Seasonal Strategy Blind Tests
I simply cannot solve every possible strategy. There are between 135,000 - 315,000 different ways to trade a single month based on the TSPcalc 4.0 model. The computer can handle that many. But for a full year, there are somewhere around 10^52 possible strategies. That's too many.

So, I created the Seasonal Builder tool. Because if I can't solve every possible strategy for a year, then at least I could solve every possible month, and give the user an easy way to put them together. The Seasonal Builder also has a "best fit" tool, which attempts to put 12 months together based on the user's sort and filter criteria.

Having "best fit" allowed me to automate some blind testing. The tables below are the result of those blind tests. One "Case" is a set of Sort & Filter criteria plugged into the Seasonal Builder and best fit. I ran each case on all possible years, and all possible data set sizes (1-year data set, 2-year data set, 3-year data set, etc).

At the bottom of each column, you can compare the average return of the best-fit strategy to that of the C, S, and I funds over the same time period. At the right of each row, you can compare a year's return of the strategy to that year's C, S, or I return.

EXAMPLE:
Case 1, 1 Year of Data, 2005: 8.80%. This is the highest Mean from 2004 best-fit into a strategy, and it returned 8.80% in 2005.
Case 1, 1 Year of Data, 2006: 6.00%. This is the highest Mean from 2005 best-fit into a strategy, and it returned 6.00% in 2006.
Case 1, 2 Years of Data, 2006: 13.36%. This is the highest Mean from 2004-2005 best-fit into a strategy, and it returned 13.36% in 2006.
Case 2, 5 Years of Data, 2009: -3.26%. This is the highest (Mean - SD) from 2004-2008 best-fit into a strategy, and it returned -3.26% in 2009.

Case 1: Highest Mean, All Funds

Years of Data
Year1234567891011121314151617SCI
200516.1610.454.9613.63
20068.7412.9515.3015.7926.32
20076.58-0.28-0.415.495.5511.43
2008-4.59-22.20-28.00-39.22-38.32-36.99-42.43
200928.7110.2536.5629.4822.1434.8526.6730.04
20105.57-3.81-10.436.282.76-7.1129.0615.067.94
20113.186.57-25.22-24.49-15.53-10.04-12.48-3.382.11-11.81
20124.565.5019.7511.003.9910.4514.6214.3518.5716.0718.62
201315.6819.3125.4824.3817.9517.6216.4326.789.6938.3532.4522.13
20143.95-0.499.8610.322.157.29-2.22-2.573.312.317.8013.78-5.27
20157.262.878.9410.818.006.97-0.637.485.7015.866.08-2.921.46-0.51
20160.904.3115.610.76-10.67-5.15-2.675.642.77-3.192.753.6416.3512.012.10
201715.5115.5315.8919.6325.7823.2623.8724.6722.6225.8723.9621.9325.7718.2221.8225.42
2018-11.74-6.38-8.92-3.422.57-7.26-15.87-8.53-14.20-11.73-11.47-13.78-9.89-4.31-9.26-4.41-13.43
20195.4613.435.3913.0215.9923.6124.5325.1332.0123.7422.6425.3320.0023.3025.4227.9731.4522.47
202019.9132.0623.225.43-0.872.098.29-2.161.73-7.0318.477.799.3511.484.136.1731.8518.318.17
Averages:7.875.986.274.926.195.615.3910.097.956.5510.418.9811.3110.1614.786.17
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202120.6821.8512.6513.597.3918.2219.1520.0115.6814.5518.1128.0518.0418.3314.8416.9017.8114.2018.7211.06

Case 2: Highest Mean-SD, All Funds

Years of Data
Year1234567891011121314151617SCI
20057.0810.454.9613.63
20065.3516.6915.3015.7926.32
20071.84-9.04-2.385.495.5511.43
2008-2.62-11.9412.5116.59-38.32-36.99-42.43
2009-6.3217.4018.50-7.90-3.2634.8526.6730.04
20102.78-9.36-4.35-3.963.451.3529.0615.067.94
201119.696.29-10.0427.3544.3617.9018.67-3.382.11-11.81
20129.115.277.83-4.60-5.39-4.54-6.02-0.4318.5716.0718.62
201314.1516.8917.7022.4612.038.4516.8512.3814.4138.3532.4522.13
201410.455.618.6311.401.68-8.23-1.34-5.811.466.107.8013.78-5.27
20155.440.732.76-7.59-1.094.622.5016.2213.347.534.53-2.921.46-0.51
20163.35-9.558.804.06-1.542.8215.80-0.96-1.734.531.14-9.3516.3512.012.10
201715.2412.0712.8517.8517.2116.9419.9016.6915.3213.547.647.107.2018.2221.8225.42
2018-4.90-8.024.567.36-2.51-0.71-3.92-2.892.821.475.017.754.264.06-9.26-4.41-13.43
201915.7228.4211.0212.7011.4010.3217.4112.5811.469.078.137.739.326.323.1627.9731.4522.47
202030.1645.30-1.440.74-2.60-1.74-7.05-11.07-14.97-9.5716.4214.247.052.050.43-8.8131.8518.318.17
Averages:7.917.126.217.426.144.297.284.085.264.677.145.506.964.141.80-8.81
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
20215.2217.407.5512.339.866.986.085.867.225.817.392.330.193.042.952.267.0614.2018.7211.06

Case 3: Highest Mean/SD, All Funds

Years of Data
Year1234567891011121314151617SCI
200514.4010.454.9613.63
20069.3915.0615.3015.7926.32
20070.17-6.490.965.495.5511.43
2008-19.95-27.10-5.44-22.27-38.32-36.99-42.43
200925.4318.9712.68-2.18-6.2034.8526.6730.04
20105.285.684.466.673.07-3.7529.0615.067.94
201112.48-3.08-7.1812.6810.385.293.64-3.382.11-11.81
20126.764.311.848.291.391.911.972.4918.5716.0718.62
201312.557.396.545.40-0.342.420.232.190.1938.3532.4522.13
20140.85-1.606.757.972.685.561.131.132.612.547.8013.78-5.27
201512.26-1.0110.4413.851.422.403.353.123.302.632.74-2.921.46-0.51
201612.4515.799.240.42-6.254.044.564.003.223.553.933.6316.3512.012.10
201719.3117.3411.617.755.435.144.163.513.222.932.702.472.7218.2221.8225.42
2018-0.96-0.1910.0012.959.282.743.243.383.423.983.783.713.734.14-9.26-4.41-13.43
201923.1019.7111.5212.969.738.3414.125.696.795.134.634.184.044.184.3927.9731.4522.47
202024.809.58-6.7328.7715.4115.836.099.226.545.323.383.203.493.393.383.3731.8518.318.17
Averages:9.894.964.767.173.834.544.253.863.663.733.533.443.493.903.893.37
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202118.0214.274.949.103.855.13-1.102.031.731.401.511.864.194.131.751.511.6914.2018.7211.06

