I had slated a back-test on I, S, R with no C, but not surprisingly, when you think about it, you don't have R without C. So removing the C's removed everything, so it was a null group.
This test groups companies with I, C and R but no S.
Large cap is defined as greater than $5B.
The highest score is 8.
One Year ReturnTwo Year Return Three Year Return Four Year Return Five Year Return Six Year Return Year Two Return Year Three Return Year Four Return Year Five Return Year Six Return