40 months

I have been trading since around 2005.  It takes a long time to learn trading especially when one is not in an institutional setting. On one's own it can take a few years to lose money a few more to break even and a few more to limp along.  That was absolutely me.  By my calculation the process took about seven years.  While my current systematic-alt-risk strategy is now 62 months old with a continuous coherent time series to match, 40 months ago would have been about my "seven year mark." So, while a look-back of 12 years is impossible, 5 years still includes the last couple years of the "training" phase, and one or two years don't really say much...40 months should be about right to evaluate what I can consider a mature phase of trading.  I may not have world class hedge fund results but on the other hand they don't look too bad over those 40 months. It takes some time and attention to do this kind of thing so we'll see if it is sustainable.

> Return.annualized(z, scale = 12, geometric = T)[1]
[1] 0.0735794
> StdDev.annualized(z, scale = 12)[1]
[1] 0.03936469
> SharpeRatio.annualized(z,Rf=Rf_m)[1]
[1] 1.336638
> SortinoRatio(z,MAR=0)[1]
[1] 1.235226
> Omega(z,L=0)[1]
[1] 3.940805
>