http://finance.groups.yahoo.com/group/QuantextMC/ Quantext Portfolio & Retirement Planner Tue, 01 Dec 2009 05:48:52 GMT Geoff http://finance.groups.yahoo.com/group/QuantextMC/message/2136 http://finance.groups.yahoo.com/group/QuantextMC/message/2136 Hi all: QPP projects volatility and then computes expected return based on a linear relationship between risk and return. The slope of this line is determined Tue, 01 Dec 2009 05:38:01 GMT Geoff http://finance.groups.yahoo.com/group/QuantextMC/message/2135 http://finance.groups.yahoo.com/group/QuantextMC/message/2135 The basic issue is that commodities may not have the equity risk premium--this is just not well grounded in theory. See the Ibbotson study in the links Tue, 01 Dec 2009 02:12:37 GMT yates1847 http://finance.groups.yahoo.com/group/QuantextMC/message/2134 http://finance.groups.yahoo.com/group/QuantextMC/message/2134 I think Lowell is clearly on the right track, at least as far as non-equity or fixed income securities are concerned. I tried an experiment with the projected Tue, 01 Dec 2009 01:52:49 GMT yates1847 http://finance.groups.yahoo.com/group/QuantextMC/message/2133 http://finance.groups.yahoo.com/group/QuantextMC/message/2133 Yes, I believe that is what Geoff meant. Look at his article called "Outlooks for Some Sector ETF's" at the bottom of page 3 and top of page 4 (the pdf file Sun, 29 Nov 2009 23:15:50 GMT Lowell Herr http://finance.groups.yahoo.com/group/QuantextMC/message/2131 http://finance.groups.yahoo.com/group/QuantextMC/message/2131 Yes, I read your question and the follow up responses. I'm still not satisfied with the "straight line" results that come out of plotting Return vs. Risk data Sun, 29 Nov 2009 22:10:45 GMT investor952 http://finance.groups.yahoo.com/group/QuantextMC/message/2130 http://finance.groups.yahoo.com/group/QuantextMC/message/2130 It looks like uzzk23a in the post right above yours already found it...along with responses from Geoff. Sun, 29 Nov 2009 21:14:23 GMT Lowell Herr http://finance.groups.yahoo.com/group/QuantextMC/message/2129 http://finance.groups.yahoo.com/group/QuantextMC/message/2129 Investor952, If you are unable to locate your former post, would you please articulate it again. I missed it last time, likely due to not being ready to Sun, 29 Nov 2009 21:13:07 GMT uzzk23a http://finance.groups.yahoo.com/group/QuantextMC/message/2128 http://finance.groups.yahoo.com/group/QuantextMC/message/2128 see http://finance.groups.yahoo.com/group/QuantextMC/message/471 Sun, 29 Nov 2009 13:18:24 GMT Lowell Herr http://finance.groups.yahoo.com/group/QuantextMC/message/2127 http://finance.groups.yahoo.com/group/QuantextMC/message/2127 Do you recall the approximate date when you posted your comment on the projected return/projected risk ratio? How sophisticated can these projections be if Sun, 29 Nov 2009 10:03:57 GMT investor952 http://finance.groups.yahoo.com/group/QuantextMC/message/2126 http://finance.groups.yahoo.com/group/QuantextMC/message/2126 PRPFX appears to be an interesting stand alone investment...including stocks, bonds, cash, gold & silver...and i think the current prpfx also includes foreign Sun, 29 Nov 2009 09:50:37 GMT investor952 http://finance.groups.yahoo.com/group/QuantextMC/message/2125 http://finance.groups.yahoo.com/group/QuantextMC/message/2125 prpfx versus the sp500 over past 5 years http://finance.yahoo.com/q/bc?t=5y&s=PRPFX&l=on&z=m&q=l&c=&c=^GSPC Sun, 29 Nov 2009 09:47:58 GMT investor952 http://finance.groups.yahoo.com/group/QuantextMC/message/2124 http://finance.groups.yahoo.com/group/QuantextMC/message/2124 I just found the following at the Boglehead site: http://www.bogleheads.org/forum/viewtopic.php?t=15434 "Harry Browne didn't consider real estate specifically Sun, 29 Nov 2009 09:40:02 GMT investor952 http://finance.groups.yahoo.com/group/QuantextMC/message/2123 http://finance.groups.yahoo.com/group/QuantextMC/message/2123 I made this point in a much earlier posting. Sat, 28 Nov 2009 18:55:49 GMT Lowell Herr http://finance.groups.yahoo.com/group/QuantextMC/message/2122 http://finance.groups.yahoo.com/group/QuantextMC/message/2122 If one takes a group of ETFs and plots the projected return vs. the projected standard deviation, the graph is essentially a straight line. Why is this the Thu, 26 Nov 2009 13:29:17 GMT sampa25bus@... http://finance.groups.yahoo.com/group/QuantextMC/message/2121 http://finance.groups.yahoo.com/group/QuantextMC/message/2121 WANTED: People To Work From Home. Must Have Computer * Just fill simple surveys. Start today. Online Companies Will Pay YOU $5 to $125 for Each Survey! Get