| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | Dual Momentum GEM |
| Model | Dual Momentum |
| Period | 2000-01-01 — 2026-01-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,203,905.65 |
| CAGR % | 10.01% |
| Max % Drawdown | (33.73%) |
| Standard Deviation | 3.45% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 61.1% |
| Longest Drawdown | 36.7 months |
| Avg Trades Per Year | 1.38 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | Dual Momentum GEM |
| Model | Dual Momentum |
| Period | 1973-01-01 — 2026-01-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $158,570,591.45 |
| CAGR % | 14.89% |
| Max % Drawdown | (33.79%) |
| Standard Deviation | 3.83% |
| Annualized Sharpe | 0.90 |
| Win Rate % | 73.6% |
| Longest Drawdown | 36.7 months |
| Avg Trades Per Year | 1.36 |
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