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portefeuille (99.60)

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February 07, 2013 – Comments (11)

There appears to be agreement that the "caos" game does not make identifying decent investors among the players all that easy.

The comment section of this post

CAPS Geniuses

contains some suggestions on how to still find them.

I think the following plot is somewhat helpful, I am not that versed in IT stuff, so am unable to produce this plot for a large number of players in reasonable time. It should be quite easy for people that have better programming knowledge than I do.

I think quite a few people would be quite interested in statistics like these, so feel free to produce some player stats and post them in the comment section.

the chart I produced in comment #85 of that post (explanation there).

 

annualised return (%) for the 629 "outperform" calls with stock return > 0 that portefeuille2 has made.



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11 Comments – Post Your Own

#1) On February 07, 2013 at 9:32 AM, portefeuille (99.60) wrote:

somewhat related.

some recent statistics of my biopharma "fund".



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#2) On February 07, 2013 at 9:53 AM, portefeuille (99.60) wrote:

caos

caps

 

or chaos ;)

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#3) On February 08, 2013 at 12:30 AM, portefeuille (99.60) wrote:

When I copied the data

629 outperform calls showed positive return (av. return ≈ 70.3%),
209 outperform calls showed negative return (av. return ≈ -38.4%).

 

-> average return for outperform calls ≈ 43.2%.

 

 

return of positive return outperform calls (%).



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(-1) * return of negative return outperform calls (%).



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#4) On February 08, 2013 at 2:08 AM, portefeuille (99.60) wrote:

#3 time the call was made is shown on the x-axis.

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#5) On February 08, 2013 at 2:13 AM, portefeuille (99.60) wrote:

somewhat cleaner version of the first chart.

 

annualised return (%) for the 629 "outperform" calls with stock return > 0 that portefeuille2 has made. "holding period" T on x-axis, where

T := min (time call was ended, now) - time call was started, in years.



enlarge

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#6) On February 09, 2013 at 4:26 PM, portefeuille (99.60) wrote:

Following portefeuille2 in a reasonable way would have yielded around 45% CAGR so far, see comment #108-110 here.

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#7) On February 21, 2013 at 11:29 AM, roofman6 (< 20) wrote:

porte,

There is more discussion on an add-on to the caps game that will reflect the market more on bbmaven's "caps geniuses" post. I also wrote about an internal rate of return calculator that I found and am using. This calculator shows an IRR of 94.70% for porte2, which is so high that I'm almost afraid to mention it. It found an IRR of 39.19% for your porte player, and an IRR of 15.95% for David's portfolio.

roofman6

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#8) On February 22, 2013 at 5:34 AM, portefeuille (99.60) wrote:

This calculator shows an IRR of 94.70% for porte2

Well, that depends on the amounts put into the buys. If you put equal amounts into the buys you get IRR of a little over 90% (I think), but you "do not have all that much money invested after the first few months" ...

Using the "more realistic" position sizes I use in the simulation posted above you get IRR ≈ 44.7% (I think), which is around the same as the CAGR I posted above, as it should be.

My "fund" made ≈ 116% from the December 2011 low to the recent high.

http://caps.fool.com/Blogs/fund-trades/793386.
http://twitter.com/portefeuillefun.

You should start making a few calls in the "caps" game.

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#9) On April 29, 2013 at 5:16 PM, DrGoldin (99.68) wrote:

So ... unless I'm misreading this ... am I right that you have about half the value of your portfolio in IBB?

I can't say that I'd put half my savings into a biotech ETF, but I will say that it's great for BlackRock shareholders.

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#10) On April 29, 2013 at 9:44 PM, portefeuille (99.60) wrote:

#9 That was a mostly virtual fund that is currently in the green by around 153% since its December 2011 low, so it did better than IBB over that period.

You can find real trades here (portefeuille(fun) collaboation, #zzporte).

https://twitter.com/portefeuillefun and

https://twitter.com/zzlangerhans.

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#11) On April 30, 2013 at 6:48 AM, DrGoldin (99.68) wrote:

#10 Long may you prosper.

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