Case 4: Highest Mean, CS Only

Years of Data
Year1234567891011121314151617SCI
200511.0610.454.9613.63
200615.7126.0015.3015.7926.32
20076.469.718.345.495.5511.43
2008-37.79-39.72-39.34-39.41-38.32-36.99-42.43
200934.8721.4325.7432.0733.0334.8526.6730.04
201017.6215.8720.0217.6416.9920.2029.0615.067.94
20110.53-6.35-0.10-3.170.13-0.94-1.40-3.382.11-11.81
201222.9919.0321.3116.2317.8022.8120.7322.0418.5716.0718.62
201334.4633.1032.4033.5934.5136.0636.5235.0238.1138.3532.4522.13
20147.6310.4012.3314.339.193.388.859.2112.312.317.8013.78-5.27
20151.741.336.524.330.951.873.715.024.292.132.70-2.921.46-0.51
201613.8414.8015.045.658.157.1311.5813.8914.059.7412.5713.7116.3512.012.10
201722.3021.1722.5322.9318.5920.1619.7323.9020.3019.2017.6118.1619.3218.2221.8225.42
2018-8.46-10.40-3.05-3.61-3.91-4.62-4.50-5.24-7.08-5.86-3.56-4.14-2.74-1.57-9.26-4.41-13.43
201922.7523.1425.3627.0625.8029.1326.0825.8632.7336.2727.4627.3029.0426.6529.5627.9731.4522.47
202036.5619.4230.2834.6231.5830.9434.6032.8128.4115.337.2423.0316.0824.7315.6312.9231.8518.318.17
Averages:12.6410.5912.6712.4816.0715.1015.5918.0517.8911.3010.6715.6115.4216.6022.5912.92
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202111.1414.4516.6023.6115.0514.7210.9316.6718.0618.0415.8418.3524.6724.2823.4920.7424.0614.2018.7211.06

Case 5: Highest Mean-SD, CS Only

Years of Data
Year1234567891011121314151617SCI
200511.0910.454.9613.63
200613.7217.5415.3015.7926.32
20077.698.009.545.495.5511.43
2008-36.52-38.35-40.30-40.64-38.32-36.99-42.43
200932.8426.8625.0523.5129.8334.8526.6730.04
201020.9519.5722.2619.6620.2418.3829.0615.067.94
2011-5.78-10.130.66-2.460.110.321.05-3.382.11-11.81
201219.8319.8119.8719.3317.5621.0217.8919.2918.5716.0718.62
201335.7931.0830.1637.7036.7136.6836.6435.0535.5638.3532.4522.13
20147.7914.4610.0412.2810.7511.2015.0715.9411.4014.467.8013.78-5.27
2015-1.72-2.781.233.253.46-0.241.854.455.464.973.94-2.921.46-0.51
201620.4417.2512.159.675.956.099.428.209.209.2713.7710.6516.3512.012.10
201720.5616.5418.4316.3817.7918.4617.9420.8719.7722.1221.6220.9722.5318.2221.8225.42
2018-6.17-6.39-4.01-1.60-4.34-3.62-2.33-4.99-9.99-7.75-5.98-4.70-3.73-4.76-9.26-4.41-13.43
201922.9326.8027.7324.0424.2027.2925.0827.0128.8130.9128.1126.7628.3327.7426.2927.9731.4522.47
202034.4525.6428.5140.4431.8831.2527.6525.8024.0626.0136.3031.1234.3831.5122.4530.9031.8518.318.17
Averages:12.3711.0611.5212.4316.1815.1715.0316.8515.5314.2916.2916.9620.3818.1624.3730.90
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202116.4920.9319.1725.0414.0615.0912.5017.2117.4816.5416.5617.9817.6917.4817.4717.4718.2714.2018.7211.06

Case 6: Highest Mean/SD, CS Only

Years of Data
Year1234567891011121314151617SCI
20059.5110.454.9613.63
200617.9218.5115.3015.7926.32
20077.667.439.555.495.5511.43
2008-38.32-33.54-38.23-36.93-38.32-36.99-42.43
200933.8524.7025.3826.4025.7734.8526.6730.04
201021.0517.5514.7815.4718.9717.0629.0615.067.94
2011-3.901.492.081.87-1.89-0.82-1.71-3.382.11-11.81
201220.4625.0619.1823.6122.5317.5819.0120.0718.5716.0718.62
201336.2135.5332.2234.4932.7732.7532.7431.9931.6738.3532.4522.13
20149.9714.3311.078.947.269.329.9310.2112.0012.007.8013.78-5.27
20151.45-0.86-1.130.772.422.771.891.082.361.362.36-2.921.46-0.51
201615.9313.9315.7516.2412.629.4310.1413.6014.1414.4813.5013.8016.3512.012.10
201721.2914.8916.9517.0320.3120.4718.1021.9916.8216.9716.9718.7617.4918.2221.8225.42
2018-9.90-5.52-3.67-5.00-5.32-5.47-5.78-3.95-4.38-3.26-2.52-2.52-2.17-2.40-9.26-4.41-13.43
201922.9727.6328.9828.4029.4425.9123.5724.4226.7932.6431.0326.2826.2224.6525.9027.9731.4522.47
202041.7214.2811.9918.427.485.793.848.826.932.031.954.778.767.017.0112.9831.8518.318.17
Averages:12.9911.6910.3511.5214.3612.2511.1714.2513.2910.8910.5512.2212.579.7616.4612.98
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202114.853.395.759.539.529.5810.5312.6013.6113.369.6810.118.939.9410.8711.669.4214.2018.7211.06

Case 7: Highest Mean, CSI Only

Years of Data
Year1234567891011121314151617SCI
200514.0210.454.9613.63
200621.6528.8315.3015.7926.32
200710.0614.547.655.495.5511.43
2008-32.29-43.08-41.33-42.79-38.32-36.99-42.43
200934.3223.0630.4833.6524.8134.8526.6730.04
201018.3116.4018.7610.3113.4919.0229.0615.067.94
2011-14.81-4.89-4.51-14.61-14.28-3.23-11.88-3.382.11-11.81
201222.3526.9017.1017.4922.4922.6920.6127.5418.5716.0718.62
201329.6433.8626.3134.7230.6232.5530.9429.8934.3438.3532.4522.13
20146.38-1.817.0911.242.032.015.088.426.312.317.8013.78-5.27
20152.004.865.109.819.164.1310.589.778.578.0812.27-2.921.46-0.51
20167.5720.248.2412.594.995.635.478.295.475.1010.0318.7316.3512.012.10
201722.2625.7826.4327.0929.4025.0426.2928.4928.0725.5120.4721.0325.7018.2221.8225.42
2018-10.65-12.51-14.630.74-5.57-3.93-7.02-5.13-3.05-1.09-3.65-4.49-10.57-6.62-9.26-4.41-13.43
201917.1222.6324.1824.3524.2426.6326.7730.3332.8039.5134.1034.2434.5033.5436.9527.9731.4522.47
202034.7424.9522.2220.948.704.644.6912.771.821.024.441.588.9613.8123.499.9931.8518.318.17
Averages:11.4211.999.5111.1912.5112.2911.1516.7114.2911.4912.9414.2214.6513.5830.229.99
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202115.099.9513.1718.2720.9115.7919.6923.2920.3119.5019.7127.8834.7031.7132.6331.5531.5514.2018.7211.06

