I realize I may be asking for something that is too complex with this suggestion, but I am venturing it anyway because the Portfolio 123 staff might see a better/easier/simpler way to provide the same benefit.

To test the "robustness" (consistency) of a ranking system, I like to see how it does in different market contexts. With the current history starting in March 2001, there are 3 distinct market environments: bearish decline (March 2001 - Feb 2003), raging bull charge (March 2003 - Feb 2004), and a stead bull with minor pull backs (March 2003-present).

It would be great (a time saver) if P123's ranking test reports could report the "annualized" stats for each of these periods - or better yet, for user defined periods.

Perhaps this would something better suited to an Excel-add-on like what we currently have for simulation testing. Whether it is a built-in part of P123 or an add-on, it would be a very useful feature.
Results: Total score: 15 , # of Votes: 4 , Average: 3.8
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Requested by: o806
On date: 10/08/07
Category: Ranking