| Updated | 6 days ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $338,898.01 |
| CAGR % | 6.63% |
| Max % Drawdown | (61.39%) |
| Standard Deviation | 6.21% |
| Annualized Sharpe | 0.27 |
| Win Rate % | 0.0% |
| Longest Drawdown | 115.4 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $175,855.67 |
| CAGR % | 3.01% |
| Max % Drawdown | (60.11%) |
| Standard Deviation | 4.75% |
| Annualized Sharpe | 0.08 |
| Win Rate % | 0.0% |
| Longest Drawdown | 75.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,797,391.01 |
| CAGR % | 8.91% |
| Max % Drawdown | (60.14%) |
| Standard Deviation | 4.91% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 0.0% |
| Longest Drawdown | 75.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,158,762.13 |
| CAGR % | 10.79% |
| Max % Drawdown | (61.44%) |
| Standard Deviation | 6.17% |
| Annualized Sharpe | 0.45 |
| Win Rate % | 0.0% |
| Longest Drawdown | 115.4 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,525,604.91 |
| CAGR % | 8.64% |
| Max % Drawdown | (60.15%) |
| Standard Deviation | 4.90% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 0.0% |
| Longest Drawdown | 75.7 months |
| Avg Trades Per Year | 0.00 |
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