- Different types of risk are defined along with metrics from Mutual Fund Observer and Morningstar.
- Fifty funds are evaluated over 20, 15, 10, 5, and 2 year periods for maximum drawdown, risk adjusted return (Martin Ratio), risk (Ulcer Index), and total return.
- Short term performance for these funds are evaluated over one week, three months and year to date, along with 3 year beta.
- Portfolio Visualizer is used to create a portfolio to minimize drawdown for an annualized return of 8% for the past two years.
For further details see:
Fifty Funds To Consider For Defense