Updated | 17 hours ago |
---|---|
Portfolio | Dual Momentum GEM |
Model | Dual Momentum |
Period | 2000-01-01 — 2025-08-22 |
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Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,029,352.94 |
CAGR % | 9.52% |
Max % Drawdown | (33.73%) |
Standard Deviation | 3.46% |
Annualized Sharpe | 0.57 |
Win Rate % | 57.6% |
Longest Drawdown | 36.7 months |
Avg Trades Per Year | 1.29 |
Updated | 17 hours ago |
---|---|
Portfolio | Dual Momentum GEM |
Model | Dual Momentum |
Period | 1973-01-01 — 2025-08-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $135,563,010.20 |
CAGR % | 14.68% |
Max % Drawdown | (33.79%) |
Standard Deviation | 3.84% |
Annualized Sharpe | 0.88 |
Win Rate % | 72.5% |
Longest Drawdown | 36.7 months |
Avg Trades Per Year | 1.31 |