This reminds me of a study I did on CEOs who came to speak to my university. I found that investing in a company if their CEO was visiting college campuses averaged an annual return of ~20%. The logic was that CEOs of poor performing companies didn't have time to visit schools.
For a disclaimer, the portfolio was also more volatile than most benchmark indexes, so looking at the Sharpe ratio in both instances (mine and OP's) is important.
For a disclaimer, the portfolio was also more volatile than most benchmark indexes, so looking at the Sharpe ratio in both instances (mine and OP's) is important.