A must read article at Priceonomics:
In 2010, a Russian circus monkey named Lusha picked an investment portfolio that “outperformed 94% of the country’s investment funds” to great acclaim. Given 30 blocks, each representing a different company, and asked “Where would you like to invest your money this year?”, the chimp picked out 8 blocks. An editor from a Russian finance magazine commented that Lusha “bought successfully and her portfolio grew almost three times.” He suggested that “financial whizz-kids” be “sent to the circus” instead of rewarded with large bonuses.
Can your portfolio beat a blind-folded monkey, when adjusted by risk?
Source: How Well Do Blindfolded Monkeys Play the Stock Market?