| Updated | 6 days ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $652,837.22 |
| CAGR % | 10.37% |
| Max % Drawdown | (68.13%) |
| Standard Deviation | 5.69% |
| Annualized Sharpe | 0.45 |
| Win Rate % | 0.0% |
| Longest Drawdown | 71.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $690,434.06 |
| CAGR % | 10.69% |
| Max % Drawdown | (74.94%) |
| Standard Deviation | 6.17% |
| Annualized Sharpe | 0.45 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,047,853.71 |
| CAGR % | 9.32% |
| Max % Drawdown | (68.17%) |
| Standard Deviation | 5.07% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 0.0% |
| Longest Drawdown | 71.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,842,170.02 |
| CAGR % | 10.48% |
| Max % Drawdown | (75.14%) |
| Standard Deviation | 5.50% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.8 months |
| Avg Trades Per Year | 0.00 |
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