| Updated | 5 days, 1 hour ago |
|---|---|
| Portfolio | Dual Momentum GEM |
| Model | Dual Momentum |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $808,668.64 |
| CAGR % | 8.99% |
| Max % Drawdown | (33.73%) |
| Standard Deviation | 3.48% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 54.8% |
| Longest Drawdown | 36.7 months |
| Avg Trades Per Year | 1.28 |
| Updated | 5 days, 1 hour ago |
|---|---|
| Portfolio | Dual Momentum GEM |
| Model | Dual Momentum |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $106,350,941.79 |
| CAGR % | 14.55% |
| Max % Drawdown | (33.79%) |
| Standard Deviation | 3.86% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 71.6% |
| Longest Drawdown | 36.7 months |
| Avg Trades Per Year | 1.31 |
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