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@Maguel – thank you for taking the time to answer my question(s). That should do it, thanks so much!

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Is any possibility of getting a link to the study? Thanks!

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Miguel and Mykola,

Thanks for the nice writeup. After checking out the spreadsheet that was provided I have a question about the correlation calculation.

Since my version of the spreadsheet does not display the formulas (only the results) of the “Correlations” tab I was unable to see how the comparison was made for ETFs that had differing start points. For example: SIL only goes back to 2010, but GLD goes back to 2006. Mean returns will vary – it seems – if:
1) the empty rows in SIL are included back to GLD’s start point,
2) GLD is averaged back to 2006, but SIL is averaged back to 2010
3) GLD is only averaged as far back as there is data for SIL.

Could you please comment more on how these differences should be handled?

Many thanks!

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Zee – thank you very much!

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