Performance over the trailing 20 years through 11-30-2024
| init_sort | Newsletter | Portfolio | Return | Risk Rating | Sharpe Ratio |
|---|---|---|---|---|---|
| 1 | BLUE CHIP INVESTOR, THE | Newsletter Average | 8.51 | 4.71 | 0.49 |
| 2 | Blue Chip Investor, The | The Quality Growth Account | 8.51 | 4.71 | 0.49 |
| 4 | BUYBACK LETTER, THE | Newsletter Average | 10.15 | 4.65 | 0.59 |
| 5 | Buyback Letter, The | Buyback Income Index | 13.82 | 5.83 | 0.67 |
| 6 | Buyback Letter, The | Buyback Index | 8.14 | 5.10 | 0.45 |
| 10 | FIDELITY MONITOR & INSIGHT | Newsletter Equity Portfolio Average | 10.84 | 4.77 | 0.61 |
| 11 | Fidelity Monitor & Insight | Growth Model | 10.05 | 4.58 | 0.59 |
| 12 | Fidelity Monitor & Insight | Select Model | 11.82 | 4.83 | 0.66 |
| 13 | Fidelity Monitor & Insight | Income Model | 5.09 | 1.71 | 0.60 |
| 14 | Fidelity Monitor & Insight | Growth & Income Model | 7.98 | 3.13 | 0.62 |
| 15 | Fidelity Monitor & Insight | Unique Opportunities Model | 10.57 | 5.03 | 0.58 |
| 16 | INVESTMENT QUALITY TRENDS | Newsletter Average | 10.07 | 4.78 | 0.57 |
| 17 | Investment Quality Trends | Model Portfolio | 10.07 | 4.78 | 0.57 |
| 18 | Investment Quality Trends | Lucky 13 Portfolio | 9.74 | 4.39 | 0.59 |
| 20 | INVESTOR ADVISORY SERVICE | 12.38 | 5.57 | 0.62 | |
| 27 | NATE'S NOTES | Newsletter Average | 17.13 | 8.66 | 0.62 |
| 28 | Nate's Notes | Model Portfolio | 14.60 | 5.90 | 0.69 |
| 29 | Nate's Notes | Aggressive Portfolio | 18.64 | 11.66 | 0.59 |
| 30 | NOLOAD FUNDX | Newsletter Average | 8.86 | 4.47 | 0.53 |
| 31 | NoLoad FundX | Class 1: Aggressive Sector Funds | 12.46 | 5.92 | 0.60 |
| 32 | NoLoad FundX | Class 2: Aggressive Stock Funds | 10.11 | 4.99 | 0.55 |
| 33 | NoLoad FundX | Class 3: Core Stock Funds | 9.02 | 4.45 | 0.54 |
| 34 | NoLoad FundX | Class 4: Total Return Funds | 7.61 | 2.98 | 0.61 |
| 35 | NoLoad FundX | Monthly Upgrader Portfolio | 9.47 | 4.60 | 0.55 |
| 38 | PRUDENT SPECULATOR, THE | Newsletter Average | 8.75 | 5.34 | 0.46 |
| 39 | Prudent Speculator, The | The Prudent Speculator Portfolio | 9.47 | 4.99 | 0.52 |
| 40 | Prudent Speculator, The | Millennium Portfolio | 8.85 | 5.23 | 0.47 |
| 41 | Prudent Speculator, The | The Prufolio | 8.40 | 5.14 | 0.46 |
| 42 | Prudent Speculator, The | Buckingham Portfolio | 7.96 | 6.26 | 0.40 |
| 45 | Performance Benchmark | T-Bill Portfolio | 1.60 | 0.16 | 0.00 |
| 47 | Performance Benchmark | S&P 500 (with dividends reinvested monthly) | 10.67 | 4.32 | 0.65 |
| 48 | Performance Benchmark | Wilshire 5000 Total Return Index | 10.70 | 4.44 | 0.64 |
| 49 | Performance Benchmark | NASDAQ OTC Composite | 11.71 | 5.13 | 0.63 |
| 50 | Performance Benchmark | Russell 2000 Index (without dividends) | 6.96 | 5.80 | 0.36 |
| 51 | Performance Benchmark | Morgan Stanley Capital International's EAFE Index (Price Only) | 2.37 | 4.85 | 0.13 |
| 53 | Performance Benchmark | Gold Bullion (London P.M. Fixing) | 9.23 | 4.81 | 0.52 |
| 55 | Performance Benchmark | Intermediate-Term US Treasuries (IA SBBI US IT Govt TR Index) | 2.98 | 1.19 | 0.35 |
| 56 | Performance Benchmark | Long-Term US Treasuries (IA SBBI US LT Govt TR Index) | 4.00 | 3.36 | 0.26 |
Click on column heading to sort on the data in that column
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Guide to columns:
- Newsletter: For each newsletter we calculate the average return of all its individual portfolios that are, or have been, tracked. These averages appear in ALL CAPS.
- Portfolio: In addition to the newsletter’s overall average, we also report the return of each of its individual portfolios that are being monitored. If the “Portfolio” column is blank, then the performance that is reported reflected the newsletter’s overall average
- Return: Returns for all periods longer than one year are annualized
- 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.
- Sharpe Ratio. This is a measure of 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.