Updated | 2 days, 16 hours ago |
---|---|
Portfolio | ^NAR-COMP Instrument |
Model | Buy and Hold |
Period | 2000-01-01 — 2023-03-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $856,300.15 |
CAGR % | 9.70% |
Max % Drawdown | (68.13%) |
Standard Deviation | 5.77% |
Annualized Sharpe | 0.42 |
Win Rate % | 0.0% |
Longest Drawdown | 71.1 months |
Avg Trades Per Year | 0.00 |
Updated | 2 days, 16 hours ago |
---|---|
Portfolio | ^US-REIT Instrument |
Model | Buy and Hold |
Period | 2000-01-01 — 2023-03-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $769,265.78 |
CAGR % | 9.19% |
Max % Drawdown | (74.94%) |
Standard Deviation | 6.22% |
Annualized Sharpe | 0.38 |
Win Rate % | 0.0% |
Longest Drawdown | 73.8 months |
Avg Trades Per Year | 0.00 |
Updated | 2 days, 16 hours ago |
---|---|
Portfolio | ^NAR-COMP Instrument |
Model | Buy and Hold |
Period | 1973-01-01 — 2023-03-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $7,933,556.55 |
CAGR % | 9.10% |
Max % Drawdown | (68.17%) |
Standard Deviation | 5.16% |
Annualized Sharpe | 0.41 |
Win Rate % | 0.0% |
Longest Drawdown | 71.1 months |
Avg Trades Per Year | 0.00 |
Updated | 2 days, 16 hours ago |
---|---|
Portfolio | ^US-REIT Instrument |
Model | Buy and Hold |
Period | 1973-01-01 — 2023-03-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $10,967,262.47 |
CAGR % | 9.81% |
Max % Drawdown | (75.14%) |
Standard Deviation | 5.58% |
Annualized Sharpe | 0.43 |
Win Rate % | 0.0% |
Longest Drawdown | 73.8 months |
Avg Trades Per Year | 0.00 |