Case 8: Highest Mean-SD, CSI Only

Years of Data
Year1234567891011121314151617SCI
200519.4510.454.9613.63
200620.1224.8715.3015.7926.32
20076.972.028.155.495.5511.43
2008-36.65-36.96-43.99-41.64-38.32-36.99-42.43
200942.7028.7427.7432.2326.9834.8526.6730.04
201027.7917.9614.1716.0515.7413.4929.0615.067.94
2011-3.31-17.02-10.50-3.59-5.12-1.591.45-3.382.11-11.81
201219.3417.3615.6915.1013.8314.0118.9021.1018.5716.0718.62
201327.4233.5934.4835.5128.8931.0328.0330.0935.3438.3532.4522.13
20146.342.102.40-4.833.966.788.5313.2912.588.807.8013.78-5.27
20153.190.281.3011.397.484.455.736.336.017.127.92-2.921.46-0.51
201614.5215.9013.919.0117.878.166.178.299.129.8424.1416.1616.3512.012.10
201723.1122.0517.8822.7623.9020.8125.0525.0823.8721.8021.4621.8222.7218.2221.8225.42
2018-10.72-7.74-8.23-3.92-8.35-8.78-1.54-5.35-9.20-2.87-0.011.72-0.952.59-9.26-4.41-13.43
201918.1218.0619.6622.3918.2225.8926.8928.0429.0628.5129.3430.4033.0127.5028.8227.9731.4522.47
202039.8313.708.1516.577.7312.8213.3724.6917.5522.749.6422.1122.2824.8322.6123.8731.8518.318.17
Averages:13.648.997.209.7712.5911.5513.2616.8415.5413.7115.4118.4419.2718.3125.7223.87
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
20216.808.6421.3723.9017.8022.2820.7817.1216.1616.4717.0518.6217.4415.3121.0915.0818.5414.2018.7211.06

Case 9: Highest Mean/SD, CSI Only

Years of Data
Year1234567891011121314151617SCI
20054.3610.454.9613.63
200619.6218.1115.3015.7926.32
20075.974.698.765.495.5511.43
2008-26.41-39.62-40.43-40.59-38.32-36.99-42.43
200920.2733.0835.9941.2538.3934.8526.6730.04
201024.5419.4020.9513.1817.3214.9829.0615.067.94
2011-4.70-3.34-0.99-5.60-11.24-8.82-4.56-3.382.11-11.81
201216.3611.3618.9116.5917.837.4115.1410.5318.5716.0718.62
201335.5931.7035.9635.6936.4337.6733.8036.6033.8138.3532.4522.13
20145.502.373.657.196.561.862.996.970.30-1.747.8013.78-5.27
20153.94-2.480.082.953.473.113.383.163.88-1.46-2.36-2.921.46-0.51
20162.7610.096.7111.8116.156.8024.6818.717.715.586.838.1416.3512.012.10
201723.8422.5622.2721.3725.1425.7224.5823.8727.3727.1224.5318.4720.7518.2221.8225.42
2018-5.95-6.75-2.661.23-9.60-3.00-4.99-8.661.472.82-0.661.595.337.22-9.26-4.41-13.43
201920.5729.1326.3322.3829.5027.4626.6025.5729.9428.4923.5227.0722.2423.4422.7827.9731.4522.47
202027.7916.2825.1311.6415.967.573.1814.7514.6512.026.7815.6910.056.336.877.9531.8518.318.17
Averages:10.889.7711.4710.7015.4910.9812.4814.6114.8910.409.7714.1914.5912.3314.827.95
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202115.8412.065.973.6914.0610.5824.5520.2717.8722.6226.0910.948.949.778.7711.309.9814.2018.7211.06

Case 10: Highest Mean, GCSI Only

Years of Data
Year1234567891011121314151617SCI
200520.9310.454.9613.63
200612.5014.9015.3015.7926.32
200710.055.11-3.385.495.5511.43
2008-21.93-21.93-20.64-41.88-38.32-36.99-42.43
200919.438.0444.2532.3322.1134.8526.6730.04
20109.11-11.59-7.80-2.80-4.11-12.1529.0615.067.94
20117.529.07-25.64-27.84-19.93-8.920.96-3.382.11-11.81
201214.2717.7414.8610.081.653.322.3110.2018.5716.0718.62
20136.6423.7027.6625.9620.6820.6523.3929.2523.0938.3532.4522.13
20143.85-9.9512.048.562.266.940.00-1.864.8710.487.8013.78-5.27
20153.709.316.139.746.120.364.657.403.9711.121.17-2.921.46-0.51
2016-0.047.1717.49-1.23-4.52-2.03-4.894.62-4.25-3.89-2.372.7616.3512.012.10
201716.0416.0514.5722.7126.0823.6422.7519.2421.3421.3918.8518.4521.4318.2221.8225.42
2018-13.531.03-13.9811.192.03-1.00-15.25-8.61-14.99-13.79-12.94-6.13-4.55-5.97-9.26-4.41-13.43
20193.9714.923.0010.8816.3925.3223.8726.3326.9617.1414.8723.3915.7216.7217.9927.9731.4522.47
202030.4512.1120.876.93-5.262.268.00-3.95-0.73-6.88-3.44-11.331.613.48-2.970.8031.8518.318.17
Averages:7.686.386.394.975.295.316.589.187.535.082.695.438.554.747.510.80
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202118.6522.6221.1023.7020.2015.785.8224.5017.4114.1720.7030.0320.4918.4816.9417.8818.6514.2018.7211.06

Case 11: Highest Mean-SD, GCSI Only

Years of Data
Year1234567891011121314151617SCI
200513.3210.454.9613.63
200611.8214.7815.3015.7926.32
20073.91-4.040.935.495.5511.43
2008-5.28-19.565.932.84-38.32-36.99-42.43
2009-9.9112.0940.308.39-6.0234.8526.6730.04
2010-1.92-9.17-1.495.152.882.1829.0615.067.94
201111.905.90-1.4529.3542.0917.7913.46-3.382.11-11.81
201216.771.604.60-3.99-1.77-1.96-4.182.5418.5716.0718.62
201312.7418.1617.1826.1610.846.1313.829.996.2638.3532.4522.13
20148.272.4914.996.74-5.55-12.790.04-6.862.174.557.8013.78-5.27
20154.805.184.75-2.133.267.162.5418.4113.3112.398.35-2.921.46-0.51
20161.64-6.168.594.32-4.08-10.781.754.044.451.773.85-8.4616.3512.012.10
201713.5713.6113.1315.0615.5315.2018.9715.1314.8913.7613.448.4611.6618.2221.8225.42
2018-9.82-7.570.047.131.43-1.36-3.37-4.282.834.328.879.423.79-5.23-9.26-4.41-13.43
20194.6025.938.5311.8911.9211.0917.6711.4210.639.188.367.587.474.393.0427.9731.4522.47
202028.4525.680.90-6.16-8.77-3.62-9.34-11.34-16.33-8.4415.4411.919.3310.36-0.03-6.7531.8518.318.17
Averages:6.555.268.358.065.152.645.144.344.785.369.725.788.063.171.51-6.75
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202110.5417.6415.5115.0312.388.426.274.154.675.266.495.324.024.025.002.656.7614.2018.7211.06

