Something went wrong.
Please reload...

Buy and Hold



Updated 56 minutes ago
Portfolio ^SP-500 Instrument
Model Buy and Hold
Period 2000-01-01 — 2023-12-08
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $489,064.28
CAGR % 6.86%
Max % Drawdown (54.82%)
Standard Deviation 4.42%
Annualized Sharpe 0.32
Win Rate % 0.0%
Longest Drawdown 73.5 months
Avg Trades Per Year 0.00
Loading...

Updated 51 minutes ago
Portfolio ^FFR-LRG-MOM Instrument
Model Buy and Hold
Period 2000-01-01 — 2023-12-08
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $656,486.97
CAGR % 8.18%
Max % Drawdown (54.70%)
Standard Deviation 5.10%
Annualized Sharpe 0.37
Win Rate % 0.0%
Longest Drawdown 46.3 months
Avg Trades Per Year 0.00
Loading...

Updated 56 minutes ago
Portfolio ^FFR-LRG-VAL Instrument
Model Buy and Hold
Period 2000-01-01 — 2023-12-08
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $786,957.11
CAGR % 9.00%
Max % Drawdown (69.65%)
Standard Deviation 6.33%
Annualized Sharpe 0.37
Win Rate % 0.0%
Longest Drawdown 63.2 months
Avg Trades Per Year 0.00
Loading...

Updated 56 minutes ago
Portfolio ^FFR-SML-MOM Instrument
Model Buy and Hold
Period 2000-01-01 — 2023-12-08
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,895,190.74
CAGR % 13.08%
Max % Drawdown (59.46%)
Standard Deviation 6.22%
Annualized Sharpe 0.54
Win Rate % 0.0%
Longest Drawdown 40.2 months
Avg Trades Per Year 0.00
Loading...

Updated 54 minutes ago
Portfolio ^FFR-SML-VAL Instrument
Model Buy and Hold
Period 2000-01-01 — 2023-12-08
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,839,904.20
CAGR % 12.94%
Max % Drawdown (69.84%)
Standard Deviation 6.36%
Annualized Sharpe 0.53
Win Rate % 0.0%
Longest Drawdown 61.9 months
Avg Trades Per Year 0.00
Loading...

Updated 55 minutes ago
Portfolio ^SP-500 Instrument
Model Buy and Hold
Period 1980-01-01 — 2023-12-08
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $13,129,274.62
CAGR % 11.74%
Max % Drawdown (55.25%)
Standard Deviation 4.41%
Annualized Sharpe 0.61
Win Rate % 0.0%
Longest Drawdown 73.5 months
Avg Trades Per Year 0.00
Loading...

Updated 52 minutes ago
Portfolio ^SP-500 Instrument
Model Buy and Hold
Period 1973-01-01 — 2023-12-08
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $16,277,106.43
CAGR % 10.51%
Max % Drawdown (55.25%)
Standard Deviation 4.47%
Annualized Sharpe 0.53
Win Rate % 0.0%
Longest Drawdown 73.5 months
Avg Trades Per Year 0.00
Loading...

Updated 50 minutes ago
Portfolio ^FFR-LRG-MOM Instrument
Model Buy and Hold
Period 1973-01-01 — 2023-12-08
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $71,528,646.62
CAGR % 13.77%
Max % Drawdown (54.72%)
Standard Deviation 5.32%
Annualized Sharpe 0.64
Win Rate % 0.0%
Longest Drawdown 46.3 months
Avg Trades Per Year 0.00
Loading...

Updated 57 minutes ago
Portfolio ^FFR-LRG-VAL Instrument
Model Buy and Hold
Period 1973-01-01 — 2023-12-08
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $58,531,732.17
CAGR % 13.33%
Max % Drawdown (69.65%)
Standard Deviation 5.52%
Annualized Sharpe 0.60
Win Rate % 0.0%
Longest Drawdown 63.2 months
Avg Trades Per Year 0.00
Loading...

Updated 56 minutes ago
Portfolio ^FFR-SML-MOM Instrument
Model Buy and Hold
Period 1973-01-01 — 2023-12-08
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $574,836,693.57
CAGR % 18.53%
Max % Drawdown (59.56%)
Standard Deviation 6.15%
Annualized Sharpe 0.77
Win Rate % 0.0%
Longest Drawdown 40.2 months
Avg Trades Per Year 0.00
Loading...

Updated 54 minutes ago
Portfolio ^FFR-SML-VAL Instrument
Model Buy and Hold
Period 1973-01-01 — 2023-12-08
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $384,191,805.90
CAGR % 17.59%
Max % Drawdown (69.91%)
Standard Deviation 6.09%
Annualized Sharpe 0.74
Win Rate % 0.0%
Longest Drawdown 61.9 months
Avg Trades Per Year 0.00
Loading...

Updated 50 minutes ago
Portfolio ^SP-500 Instrument
Model Buy and Hold
Period 1950-01-01 — 1979-12-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,169,512.70
CAGR % 10.80%
Max % Drawdown (44.89%)
Standard Deviation 3.90%
Annualized Sharpe 0.61
Win Rate % 0.0%
Longest Drawdown 41.9 months
Avg Trades Per Year 0.00
Loading...