| Updated | 3 days ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $369,217.60 |
| CAGR % | 5.98% |
| Max % Drawdown | (61.39%) |
| Standard Deviation | 6.06% |
| Annualized Sharpe | 0.24 |
| Win Rate % | 0.0% |
| Longest Drawdown | 115.4 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $201,336.04 |
| CAGR % | 3.16% |
| Max % Drawdown | (60.11%) |
| Standard Deviation | 4.79% |
| Annualized Sharpe | 0.09 |
| Win Rate % | 0.0% |
| Longest Drawdown | 75.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,202,953.53 |
| CAGR % | 8.50% |
| Max % Drawdown | (60.14%) |
| Standard Deviation | 4.91% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 0.0% |
| Longest Drawdown | 75.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $12,157,903.12 |
| CAGR % | 10.18% |
| Max % Drawdown | (61.44%) |
| Standard Deviation | 6.11% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 0.0% |
| Longest Drawdown | 115.4 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,181,724.39 |
| CAGR % | 8.30% |
| Max % Drawdown | (60.15%) |
| Standard Deviation | 4.90% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 0.0% |
| Longest Drawdown | 75.7 months |
| Avg Trades Per Year | 0.00 |
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