| Updated | 12 hours ago |
|---|---|
| Portfolio | Dual Momentum GEM |
| Model | Dual Momentum |
| Period | 2000-01-01 — 2025-10-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,077,326.24 |
| CAGR % | 9.67% |
| Max % Drawdown | (33.73%) |
| Standard Deviation | 3.45% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 60.0% |
| Longest Drawdown | 36.7 months |
| Avg Trades Per Year | 1.36 |
| Updated | 12 hours ago |
|---|---|
| Portfolio | Dual Momentum GEM |
| Model | Dual Momentum |
| Period | 1973-01-01 — 2025-10-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $141,873,125.95 |
| CAGR % | 14.75% |
| Max % Drawdown | (33.79%) |
| Standard Deviation | 3.83% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 73.2% |
| Longest Drawdown | 36.7 months |
| Avg Trades Per Year | 1.35 |
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