| Updated | 3 days ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $618,555.45 |
| CAGR % | 8.44% |
| Max % Drawdown | (44.61%) |
| Standard Deviation | 4.70% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 0.0% |
| Longest Drawdown | 106.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $137,815.48 |
| CAGR % | 1.44% |
| Max % Drawdown | (88.50%) |
| Standard Deviation | 6.77% |
| Annualized Sharpe | 0.06 |
| Win Rate % | 0.0% |
| Longest Drawdown | 167.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $321,765.71 |
| CAGR % | 2.79% |
| Max % Drawdown | (69.43%) |
| Standard Deviation | 4.87% |
| Annualized Sharpe | 0.07 |
| Win Rate % | 0.0% |
| Longest Drawdown | 335.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,748,416.64 |
| CAGR % | 6.92% |
| Max % Drawdown | (70.25%) |
| Standard Deviation | 5.71% |
| Annualized Sharpe | 0.29 |
| Win Rate % | 0.0% |
| Longest Drawdown | 335.4 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,923,485.66 |
| CAGR % | 6.16% |
| Max % Drawdown | (88.53%) |
| Standard Deviation | 6.04% |
| Annualized Sharpe | 0.25 |
| Win Rate % | 0.0% |
| Longest Drawdown | 167.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days 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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