What has been the historical drawdown on the AlphaProfit model portfolios?
Historical six month returns for the AlphaProfit model portfolios are available from the historical holdings page. The model portfolios are fully invested in equity mutual funds at all times and do not use margin. Additionally, we typically include positions in our model portfolios for at least six months. We therefore prefer to use six month returns to measure the performance of the model portfolios. We use the Sharpe ratio to measure their risk-adjusted performance. AlphaProfit Report documents available in Newsletter Archives typically include the prior month’s returns on the model portfolios.
