Dear owls,
Let’s leave the data speak for themselves with the latest and final backtest update, now covering 1 additional month i.e. the overall period from 1st May until 31st August '21 :
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Composition :
Illustrated below is the evolution of iRobot “v2” ’s composition from 1st May (inception) until 1st August (3rd and last rebalancing of the considered period):
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Performance Metrics :
Illustrated below are iRobot “v2” ’s performance metrics against the benchmarks (now including MVI) :
- Value of 1000$ initial investment :
- Final ranking :
