| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | Dual Momentum GEM |
| Model | Dual Momentum |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $947,913.10 |
| CAGR % | 9.28% |
| Max % Drawdown | (33.73%) |
| Standard Deviation | 3.46% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 56.2% |
| Longest Drawdown | 36.7 months |
| Avg Trades Per Year | 1.26 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | Dual Momentum GEM |
| Model | Dual Momentum |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $124,795,154.83 |
| CAGR % | 14.59% |
| Max % Drawdown | (33.79%) |
| Standard Deviation | 3.84% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 72.1% |
| Longest Drawdown | 36.7 months |
| Avg Trades Per Year | 1.30 |
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