P Relative Strength Trend Following Six Assets is the reference benchmark we are tracking. This portfolio has the longest back testing history: from 1991. Here is how it performed up to date: Portfolio Performance Comparison (as of 1/11/2012) Ticker/Portfolio Name 1 WeekReturn* YTDReturn** 1Yr AR 1Yr Sharpe 3Yr AR 3Yr Sharpe 5Yr AR 5Yr Sharpe 10Yr [...]