| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $530,207.62 |
| CAGR % | 7.11% |
| Max % Drawdown | (54.82%) |
| Standard Deviation | 4.42% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $771,380.26 |
| CAGR % | 8.77% |
| Max % Drawdown | (54.70%) |
| Standard Deviation | 5.17% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 0.0% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $865,957.88 |
| CAGR % | 9.29% |
| Max % Drawdown | (69.65%) |
| Standard Deviation | 6.35% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,178,750.25 |
| CAGR % | 13.52% |
| Max % Drawdown | (59.46%) |
| Standard Deviation | 6.25% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 0.0% |
| Longest Drawdown | 40.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,889,626.09 |
| CAGR % | 12.86% |
| Max % Drawdown | (69.84%) |
| Standard Deviation | 6.37% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 0.0% |
| Longest Drawdown | 61.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,235,946.50 |
| CAGR % | 11.84% |
| Max % Drawdown | (55.25%) |
| Standard Deviation | 4.41% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,649,110.87 |
| CAGR % | 10.61% |
| Max % Drawdown | (55.25%) |
| Standard Deviation | 4.47% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $84,048,386.29 |
| CAGR % | 14.03% |
| Max % Drawdown | (54.72%) |
| Standard Deviation | 5.35% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 0.0% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $64,407,700.90 |
| CAGR % | 13.44% |
| Max % Drawdown | (69.65%) |
| Standard Deviation | 5.54% |
| Annualized Sharpe | 0.60 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $660,881,253.98 |
| CAGR % | 18.71% |
| Max % Drawdown | (59.56%) |
| Standard Deviation | 6.16% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 0.0% |
| Longest Drawdown | 40.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $394,577,103.82 |
| CAGR % | 17.52% |
| Max % Drawdown | (69.91%) |
| Standard Deviation | 6.10% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 0.0% |
| Longest Drawdown | 61.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 18 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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