Introduction
My strategy is to invest appropriately for a late stage in the business cycle, and currently am analyzing funds based on risk (Ulcer Index, Draw Down, P/E ratio), risk-adjusted returns (Martin, Sortino, Sharpe ratios) and three-month trends. Nearly two thousand funds are screened and ranked to create a list of nearly 70 funds in 33 Lipper categories. These are reviewed in Morningstar to reduce the funds to about 40 which are tested in Portfolio Visualizer. The end result is to create three portfolios which have varying allocations to 10 funds.
Morningstar
Below are the