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Dual Momentum



Updated 7 hours ago
Portfolio Dual Momentum GEM
Model Dual Momentum
Period 2000-01-01 — 2025-08-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $992,425.97
CAGR % 9.39%
Max % Drawdown (33.73%)
Standard Deviation 3.46%
Annualized Sharpe 0.56
Win Rate % 57.6%
Longest Drawdown 36.7 months
Avg Trades Per Year 1.29
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Updated 7 hours ago
Portfolio Dual Momentum GEM
Model Dual Momentum
Period 1973-01-01 — 2025-08-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $130,642,272.23
CAGR % 14.62%
Max % Drawdown (33.79%)
Standard Deviation 3.84%
Annualized Sharpe 0.87
Win Rate % 72.5%
Longest Drawdown 36.7 months
Avg Trades Per Year 1.31
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