From the time Hulbertís Financial Digest began
tracking our work in January of 2001 (two months
after we started publishing) to this writing
(February 2011), Insiders Plus has delivered
a compound annualized return more than three times
greater than the benchmark Wilshire 5000. Over
the same period, the S&P
500 did a little worse than the Wilshire, and the NASDAQ did
a little better. We trounced them all. The bottom
line is that we made our investors 89% in a
decade encompassing two of the worst bear markets in
the last 100 years. During the same period the
S&P lost money while the broad market Wilshire
gained only 6%. Moreover, because of our emphasis on
dividends and safety, we lost 40% less than the
S&P during the financial crash. Our performance against the
volatile NASDAQ was even better.
Insiders Plus beat the market by
more than triple in the last ten years!
Whatís the risk?.
Thatís a question all
investors should ask before following investment
advice. If you have to risk your shirt to
make above-average gains, it surely isnít worth
On a risk-adjusted basis, our out-performance is
even more of a rout. In
the last ten years we earned more than five-times
the return of the market per unit of risk taken.
So, how is risk measured?
According to modern
portfolio theory, risk is measured by volatility, or Beta.
A portfolio's Sharpe Ratio measures units of gain
per unit of Beta. We have some reservations about this theory. Like
Warren Buffett, we believe risk lies in weak
analysis, not volatility. Nonetheless, according to
this standard measure, our two combined portfolios
crushed all the major indices from our inception
right up through today.
How do we do it? Hereís a perfect example:
quick 60% gain in a stock no one wanted ...
If you'd like to try our service risk-free, please
take me back to the beginning of the introduction to