Case 12: Highest Mean/SD, GCSI Only

Years of Data
Year1234567891011121314151617SCI
200510.6210.454.9613.63
200610.9813.8315.3015.7926.32
20070.93-4.313.885.495.5511.43
2008-19.94-25.13-8.06-2.78-38.32-36.99-42.43
200923.269.229.70-7.35-5.2534.8526.6730.04
2010-1.128.042.614.3714.8212.0329.0615.067.94
20116.54-8.0418.53-14.286.763.226.69-3.382.11-11.81
20127.872.070.24-0.50-0.260.920.280.2818.5716.0718.62
201322.5111.9717.901.86-1.233.74-1.162.98-1.5838.3532.4522.13
20142.22-0.1310.923.64-0.450.900.190.190.190.197.8013.78-5.27
20156.952.539.776.081.402.830.66-0.01-0.13-0.071.28-2.921.46-0.51
20168.3714.477.756.218.472.652.872.643.543.433.303.1416.3512.012.10
201720.9117.0613.156.656.595.294.804.724.024.645.235.755.3418.2221.8225.42
2018-6.79-0.7912.5710.755.657.463.953.382.692.952.523.253.222.10-9.26-4.41-13.43
201917.3414.4310.165.164.363.808.971.050.360.26-0.130.300.070.070.0727.9731.4522.47
202026.223.273.5916.0810.4235.2419.992.553.73-0.521.72-4.334.704.654.674.3231.8518.318.17
Averages:8.553.908.052.764.277.104.721.981.601.562.321.623.332.272.374.32
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202119.4014.055.256.435.874.012.292.481.412.182.181.131.131.131.931.831.8314.2018.7211.06

Case 13: Highest PNR, All Funds

Years of Data
Year1234567891011121314151617SCI
200514.4010.454.9613.63
20069.3915.1115.3015.7926.32
20070.174.34-0.455.495.5511.43
2008-19.95-25.52-28.82-31.99-38.32-36.99-42.43
200925.4318.1525.943.3314.9334.8526.6730.04
20105.288.597.7520.201.75-8.3129.0615.067.94
201112.48-16.48-14.14-13.12-12.91-9.722.27-3.382.11-11.81
20126.768.2518.3222.4311.956.549.476.7818.5716.0718.62
201312.5517.9916.9415.9711.4415.8314.8318.2413.3938.3532.4522.13
20140.855.495.757.30-6.410.338.9413.5413.639.257.8013.78-5.27
201512.262.997.0027.0428.1818.539.6115.0812.5311.147.28-2.921.46-0.51
201612.4513.8015.4911.9512.7710.1610.536.418.035.3614.480.6116.3512.012.10
201717.9320.3520.0622.7321.2519.4921.2615.6110.069.039.605.337.0918.2221.8225.42
2018-0.965.772.99-4.761.146.76-8.85-3.092.726.82-0.271.34-1.14-5.56-9.26-4.41-13.43
201923.1022.7910.4413.9317.7321.3528.9518.5414.3810.048.581.311.483.30-0.8627.9731.4522.47
202024.8011.757.221.54-2.93-5.70-5.75-7.97-8.16-3.7325.3516.737.693.5410.703.2631.8518.318.17
Averages:9.817.566.757.438.246.849.139.248.326.8410.835.063.780.434.923.26
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202118.0219.8514.758.5711.7714.5311.337.885.999.3011.6417.8210.105.917.064.946.9414.2018.7211.06

Case 14: Highest PNR, CSI Only

Years of Data
Year1234567891011121314151617SCI
20053.2810.454.9613.63
200619.6219.4915.3015.7926.32
20075.418.2911.705.495.5511.43
2008-26.41-39.20-37.96-37.70-38.32-36.99-42.43
200919.8721.5930.6525.5125.6934.8526.6730.04
201024.0918.8711.369.088.437.7429.0615.067.94
2011-4.70-9.14-10.50-9.99-11.72-5.48-4.53-3.382.11-11.81
201216.3615.6220.5523.0120.2222.6915.4416.6218.5716.0718.62
201335.5938.5333.8636.8036.0931.7535.6536.1138.2738.3532.4522.13
20145.504.005.242.662.446.249.227.756.625.997.8013.78-5.27
20154.064.476.177.397.383.905.058.668.090.213.05-2.921.46-0.51
20162.7611.499.8012.9015.9012.3210.739.7712.4010.8218.4116.6516.3512.012.10
201722.2124.1426.6125.0524.2125.1122.5827.4823.4822.0720.5520.0822.3118.2221.8225.42
2018-5.95-9.63-9.18-2.32-4.44-3.27-10.25-11.26-10.20-6.36-3.35-5.58-2.58-1.53-9.26-4.41-13.43
201920.5730.2427.6129.4626.2128.5929.4427.6230.4734.7331.2428.0631.1027.7928.9127.9731.4522.47
202029.3319.3019.9120.7222.7613.7519.9622.836.1410.3417.8115.462.5238.3130.8328.0631.8518.318.17
Averages:10.7210.5410.4210.9714.4313.0313.3316.1814.4111.1114.6214.9313.3421.5229.8728.06
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202115.8416.0920.8119.4516.2216.3712.5922.3423.2024.7320.8026.2418.496.3217.9712.5213.8814.2018.7211.06

Case 15: Highest Mean, All Funds, Max SD 2%

Years of Data
Year1234567891011121314151617SCI
200517.8610.454.9613.63
20068.7916.2515.3015.7926.32
20075.01-3.07-3.425.495.5511.43
2008-4.55-27.507.67-25.23-38.32-36.99-42.43
200924.1116.1245.4525.8016.0334.8526.6730.04
20105.06-9.311.21-4.294.528.8729.0615.067.94
20113.186.23-6.470.6234.524.291.66-3.382.11-11.81
2012-0.322.1013.171.403.653.75-3.453.3818.5716.0718.62
201315.2328.2822.7127.7410.9313.1818.759.6411.8138.3532.4522.13
20146.04-3.635.731.48-0.34-0.890.66-6.387.1111.397.8013.78-5.27
20156.47-1.46-0.674.254.237.4111.977.507.987.329.35-2.921.46-0.51
20160.881.959.35-0.77-2.32-5.716.9010.158.040.920.99-1.5916.3512.012.10
201717.2912.2713.1821.5520.3021.3419.7115.9815.9216.0015.7718.6114.5518.2221.8225.42
2018-10.71-2.802.008.266.25-1.05-9.47-4.57-9.890.885.138.427.24-0.28-9.26-4.41-13.43
20197.6117.565.4514.1712.5817.1719.2617.8625.8313.4812.7812.9512.9113.0216.8827.9731.4522.47
202020.4420.9631.460.46-4.56-2.08-0.88-8.45-16.85-8.3711.192.461.676.502.0810.8531.8518.318.17
Averages:7.654.9310.495.808.826.036.515.016.255.959.208.179.096.419.4810.85
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202118.8720.5014.427.855.243.327.084.149.531.03-4.183.314.089.134.631.567.7014.2018.7211.06

