| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $855,182.48 |
| CAGR % | 8.40% |
| Max % Drawdown | (54.82%) |
| Standard Deviation | 4.35% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 21 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,221,210.98 |
| CAGR % | 9.86% |
| Max % Drawdown | (54.42%) |
| Standard Deviation | 5.17% |
| Annualized Sharpe | 0.45 |
| Win Rate % | 0.0% |
| Longest Drawdown | 47.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,531,015.70 |
| CAGR % | 10.80% |
| Max % Drawdown | (69.03%) |
| Standard Deviation | 6.14% |
| Annualized Sharpe | 0.45 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,087,520.84 |
| CAGR % | 13.76% |
| Max % Drawdown | (59.15%) |
| Standard Deviation | 6.13% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 0.0% |
| Longest Drawdown | 42.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,863,077.13 |
| CAGR % | 13.43% |
| Max % Drawdown | (69.77%) |
| Standard Deviation | 6.23% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $22,977,107.02 |
| CAGR % | 12.37% |
| Max % Drawdown | (55.25%) |
| Standard Deviation | 4.36% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $28,486,027.63 |
| CAGR % | 11.12% |
| Max % Drawdown | (55.25%) |
| Standard Deviation | 4.43% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 21 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $131,188,206.03 |
| CAGR % | 14.33% |
| Max % Drawdown | (54.42%) |
| Standard Deviation | 5.32% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 0.0% |
| Longest Drawdown | 47.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $112,618,720.61 |
| CAGR % | 14.00% |
| Max % Drawdown | (69.03%) |
| Standard Deviation | 5.46% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $865,079,164.28 |
| CAGR % | 18.42% |
| Max % Drawdown | (59.15%) |
| Standard Deviation | 6.07% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 0.0% |
| Longest Drawdown | 42.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $578,731,519.19 |
| CAGR % | 17.54% |
| Max % Drawdown | (69.84%) |
| Standard Deviation | 6.04% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 21 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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