The Hulbert 2021-2022 Investment Newsletter Honor Roll
The Hulbert 2020-2021 Investment Newsletter Honor Roll
|Up market grade||Down market grade||Newsletter||Gain since April 2000||Risk*||Sharpe Ratio** since April 2000|
|41.00||72.80||Bob Brinker's Marketimer||9.20||4.07||0.60|
|41.00||87.70||The Buyback Letter||10.70||4.41||0.65|
|42.40||89.80||Investment Quality Trends||11.30||4.50||0.68|
|89.10||52.00||The Investment Reporter||12.20||5.35||0.64|
|91.50||73.20||Investor Advisory Service||13.10||5.43||0.68|
|42.40||46.90||Wilshire 5000 Total Return Index||7.30||4.45||0.44|
How We Constructed The Honor Roll
*Risk: This reflects the volatility of a newsletter’s performance, as measured by the standard deviation of its monthly returns. Higher numbers reflect greater volatility and risk.
**Risk-adjusted performance. We use the Sharpe Ratio to calculate risk-adjusted performance. Higher numbers mean that the adviser did better in relation to the amount of risk he/she incurred. We calculate the Sharpe Ratio using monthly data, and then annualize it by multiplying by the square root of 12.