| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $547,436.02 |
| CAGR % | 7.24% |
| Max % Drawdown | (54.82%) |
| Standard Deviation | 4.41% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $811,865.26 |
| CAGR % | 8.99% |
| Max % Drawdown | (54.70%) |
| Standard Deviation | 5.15% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 0.0% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $865,101.48 |
| CAGR % | 9.27% |
| Max % Drawdown | (69.65%) |
| Standard Deviation | 6.34% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,269,541.66 |
| CAGR % | 13.69% |
| Max % Drawdown | (59.46%) |
| Standard Deviation | 6.23% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 0.0% |
| Longest Drawdown | 40.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,923,316.15 |
| CAGR % | 12.92% |
| Max % Drawdown | (69.84%) |
| Standard Deviation | 6.37% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 0.0% |
| Longest Drawdown | 61.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,699,355.30 |
| CAGR % | 11.91% |
| Max % Drawdown | (55.25%) |
| Standard Deviation | 4.40% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $18,223,625.27 |
| CAGR % | 10.67% |
| Max % Drawdown | (55.25%) |
| Standard Deviation | 4.47% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $88,459,971.61 |
| CAGR % | 14.13% |
| Max % Drawdown | (54.72%) |
| Standard Deviation | 5.33% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 0.0% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $64,344,003.13 |
| CAGR % | 13.42% |
| Max % Drawdown | (69.65%) |
| Standard Deviation | 5.54% |
| Annualized Sharpe | 0.60 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $688,431,402.23 |
| CAGR % | 18.78% |
| Max % Drawdown | (59.56%) |
| Standard Deviation | 6.16% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 0.0% |
| Longest Drawdown | 40.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $401,613,870.73 |
| CAGR % | 17.54% |
| Max % Drawdown | (69.91%) |
| Standard Deviation | 6.10% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 0.0% |
| Longest Drawdown | 61.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,169,512.70 |
| CAGR % | 10.80% |
| Max % Drawdown | (44.89%) |
| Standard Deviation | 3.90% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 0.0% |
| Longest Drawdown | 41.9 months |
| Avg Trades Per Year | 0.00 |
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