Case 16: Highest Mean, All Funds, Max SD 3%

Years of Data
Year1234567891011121314151617SCI
200517.8610.454.9613.63
20068.7911.5215.3015.7926.32
20075.01-0.94-6.385.495.5511.43
2008-4.55-26.20-4.09-25.42-38.32-36.99-42.43
200924.117.4249.9720.3427.1734.8526.6730.04
20105.06-14.19-1.14-3.23-0.420.4629.0615.067.94
20113.1810.62-20.802.0916.834.5310.40-3.382.11-11.81
2012-0.321.1614.611.448.693.95-5.741.0218.5716.0718.62
201315.2324.3622.6226.5615.9114.3312.3820.2210.7938.3532.4522.13
20146.04-2.548.065.56-4.32-6.52-5.87-1.37-0.5510.407.8013.78-5.27
20156.471.41-1.080.535.429.096.689.358.9910.0110.49-2.921.46-0.51
20160.884.954.641.49-2.44-8.920.043.440.089.066.30-2.5716.3512.012.10
201717.2916.3614.3919.1327.2222.9723.3520.2223.3920.2321.8020.7122.4518.2221.8225.42
2018-10.710.31-3.443.112.63-5.80-1.97-0.87-11.012.035.758.011.134.02-9.26-4.41-13.43
20197.6115.476.3913.4220.0723.6527.1319.7930.6220.1417.8928.6321.3724.9327.7527.9731.4522.47
202020.4414.9122.198.80-1.100.612.26-5.00-4.48-9.646.103.483.950.705.996.7331.8518.318.17
Averages:7.654.317.575.689.645.306.877.427.238.8911.3911.6512.229.8816.876.73
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202118.8726.3720.576.9014.5915.3217.874.7613.409.0717.5217.1413.8114.1612.2812.7812.9514.2018.7211.06

Case 17: Highest Mean, GS Only

Years of Data
Year1234567891011121314151617SCI
200514.8810.454.9613.63
20066.6713.3915.3015.7926.32
20075.892.080.055.495.5511.43
2008-27.72-20.43-44.31-36.22-38.32-36.99-42.43
200927.6928.0133.9236.3836.6634.8526.6730.04
2010-3.45-7.63-3.5013.559.778.0329.0615.067.94
201131.38-4.71-20.31-23.78-11.06-16.92-0.27-3.382.11-11.81
201218.7413.126.153.926.045.723.517.8618.5716.0718.62
201316.1121.8631.0022.3821.8425.1122.5722.7114.5438.3532.4522.13
2014-5.77-0.9814.9410.102.831.10-2.59-0.94-1.7811.547.8013.78-5.27
20156.53-3.552.97-0.5511.70-5.460.37-0.06-3.79-1.04-2.11-2.921.46-0.51
201614.7811.1112.615.22-6.33-5.01-2.746.4411.94-1.850.22-4.1816.3512.012.10
201711.2115.5516.9520.1922.2616.7017.7017.1819.3917.1020.8418.3922.7618.2221.8225.42
2018-13.164.029.619.0613.722.75-12.69-5.22-15.49-7.514.77-7.014.24-3.97-9.26-4.41-13.43
201920.6214.13-0.3214.5212.9224.0024.6834.5142.8729.9519.6721.2416.5720.3922.6527.9731.4522.47
202054.16-2.3916.460.45-6.02-19.181.20-4.47-3.72-13.1926.228.0318.8814.8216.780.2031.8518.318.17
Averages:11.165.575.445.799.533.355.178.678.005.0011.607.2915.6110.4119.710.20
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202118.1826.9914.2219.329.963.527.5411.9416.6416.2713.9015.826.435.4312.144.9713.3614.2018.7211.06

Case 18: Highest Mean, CS only, Max 3% SD

Years of Data
Year1234567891011121314151617SCI
200511.0610.454.9613.63
200616.1115.3015.7926.32
20076.467.418.625.495.5511.43
2008-37.79-38.62-39.23-40.73-38.32-36.99-42.43
200934.8734.8526.6730.04
201017.6229.0615.067.94
20110.53-3.382.11-11.81
201222.9918.5716.0718.62
201334.4638.3532.4522.13
20147.637.8013.78-5.27
20151.22-2.921.46-0.51
201613.3516.3512.012.10
201722.3018.2221.8225.42
2018-8.46-9.26-4.41-13.43
201923.6227.9731.4522.47
202036.5631.8518.318.17
Averages:12.66-15.61-15.31-40.730.000.000.000.000.000.000.000.000.000.000.000.00
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202111.1414.2018.7211.06

Case 19: Highest Mean, GCS only, Max 3% SD

Years of Data
Year1234567891011121314151617SCI
200517.4110.454.9613.63
20066.0015.7215.3015.7926.32
20071.742.37-7.515.495.5511.43
2008-27.80-18.86-14.15-29.23-38.32-36.99-42.43
200937.1917.0740.6121.0424.7834.8526.6730.04
2010-3.51-6.10-2.9613.971.591.1129.0615.067.94
201110.90-0.35-15.1920.8625.1715.5911.87-3.382.11-11.81
201215.8316.9513.955.0910.644.621.106.8718.5716.0718.62
201316.6224.1132.4036.5015.3017.1714.1222.436.7438.3532.4522.13
20145.85-1.3711.9211.422.13-6.11-2.54-0.5310.4913.697.8013.78-5.27
20153.561.521.69-7.808.94-0.173.621.88-1.440.891.41-2.921.46-0.51
201617.6815.8810.142.97-4.43-6.336.826.266.694.545.960.0216.3512.012.10
201712.2611.1019.0516.5321.9817.6620.0516.1715.1614.8818.3319.0818.1018.2221.8225.42
2018-10.621.336.161.534.76-4.08-6.62-1.83-5.96-2.330.134.63-0.311.33-9.26-4.41-13.43
201911.0712.523.0418.2316.3720.8929.3825.7224.4015.1511.8120.2419.1922.5821.1327.9731.4522.47
202031.4111.0224.7114.242.98-10.25-0.90-3.655.74-14.6111.895.809.056.818.302.1631.8518.318.17
Averages:9.106.868.859.6410.854.567.698.157.734.608.259.9511.5010.2414.722.16
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202112.7213.4013.4118.6813.6713.429.1518.5517.4817.8917.4516.5611.2911.2710.549.9711.5914.2018.7211.06

