Strategy out of an academic paper. 16.5 % return at 2.36 sharpe, max drawdown 6.9% through 1999-2010. Is this good, medium or bad?

Strategy out of an academic paper. 16.5 % return at 2.36 sharpe, max drawdown 6.9% through 1999-2010. Is this good, medium or bad? Equity curve, year by year statistics and relative performance here Powered by Google Docs docs.google.com   == Looks ok, but really these 2 pages does not give much information. Hss this been …

Strategy out of an academic paper. 16.5 % return at 2.36 sharpe, max drawdown 6.9% through 1999-2010. Is this good, medium or bad? Read More »