Quarterly Letter: Q1, 2023

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Another solid quarter. While Walsh Investment Strategy pulls ahead of the market, I consolidated a few things, namely benchmarks. In the name of simplicity and efficiency I am no longer benchmarking against the total market (VT) or the NASDAQ (QQQ).

If I could pick one benchmark, it would be the S&P 500. That will be the only benchmark moving forward.

Here are the visual results from the quarter:

Here are the results since inception:

Here is the risk analysis between Walsh Strat and the benchmark:

You can see how much higher my Sharpe and Sortino ratios are. That’s ok. These high ratios are necessary for long term outperfomance.

From Investopedia:
“The Sharpe ratio and the Sortino ratio are both risk-adjusted evaluations of return on investment. The Sharpe ratio indicates how well an equity investment is performing compared to a risk-free investment, taking into consideration the additional risk level involved with holding the equity investment. The Sortino ratio is a variation of the Sharpe ratio that only factors in downside risk.”

I will publish another quarterly letter that goes more in-depth discussing positions, strategy, and other news to members of the website.


Here are the top and bottom performers for this quarter:


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