| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | Dual Momentum GEM |
| Model | Dual Momentum |
| Period | 2000-01-01 — 2026-01-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,146,716.30 |
| CAGR % | 9.84% |
| Max % Drawdown | (33.73%) |
| Standard Deviation | 3.44% |
| Annualized Sharpe | 0.60 |
| Win Rate % | 61.1% |
| Longest Drawdown | 36.7 months |
| Avg Trades Per Year | 1.38 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | Dual Momentum GEM |
| Model | Dual Momentum |
| Period | 1973-01-01 — 2026-01-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $151,031,813.30 |
| CAGR % | 14.81% |
| Max % Drawdown | (33.79%) |
| Standard Deviation | 3.82% |
| Annualized Sharpe | 0.89 |
| Win Rate % | 73.6% |
| Longest Drawdown | 36.7 months |
| Avg Trades Per Year | 1.36 |
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