.com/bac ... sisResults

I checked from Jan 1994 through Apr 2018. I found that mid cap value and micro cap destroy all other areas (micro being the clear winner). That's pretty neat, given that many (e.g. Paul Merriman) suggest small value to be the winner.

Feel free to play around with the same tool.

Naturally this doesn't consider the different indexes nor the alpha beating abilities of different funds.

Best,

Me

P.S. I also tried to compare these vs. emerging markets and REITs. Mid value and micro just destroy all others.


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AGG (F Fund)
iShares Lehman Aggregate Bond (AGG)

S&P 500 (C Fund)
S&P 500 INDEX,RTH (^GSPC)

DWCPF (S Fund)
Dow Jones U.S. Completion Total Stock Market Index (^DWCPF)

EFA (I Fund)
iShares MSCI EAFE Index (EFA)