Updated | 3 days ago |
---|---|
Portfolio | ^NAR-COMP Instrument |
Model | Buy and Hold |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $959,641.43 |
CAGR % | 10.58% |
Max % Drawdown | (68.13%) |
Standard Deviation | 5.67% |
Annualized Sharpe | 0.46 |
Win Rate % | 0.0% |
Longest Drawdown | 71.1 months |
Avg Trades Per Year | 0.00 |
Updated | 3 days ago |
---|---|
Portfolio | ^US-REIT Instrument |
Model | Buy and Hold |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $849,461.69 |
CAGR % | 9.98% |
Max % Drawdown | (74.94%) |
Standard Deviation | 6.15% |
Annualized Sharpe | 0.42 |
Win Rate % | 0.0% |
Longest Drawdown | 73.8 months |
Avg Trades Per Year | 0.00 |
Updated | 3 days ago |
---|---|
Portfolio | ^NAR-COMP Instrument |
Model | Buy and Hold |
Period | 1973-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $8,891,327.78 |
CAGR % | 9.49% |
Max % Drawdown | (68.17%) |
Standard Deviation | 5.10% |
Annualized Sharpe | 0.44 |
Win Rate % | 0.0% |
Longest Drawdown | 71.1 months |
Avg Trades Per Year | 0.00 |
Updated | 3 days ago |
---|---|
Portfolio | ^US-REIT Instrument |
Model | Buy and Hold |
Period | 1973-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $12,113,021.16 |
CAGR % | 10.18% |
Max % Drawdown | (75.14%) |
Standard Deviation | 5.54% |
Annualized Sharpe | 0.45 |
Win Rate % | 0.0% |
Longest Drawdown | 73.8 months |
Avg Trades Per Year | 0.00 |