| Updated | 1 day, 10 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2022-01-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $452,793.50 |
| CAGR % | 7.09% |
| Max % Drawdown | (54.82%) |
| Standard Deviation | 4.33% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 10 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2022-01-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $612,210.05 |
| CAGR % | 8.56% |
| Max % Drawdown | (54.71%) |
| Standard Deviation | 5.15% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 0.0% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 10 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2022-01-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $802,744.10 |
| CAGR % | 9.91% |
| Max % Drawdown | (69.82%) |
| Standard Deviation | 6.32% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 10 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2022-01-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,030,833.94 |
| CAGR % | 14.63% |
| Max % Drawdown | (59.49%) |
| Standard Deviation | 6.30% |
| Annualized Sharpe | 0.60 |
| Win Rate % | 0.0% |
| Longest Drawdown | 42.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 10 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2022-01-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,117,119.05 |
| CAGR % | 14.85% |
| Max % Drawdown | (69.79%) |
| Standard Deviation | 6.29% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 0.0% |
| Longest Drawdown | 61.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 10 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2022-01-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $12,153,664.66 |
| CAGR % | 12.09% |
| Max % Drawdown | (55.25%) |
| Standard Deviation | 4.36% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 10 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2022-01-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $15,067,586.95 |
| CAGR % | 10.76% |
| Max % Drawdown | (55.25%) |
| Standard Deviation | 4.43% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 10 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2022-01-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $66,887,288.44 |
| CAGR % | 14.18% |
| Max % Drawdown | (54.72%) |
| Standard Deviation | 5.34% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 0.0% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 10 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2022-01-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $59,347,153.21 |
| CAGR % | 13.90% |
| Max % Drawdown | (69.82%) |
| Standard Deviation | 5.48% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 10 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2022-01-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $615,052,997.53 |
| CAGR % | 19.46% |
| Max % Drawdown | (59.57%) |
| Standard Deviation | 6.18% |
| Annualized Sharpe | 0.81 |
| Win Rate % | 0.0% |
| Longest Drawdown | 42.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 10 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2022-01-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $443,098,389.60 |
| CAGR % | 18.67% |
| Max % Drawdown | (69.85%) |
| Standard Deviation | 6.04% |
| Annualized Sharpe | 0.79 |
| Win Rate % | 0.0% |
| Longest Drawdown | 61.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 10 hours 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 |
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