Updated: Sep 16, 2022
Under Portfolios that Beat Markets, we compared the performance of the market with portfolios constructed/managed using a) our novel risk measure 'Tsallis Relative Entropy' (TRE) and b) the risk measure 'beta', usually used by investment managers. The back-studies show that, over a period of 6 years or longer, portfolio a) out performs both the market and portfolio b).
we publish our risk tables (using our Novel Risk Measure 'Tsallis Relative Entropy'), every two months during the first week of the month, for all US equities in SPY (SP500 ETF) and ONEQ (ETF for Nasdaq), 5G stocks and International stocks. The risk tables for SPY and ONEQ stocks, are given in Portfolio Management under Portfolios that Beat Markets . Here, a tutorial on how to use these risk values to construct/manage portfolios (with dividends re-invested) is also given. June 2022 risk tables are now available.