| Updated | 1 day ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $359,573.98 |
| CAGR % | 6.89% |
| Max % Drawdown | (61.39%) |
| Standard Deviation | 6.21% |
| Annualized Sharpe | 0.28 |
| Win Rate % | 0.0% |
| Longest Drawdown | 115.4 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $186,459.59 |
| CAGR % | 3.30% |
| Max % Drawdown | (60.11%) |
| Standard Deviation | 4.74% |
| Annualized Sharpe | 0.10 |
| Win Rate % | 0.0% |
| Longest Drawdown | 75.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,966,170.07 |
| CAGR % | 9.03% |
| Max % Drawdown | (60.14%) |
| Standard Deviation | 4.90% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 0.0% |
| Longest Drawdown | 75.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,840,110.88 |
| CAGR % | 10.88% |
| Max % Drawdown | (61.44%) |
| Standard Deviation | 6.17% |
| Annualized Sharpe | 0.46 |
| Win Rate % | 0.0% |
| Longest Drawdown | 115.4 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,798,655.85 |
| CAGR % | 8.74% |
| Max % Drawdown | (60.15%) |
| Standard Deviation | 4.89% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 0.0% |
| Longest Drawdown | 75.7 months |
| Avg Trades Per Year | 0.00 |
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