May be of interest to MI board: Equal weight / market cap

I posted this article to the BRK board, as I thought that’s where I saw mungofitch discussing this before, but it occurred to me today it should probably have been posted to this board.

It’s an attempt to respond to some previous writing and ideas shared by mungofitch relating to equal weight indexing.

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I think it ties the index. For some periods it beats it, and for others it trails it.

Trailing Returns

Day EndMonth EndQuarter End

Total Return % 1-Day 1-Week 1-Month 3-Month YTD 1-Year 3-Year 5-Year 10-Year 15-Year Earliest Available
Total Return % (Price) -1.09 -2.45 -9.17 -4.75 -20.69 -13.60 7.54 7.87 11.17 8.19 10.34
Total Return % (NAV) -1.16 -2.54 -9.23 -4.83 -20.77 -13.68 7.51 7.84 11.16 8.18 10.33
Category (NAV) -1.32 -2.44 -8.83 -5.03 -23.35 -15.88 6.81 7.74 10.37 7.05
Index (NAV) -1.43 -2.74 -9.26 -4.64 -24.91 -17.51 7.82 9.01 11.57 8.05
Quartile Rank
Percentile Rank 21 47 63 44 19 27 44 59 37 9
# of Invest. in Cat. 1,275 1,269 1,272 1,267 1,250 1,240 1,151 1,061 788 594
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