Case 20: Highest Mean, CS only, max 9% SD

Years of Data
Year1234567891011121314151617SCI
200511.0610.454.9613.63
200616.1126.0015.3015.7926.32
20076.469.718.235.495.5511.43
2008-37.79-39.72-39.34-39.41-38.32-36.99-42.43
200934.8723.8125.1232.0733.0334.8526.6730.04
201017.6215.8720.9117.6416.9920.0929.0615.067.94
20110.53-6.35-0.10-3.170.13-0.94-1.40-3.382.11-11.81
201222.9919.9221.3116.0418.1222.8120.7322.9418.5716.0718.62
201334.4633.1032.4033.5934.5136.0636.5235.0238.1138.3532.4522.13
20147.6310.4012.3314.339.193.388.859.2112.3112.227.8013.78-5.27
20151.221.336.524.330.951.873.715.024.292.132.70-2.921.46-0.51
201613.3514.8015.045.658.157.1311.5813.8914.199.7412.5713.7116.3512.012.10
201722.3021.1722.0522.9318.5920.1619.7323.9020.3019.8117.6118.1619.3218.2221.8225.42
2018-8.46-10.40-3.05-3.61-3.91-4.62-4.50-5.24-7.08-5.86-3.56-3.96-2.74-1.38-9.26-4.41-13.43
201923.6222.2425.3627.0625.8029.1326.0825.8632.7336.9825.8627.3029.6826.6529.5627.9731.4522.47
202036.5619.4430.2834.6231.5830.9434.6032.8128.4115.337.2423.0316.0824.5215.6314.1131.8518.318.17
Averages:12.6610.7512.6512.4716.0915.0915.5918.1617.9112.9110.4115.6515.5916.6022.5914.11
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202111.1417.0216.8720.9915.0514.7210.9316.6718.0618.0415.8418.3524.6724.2823.4920.7424.0614.2018.7211.06

Case 21: Lowest Standard Deviation, CS only

Years of Data
Year1234567891011121314151617SCI
20059.5110.454.9613.63
200617.9211.6415.3015.7926.32
20077.666.758.765.495.5511.43
2008-38.32-33.59-34.62-37.72-38.32-36.99-42.43
200933.8526.3925.2228.7226.2934.8526.6730.04
201021.0515.9016.5415.8519.1916.7429.0615.067.94
2011-3.905.622.812.52-1.89-0.82-1.55-3.382.11-11.81
201220.4619.2519.5121.7822.1217.5818.8220.1218.5716.0718.62
201336.2134.1631.9733.2532.5832.8832.7431.7131.8138.3532.4522.13
20149.9716.878.968.466.789.3911.3111.7611.1011.507.8013.78-5.27
20151.45-3.31-0.540.982.363.643.342.302.361.362.36-2.921.46-0.51
201615.9313.0117.4315.0612.1410.4114.4910.5912.3714.6413.5010.8016.3512.012.10
201721.2918.0418.8819.0619.7719.5417.0320.9016.8216.9716.9718.7617.4918.2221.8225.42
2018-9.90-4.61-7.06-6.75-6.79-5.49-6.20-4.66-2.20-3.26-2.52-2.52-2.17-3.01-9.26-4.41-13.43
201922.9730.0329.9529.3028.9328.8723.6824.6326.3932.3530.6929.3226.4625.0625.9427.9731.4522.47
202041.725.7110.7516.0311.456.585.003.20-1.455.201.6710.968.7612.057.019.2031.8518.318.17
Averages:12.9910.7910.6111.2714.4112.6611.8713.3912.1511.2510.4513.4612.6311.3616.489.20
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202114.858.639.0410.2811.5713.3210.8713.2013.1513.7210.3610.1111.369.9410.688.939.4214.2018.7211.06

Case 22: Lowest Standard Deviation, CSI only

Years of Data
Year1234567891011121314151617SCI
20054.3610.454.9613.63
200619.6219.5715.3015.7926.32
20075.973.745.125.495.5511.43
2008-26.41-41.00-41.77-42.51-38.32-36.99-42.43
200920.2732.4036.7234.9733.5634.8526.6730.04
201024.5415.0414.1013.2616.9712.6429.0615.067.94
2011-4.70-1.870.42-3.22-5.76-8.25-0.81-3.382.11-11.81
201216.3610.0820.9518.3016.0011.5015.0310.8718.5716.0718.62
201335.5934.5933.9634.3835.2836.3133.7133.7634.1138.3532.4522.13
20145.500.689.945.801.458.07-1.435.602.521.847.8013.78-5.27
20153.94-4.231.122.706.168.576.393.303.59-1.360.27-2.921.46-0.51
20162.765.630.429.6320.8511.3923.6910.558.416.427.9513.8716.3512.012.10
201723.8418.1622.2218.3924.1723.8526.3924.1617.9417.8918.7018.9223.1018.2221.8225.42
2018-5.95-10.01-1.03-5.84-5.97-2.42-6.67-9.163.693.00-0.384.677.287.52-9.26-4.41-13.43
201920.5730.0029.7822.8830.5426.5226.6319.1729.7327.4124.3825.3322.5624.6526.1027.9731.4522.47
202027.791.162.8414.745.8514.005.1813.963.3212.51-2.362.403.94-6.102.727.9531.8518.318.17
Averages:10.887.609.639.5014.9312.9212.8112.4712.919.678.0913.0414.228.6914.417.95
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202115.8415.1511.6410.4315.429.1716.1215.7012.9314.1724.086.304.7712.9710.048.099.7214.2018.7211.06

Case 23: Highest Beats S Rate, CS only

Years of Data
Year1234567891011121314151617SCI
200510.4410.454.9613.63
200620.5220.0315.3015.7926.32
20077.669.959.215.495.5511.43
2008-38.32-37.24-36.78-38.13-38.32-36.99-42.43
200933.7326.2028.1527.7019.3234.8526.6730.04
201021.0524.7425.2327.3021.3023.0629.0615.067.94
2011-3.90-3.43-0.79-2.311.60-1.371.00-3.382.11-11.81
201220.4616.3021.2718.4422.6120.3923.6821.2118.5716.0718.62
201336.9136.1137.0234.6737.2836.6635.6637.7037.2938.3532.4522.13
20148.509.167.177.628.787.529.019.6811.122.317.8013.78-5.27
20151.840.08-0.341.62-0.480.610.330.51-0.451.87-0.68-2.921.46-0.51
201618.2314.8515.5510.3112.999.2110.5410.0711.0212.668.1510.8216.3512.012.10
201721.2918.8018.0622.5320.5919.5319.8220.5616.8321.3819.5317.5117.0118.2221.8225.42
2018-9.34-8.58-4.60-6.74-6.95-8.81-8.67-8.95-10.08-9.81-9.37-8.28-8.61-9.32-9.26-4.41-13.43
201923.2421.9421.6521.7926.3333.9428.8129.4429.3329.1431.7633.1631.0430.9630.5427.9731.4522.47
202041.9213.9633.9943.5636.5621.5927.9938.3335.8640.1442.8642.2344.6840.1138.3638.2731.8518.318.17
Averages:13.3910.8612.4812.9516.6614.7614.8217.6216.3613.9615.3719.0921.0320.5834.4538.27
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202114.8516.8122.8018.0616.5312.1012.9016.8816.4118.9220.6819.8019.5218.3216.5716.6213.5114.2018.7211.06

