Just for fun, microcap

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cswift01
Posts: 819
Joined: Thu Dec 08, 2016 10:46 am

Just for fun, microcap

Post by cswift01 »

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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cswift01
Posts: 819
Joined: Thu Dec 08, 2016 10:46 am

Re: Just for fun, microcap

Post by cswift01 »

Odd because here the microcaps show very little return over a period of time:

https://www.bogleheads.org/wiki/US_micr ... ex_returns

ngood2345
Posts: 58
Joined: Mon Mar 09, 2015 6:13 pm

Re: Just for fun, microcap

Post by ngood2345 »

There was a recent article Asset Class Comparisons. It showed the same thing, Small Cap Value beat all others. It was actually a chart. Can't find the link right now.

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FundPriceDayYTD
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F $19.09 0.26% -0.68%
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I $42.68 0.56% 6.21%
L2065 $16.38 0.84% 8.36%
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L2055 $16.39 0.84% 8.36%
L2050 $32.73 0.71% 6.94%
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L2040 $54.37 0.63% 6.20%
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