EdgeWare FastBreak Standard Version 6.5 - Manual (Page 69)

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then selecting the sort command. The effect is to put the cases in order of decreasing re-
sults. Do this for both summary files.
Now, re-chart the data, but only for the best 30 test cases, and the following chart will be
created:
Annual Gain
(best 30 cases)
25
27
29
31
33
35
37
39
41
43
45
0 5 10 15 20 25 30
Test Case, best-worst
A
n
n
u
a
l
G
a
in
,
%
1 fund 2 funds
Now it becomes clear that holding one fund usually has better performance than holding
two funds, on the order of 2-3% per year.
Other parameters in the summary file can be charted in a similar manner. For example,
chart the maximum draw down for these two FastBreak runs and put polynomial curve
fits through the data:
Maximum Drawdown
10
15
20
25
30
35
0 10 20 30 40 50
Test Case, best-worst
M
a
x
im
u
m
D
ra
w
d
o
w
n
,
%
2 funds 1 fund