| Updated | 6 days ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $443,627.32 |
| CAGR % | 8.15% |
| Max % Drawdown | (44.61%) |
| Standard Deviation | 4.80% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 0.0% |
| Longest Drawdown | 88.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $85,466.44 |
| CAGR % | (0.82%) |
| Max % Drawdown | (82.89%) |
| Standard Deviation | 6.49% |
| Annualized Sharpe | (0.05) |
| Win Rate % | 0.0% |
| Longest Drawdown | 126.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $231,220.43 |
| CAGR % | 2.17% |
| Max % Drawdown | (69.43%) |
| Standard Deviation | 4.93% |
| Annualized Sharpe | 0.04 |
| Win Rate % | 0.0% |
| Longest Drawdown | 335.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,970,918.09 |
| CAGR % | 6.69% |
| Max % Drawdown | (70.25%) |
| Standard Deviation | 5.81% |
| Annualized Sharpe | 0.27 |
| Win Rate % | 0.0% |
| Longest Drawdown | 335.4 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,192,053.24 |
| CAGR % | 5.53% |
| Max % Drawdown | (82.92%) |
| Standard Deviation | 5.86% |
| Annualized Sharpe | 0.22 |
| Win Rate % | 0.0% |
| Longest Drawdown | 126.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 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 |
© Copyright 2013 - 2019
Extrategic Investing, LLC.
All rights reserved.