Case 24: Highest Delta S, CS only

Years of Data
Year1234567891011121314151617SCI
200511.0610.454.9613.63
200616.3926.0015.3015.7926.32
20076.469.718.235.495.5511.43
2008-38.05-39.72-39.34-39.41-38.32-36.99-42.43
200935.0321.4325.1433.7633.0834.8526.6730.04
201017.6215.8720.9117.8416.9919.7929.0615.067.94
20110.53-6.35-0.10-3.040.13-2.31-1.40-3.382.11-11.81
201223.7719.0919.3916.3017.8022.8120.8721.8718.5716.0718.62
201335.4134.0732.4033.5934.9336.0335.8735.3437.7738.3532.4522.13
20147.6510.4011.2115.089.283.386.539.2711.6312.227.8013.78-5.27
20150.401.33-0.084.300.851.873.463.263.642.133.85-2.921.46-0.51
201613.8414.8515.045.488.317.7011.7913.8914.199.3910.4412.3816.3512.012.10
201722.3021.3122.0522.9320.7117.5018.3422.8019.5619.8817.3519.1418.8018.2221.8225.42
2018-9.01-10.40-3.19-3.61-3.91-4.62-4.63-5.29-7.57-4.98-3.56-4.33-2.06-1.73-9.26-4.41-13.43
201923.6222.2425.5027.2025.8029.1326.1726.7828.8437.6225.8627.3229.1926.8428.7227.9731.4522.47
202031.6919.6030.2834.3430.7331.6334.6031.6428.829.198.6222.2016.1128.1715.7515.2731.8518.318.17
Averages:12.4210.6311.9612.6716.2314.8115.1617.7317.1112.2110.4315.3415.5117.7622.2415.27
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202111.1414.4516.6022.6113.5714.7210.9316.6718.0618.0415.8425.1620.3724.9924.2522.3724.0614.2018.7211.06

Case 25: Highest PNR, CS only

Years of Data
Year1234567891011121314151617SCI
20059.5110.454.9613.63
200618.2823.9915.3015.7926.32
20077.665.987.345.495.5511.43
2008-37.59-38.42-39.15-37.58-38.32-36.99-42.43
200933.8526.0529.7225.3924.5734.8526.6730.04
201021.0523.6727.3723.2719.8219.9829.0615.067.94
2011-3.90-2.43-0.44-3.30-1.45-1.67-3.15-3.382.11-11.81
201220.9716.2418.4015.4316.1518.6919.4021.8218.5716.0718.62
201336.2134.5335.4036.9037.6836.3334.1233.4033.7538.3532.4522.13
20149.9711.5610.1411.679.197.0110.9610.7011.2310.047.8013.78-5.27
20151.45-0.103.661.310.130.350.09-0.701.853.632.16-2.921.46-0.51
201615.9312.1311.837.546.9610.879.638.769.3611.6712.1611.7316.3512.012.10
201721.2920.5820.2920.8820.1518.6219.6421.3519.1720.4418.8118.4918.7918.2221.8225.42
2018-9.90-8.49-4.10-2.87-6.76-4.48-3.01-4.15-7.18-6.03-5.91-4.62-2.95-3.11-9.26-4.41-13.43
201922.9722.5423.6226.1625.5326.5126.7028.2328.9229.6626.0428.0728.9927.9329.5727.9731.4522.47
202041.7214.3734.4937.8033.2114.1113.8914.9915.3616.7113.7732.0129.6030.6029.9325.3431.8518.318.17
Averages:13.0910.8112.7612.5115.4313.3012.8314.9314.0612.3011.1717.1418.6118.4729.7525.34
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202114.8513.5718.0915.858.7210.5011.8516.3017.0916.9216.5617.1413.7817.1718.4618.4619.0514.2018.7211.06

Case 26: Highest Beats S Rate, All Funds

Years of Data
Year1234567891011121314151617SCI
200514.4010.454.9613.63
20069.4811.0015.3015.7926.32
20071.2312.066.995.495.5511.43
2008-19.95-39.65-40.84-50.39-38.32-36.99-42.43
200925.4318.3130.6725.4125.5234.8526.6730.04
20105.287.356.7811.7315.086.8929.0615.067.94
201112.4814.42-9.53-6.951.231.34-14.80-3.382.11-11.81
20126.7614.4813.714.185.1816.5619.7714.4118.5716.0718.62
20138.0015.1319.5123.6030.5631.8533.2133.7135.2538.3532.4522.13
2014-4.394.685.4310.502.048.417.342.476.312.317.8013.78-5.27
201512.268.318.388.276.09-2.877.8310.493.881.735.71-2.921.46-0.51
201612.4510.8611.938.606.067.952.8410.6310.6314.4311.238.0216.3512.012.10
201719.3121.4614.9023.2823.6121.3225.6127.0822.3325.3520.2720.5621.0618.2221.8225.42
2018-0.965.141.683.397.475.093.723.91-6.92-14.561.58-2.50-11.92-15.66-9.26-4.41-13.43
201923.1023.3923.7925.4123.6433.4736.3627.1127.6926.7334.8434.6329.9235.5629.2527.9731.4522.47
202024.8015.148.038.2318.2115.6212.5815.109.2212.4027.9443.3946.2738.7050.4540.4931.8518.318.17
Averages:9.359.477.247.3313.7213.2413.4516.1013.559.7716.9320.8221.3319.5339.8540.49
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202118.0219.248.296.739.6513.6220.2226.0817.4415.8117.5716.2516.3315.7120.708.3413.5614.2018.7211.06

Case 27: Highest Beats S Rate, CSI only

Years of Data
Year1234567891011121314151617SCI
200514.4010.454.9613.63
20069.4811.0015.3015.7926.32
20071.2312.066.995.495.5511.43
2008-19.95-39.65-40.84-50.39-38.32-36.99-42.43
200925.4318.3130.6725.4125.5234.8526.6730.04
20105.287.356.7811.7315.086.8929.0615.067.94
201112.4814.42-9.53-6.951.231.34-14.80-3.382.11-11.81
20126.7614.4813.714.185.1816.5619.7714.4118.5716.0718.62
20138.0015.1319.5123.6030.5631.8533.2133.7135.2538.3532.4522.13
2014-4.394.685.4310.502.048.417.342.476.312.317.8013.78-5.27
201512.268.318.388.276.09-2.877.8310.493.881.735.71-2.921.46-0.51
201612.4510.8611.938.606.067.952.8410.6310.6314.4311.238.0216.3512.012.10
201719.3121.4614.9023.2823.6121.3225.6127.0822.3325.3520.2720.5621.0618.2221.8225.42
2018-0.965.141.683.397.475.093.723.91-6.92-14.561.58-2.50-11.92-15.66-9.26-4.41-13.43
201923.1023.3923.7925.4123.6433.4736.3627.1127.6926.7334.8434.6329.9235.5629.2527.9731.4522.47
202024.8015.148.038.2318.2115.6212.5815.109.2212.4027.9443.3946.2738.7050.4540.4931.8518.318.17
Averages:9.359.477.247.3313.7213.2413.4516.1013.559.7716.9320.8221.3319.5339.8540.49
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202118.0219.248.296.739.6513.6220.2226.0817.4415.8117.5716.2516.3315.7120.708.3413.5614.2018.7211.06

