| Updated | 4 days, 3 hours ago |
|---|---|
| Portfolio | Dual Momentum GEM |
| Model | Dual Momentum |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $961,593.54 |
| CAGR % | 9.53% |
| Max % Drawdown | (33.73%) |
| Standard Deviation | 3.45% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 54.8% |
| Longest Drawdown | 36.7 months |
| Avg Trades Per Year | 1.25 |
| Updated | 4 days, 3 hours ago |
|---|---|
| Portfolio | Dual Momentum GEM |
| Model | Dual Momentum |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $126,665,870.40 |
| CAGR % | 14.77% |
| Max % Drawdown | (33.79%) |
| Standard Deviation | 3.84% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 71.6% |
| Longest Drawdown | 36.7 months |
| Avg Trades Per Year | 1.29 |
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