Good to hear from you, Dr. Bob. Unfortunately , Shrinkage has not done well over the past 10 years or 5 years.
| Shrinkage | 12/31/2013 to today (10 years) |
|---|---|
| CAGR: | 5.1% |
| LDDD3: | 16.7 |
| MDD: | -55% |
| Sharpe(20): | 0.27 |
| Total Return for Year Ending: | |
| 20141231 | -11.320909 |
| 20151231 | -0.469144 |
| 20161230 | 19.732489 |
| 20171229 | 37.175278 |
| 20181231 | -4.647485 |
| 20191231 | 40.623669 |
| 20201231 | 0.599875 |
| 20211231 | 31.855362 |
| 20221230 | -40.341118 |
| 20231229 | 10.835373 |
| 20240111 | -2.725131 |