EFTA01146482Dataset 9
2012-09-185p4,199w
…Given the alternatives, an investor would have to decide between total return objectives and tolerance for volatility. Value of $100 invested in 1948 Value of S100 invested in 1980 Multiple of "Agnostic" portfolio final 58.000 $1.200 value over "Coast is Clear" portfolio Through O2, 2012 $6.0 C0 $800 • 2.25 $4.000 1.75 $400 52.000 • 1.25 $0 $0 Agnosticportfdio Coast is Clear Agnosticpoitfolio Coast is Clear 0.75 (always invest) portfolio (always invest) portfolio…
https://www.justice.gov/epstein/files/DataSet%209/EFTA01146482.pdf