| Updated | 4 days, 18 hours ago |
|---|---|
| Portfolio | Dual Momentum GEM |
| Model | Dual Momentum |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $834,704.11 |
| CAGR % | 9.11% |
| Max % Drawdown | (33.73%) |
| Standard Deviation | 3.47% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 54.8% |
| Longest Drawdown | 36.7 months |
| Avg Trades Per Year | 1.27 |
| Updated | 4 days, 18 hours ago |
|---|---|
| Portfolio | Dual Momentum GEM |
| Model | Dual Momentum |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $109,812,800.34 |
| CAGR % | 14.61% |
| Max % Drawdown | (33.79%) |
| Standard Deviation | 3.85% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 71.6% |
| Longest Drawdown | 36.7 months |
| Avg Trades Per Year | 1.31 |
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