Click on below link to donwload an Excel sheet with the status of the various rebound portfolios formed in the last big troughs (March and July).

Rebound Performance Spreadsheet

These portfolios are comprehensively outperformaing the JSE ALSH index, and for their returns and supposed "volatility" are enjoying surprising Sharpe ratios of 1.8 and 2.0.

Remember, these shares are recovering after being significantly beaten down since the May 2008 peak and have a lot of "go" left in them still, but you are advised to wait for a pullback (we are expecting one in September sometime) to climb into them if you have not already formed a portfolio.