Case 28: Highest "Beats C", CS only

Years of Data
Year1234567891011121314151617SCI
20059.5110.454.9613.63
200617.9224.5315.3015.7926.32
20077.667.046.145.495.5511.43
2008-38.32-37.81-35.91-36.44-38.32-36.99-42.43
200933.8524.0923.2225.6629.0734.8526.6730.04
201021.0521.6319.9320.2017.0918.4929.0615.067.94
2011-3.90-3.52-0.61-2.313.910.050.99-3.382.11-11.81
201220.4616.1420.4318.1015.2817.2617.6415.2018.5716.0718.62
201336.2135.1334.0437.7734.8634.6833.2232.7934.8538.3532.4522.13
20149.9714.099.7914.2112.938.199.897.609.2317.807.8013.78-5.27
20151.452.724.960.650.251.82-1.283.052.401.621.72-2.921.46-0.51
201615.9311.8710.7510.159.628.365.8110.338.6510.658.957.6316.3512.012.10
201721.2920.1923.6421.2623.2125.3425.5123.0825.0422.2823.8325.2821.8618.2221.8225.42
2018-9.90-8.57-4.15-4.41-3.83-3.77-2.95-3.01-2.06-5.28-2.23-3.27-2.47-3.18-9.26-4.41-13.43
201922.9725.3826.6325.6728.0526.4827.5829.7931.4933.2532.0430.1928.8429.0830.7627.9731.4522.47
202041.3324.3025.4427.5029.2926.2321.5620.3623.4326.2023.5225.9219.8224.2518.8019.5531.8518.318.17
Averages:12.9711.8111.7412.1516.6414.8313.8015.4716.6315.2214.6417.1517.0116.7224.7819.55
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202114.8518.3417.1217.9218.0714.6721.3420.4211.9817.4420.0620.0416.5716.0616.6023.5220.1614.2018.7211.06

Case 29: Highest "Beats S", CS only

Years of Data
Year1234567891011121314151617SCI
200510.4410.454.9613.63
200620.5220.0315.3015.7926.32
20077.669.959.215.495.5511.43
2008-38.32-37.24-36.78-38.13-38.32-36.99-42.43
200933.7326.2028.1527.7019.3234.8526.6730.04
201021.0524.7425.2327.3021.3023.0629.0615.067.94
2011-3.90-3.43-0.79-2.311.60-1.371.00-3.382.11-11.81
201220.4616.3021.2718.4422.6120.3923.6821.2118.5716.0718.62
201336.9136.1137.0234.6737.2836.6635.6637.7037.2938.3532.4522.13
20148.509.167.177.628.787.529.019.6811.122.317.8013.78-5.27
20151.840.08-0.341.62-0.480.610.330.51-0.451.87-0.68-2.921.46-0.51
201618.2314.8515.5510.3112.999.2110.5410.0711.0212.668.1510.8216.3512.012.10
201721.2918.8018.0622.5320.5919.5319.8220.5616.8321.3819.5317.5117.0118.2221.8225.42
2018-9.34-8.58-4.60-6.74-6.95-8.81-8.67-8.95-10.08-9.81-9.37-8.28-8.61-9.32-9.26-4.41-13.43
201923.2421.9421.6521.7926.3333.9428.8129.4429.3329.1431.7633.1631.0430.9630.5427.9731.4522.47
202041.9213.9633.9943.5636.5621.5927.9938.3335.8640.1442.8642.2344.6840.1138.3638.2731.8518.318.17
Averages:13.3910.8612.4812.9516.6614.7614.8217.6216.3613.9615.3719.0921.0320.5834.4538.27
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202114.8516.8122.8018.0616.5312.1012.9016.8816.4118.9220.6819.8019.5218.3216.5716.6213.5114.2018.7211.06

Case 30: Highest Mean, 10% Max SD, No I fund

Years of Data
Year1234567891011121314151617SCI
200510.6610.454.9613.63
20065.615.8315.3015.7926.32
20070.76-2.22-1.775.495.5511.43
2008-25.00-14.01-27.90-42.47-38.32-36.99-42.43
200932.0219.3636.5216.2646.3934.8526.6730.04
20104.37-11.98-7.8813.884.734.4329.0615.067.94
201117.39-8.93-18.55-21.35-19.25-11.77-5.99-3.382.11-11.81
201216.086.3513.868.2611.9014.134.8813.6318.5716.0718.62
201315.8023.8129.9419.6016.7112.4411.5714.617.1438.3532.4522.13
20145.704.6517.2910.329.588.52-2.90-0.827.0613.537.8013.78-5.27
20154.92-0.96-1.89-0.285.608.29-4.862.02-4.698.163.60-2.921.46-0.51
20165.4316.2211.562.81-1.59-7.962.6710.494.680.054.29-2.8916.3512.012.10
201712.2818.3717.2015.9123.6422.7125.8023.8520.2023.4123.9622.0722.5618.2221.8225.42
2018-10.22-3.3010.453.566.93-4.08-14.91-12.55-10.28-3.75-1.51-1.750.273.45-9.26-4.41-13.43
201911.7812.632.4514.9613.8220.2821.7735.9136.7331.3423.7727.8328.7728.4228.1027.9731.4522.47
202049.3441.6718.5512.442.634.032.34-1.176.335.0633.4811.7218.7716.929.2510.8131.8518.318.17
Averages:9.817.177.134.1510.096.464.049.558.4011.1114.6011.3917.5916.2718.6710.81
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202118.2226.1210.0612.353.2122.5810.2118.6028.2326.0325.5828.6615.1612.7915.5816.5016.1014.2018.7211.06

Case 31: Highest "Beats C", No I Fund

Years of Data
Year1234567891011121314151617SCI
200514.0410.454.9613.63
20063.7210.5415.3015.7926.32
2007-0.76-0.562.765.495.5511.43
2008-27.23-26.12-37.55-43.86-38.32-36.99-42.43
200923.6818.8640.7918.9317.3534.8526.6730.04
20105.725.997.7614.5727.7229.2329.0615.067.94
201111.56-8.91-11.69-11.825.9911.828.92-3.382.11-11.81
20128.2012.175.2021.5512.0212.6510.6811.6818.5716.0718.62
201312.2319.8014.9725.2726.3235.9131.5325.6923.9838.3532.4522.13
20146.0314.0019.078.507.7112.055.4415.7412.6420.387.8013.78-5.27
201510.861.054.575.740.962.562.932.911.434.304.42-2.921.46-0.51
201615.2220.106.199.444.0611.6310.9912.348.458.7718.819.8716.3512.012.10
201714.2724.4815.4122.8720.4420.2429.3120.3622.8223.7726.9323.0625.2818.2221.8225.42
20185.304.388.456.994.318.46-0.28-0.35-8.870.460.02-1.210.74-2.34-9.26-4.41-13.43
201923.7520.4426.5132.1437.9435.1638.4033.1137.3737.0632.6835.8037.4434.3137.5527.9731.4522.47
202023.719.0810.8621.6817.9412.3812.6020.0011.0911.8322.0117.3616.0721.6120.3921.9831.8518.318.17
Averages:9.398.358.0910.1515.2317.4615.0515.7213.6115.2217.4816.9819.8817.8628.9721.98
Averages C:11.0111.4111.1011.5215.5714.5614.5115.8815.8613.4913.4415.8416.7915.1224.8818.31
Averages S:12.5212.6612.4713.0117.2915.6914.3516.3216.0412.8613.7017.0317.1916.8529.9131.85
Averages I:7.186.755.354.888.826.906.798.867.645.577.378.9510.665.7415.328.17
202118.0225.2512.0325.2613.5715.5318.2024.8317.1521.0225.4425.4420.6119.2824.4820.6121.0014.2018.7211.06