| Updated | 1 day ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $451,316.54 |
| CAGR % | 8.16% |
| Max % Drawdown | (44.61%) |
| Standard Deviation | 4.78% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 0.0% |
| Longest Drawdown | 90.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $91,326.88 |
| CAGR % | (0.47%) |
| Max % Drawdown | (82.89%) |
| Standard Deviation | 6.47% |
| Annualized Sharpe | (0.04) |
| Win Rate % | 0.0% |
| Longest Drawdown | 128.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $235,205.15 |
| CAGR % | 2.20% |
| Max % Drawdown | (69.43%) |
| Standard Deviation | 4.92% |
| Annualized Sharpe | 0.04 |
| Win Rate % | 0.0% |
| Longest Drawdown | 335.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,005,091.65 |
| CAGR % | 6.70% |
| Max % Drawdown | (70.25%) |
| Standard Deviation | 5.80% |
| Annualized Sharpe | 0.27 |
| Win Rate % | 0.0% |
| Longest Drawdown | 335.4 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,273,936.61 |
| CAGR % | 5.66% |
| Max % Drawdown | (82.92%) |
| Standard Deviation | 5.85% |
| Annualized Sharpe | 0.23 |
| Win Rate % | 0.0% |
| Longest Drawdown | 128.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Buy and Hold |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,905,731.02 |
| CAGR % | 10.33% |
| Max % Drawdown | (47.72%) |
| Standard Deviation | 4.51% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 0.0% |
| Longest Drawdown | 42.7 months |
| Avg Trades Per Year | 0.00 |
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