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Buy and Hold



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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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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