Stocks 5
CAGR
-4.3
Max DD
-85
Sharpe
0.02
Ulcer Index
70
Stocks 10
CAGR
8.7
Max DD
-80
Sharpe
0.20
Ulcer Index
49
Stocks 15
CAGR
13.9
Max DD
-82
Sharpe
0.25
Ulcer Index
47
Stocks 20
CAGR
20.1
Max DD
-77
Sharpe
0.31
Ulcer Index
34
Stocks 25
CAGR
19.8
Max DD
-78
Sharpe
0.31
Ulcer Index
36
Stocks 30
CAGR
18.8
Max DD
-76
Sharpe
0.29
Ulcer Index
36
Stocks 35
CAGR
15.2
Max DD
-78
Sharpe
0.27
Ulcer Index
39
Stocks 40
CAGR
13.8
Max DD
-78
Sharpe
0.25
Ulcer Index
39
Stocks 45
CAGR
14.1
Max DD
-77
Sharpe
0.24
Ulcer Index
39
Stocks 50
CAGR
14.0
Max DD
-77
Sharpe
0.23
Ulcer Index
40
Stocks CAGR Max DD Sharpe Ulcer Index
5
-4.3
-85
0.02
70
10
8.7
-80
0.20
49
15
13.9
-82
0.25
47
20
20.1
-77
0.31
34
25
19.8
-78
0.31
36
30
18.8
-76
0.29
36
35
15.2
-78
0.27
39
40
13.8
-78
0.25
39
45
14.1
-77
0.24
39
50
14.0
-77
0.23
40
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in