On these constraints, what if you bought a basket of stocks with the highest 5 year performance, conditional on never losing more than 5%? How much of your retu

On these constraints, what if you bought a basket of stocks with the highest 5 year performance, conditional on never losing more than 5%? How much of your return would be given up by needing to avoid those "risks"? If you're going to evaluate god on something, seems only fair to allow them to optimize for it.