| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Dual Momentum GEM |
| Model | Dual Momentum |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,159,285.42 |
| CAGR % | 9.81% |
| Max % Drawdown | (33.73%) |
| Standard Deviation | 3.49% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 61.1% |
| Longest Drawdown | 36.7 months |
| Avg Trades Per Year | 1.37 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Dual Momentum GEM |
| Model | Dual Momentum |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $152,687,956.42 |
| CAGR % | 14.78% |
| Max % Drawdown | (33.79%) |
| Standard Deviation | 3.84% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 73.6% |
| Longest Drawdown | 36.7 months |
| Avg Trades Per Year | 1.35 |
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