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Buy and Hold



Updated 3 days, 1 hour ago
Portfolio ^SP-500 Instrument
Model Buy and Hold
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $396,767.39
CAGR % 6.32%
Max % Drawdown (54.82%)
Standard Deviation 4.35%
Annualized Sharpe 0.29
Win Rate % 0.0%
Longest Drawdown 73.5 months
Avg Trades Per Year 0.00
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Updated 3 days, 1 hour ago
Portfolio ^FFR-LRG-MOM Instrument
Model Buy and Hold
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $600,640.98
CAGR % 8.30%
Max % Drawdown (54.72%)
Standard Deviation 5.10%
Annualized Sharpe 0.37
Win Rate % 0.0%
Longest Drawdown 46.3 months
Avg Trades Per Year 0.00
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Updated 3 days, 1 hour ago
Portfolio ^FFR-LRG-VAL Instrument
Model Buy and Hold
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $739,759.94
CAGR % 9.31%
Max % Drawdown (69.82%)
Standard Deviation 6.30%
Annualized Sharpe 0.38
Win Rate % 0.0%
Longest Drawdown 63.2 months
Avg Trades Per Year 0.00
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Updated 3 days, 1 hour ago
Portfolio ^FFR-SML-MOM Instrument
Model Buy and Hold
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,883,360.25
CAGR % 13.94%
Max % Drawdown (59.49%)
Standard Deviation 6.23%
Annualized Sharpe 0.58
Win Rate % 0.0%
Longest Drawdown 42.9 months
Avg Trades Per Year 0.00
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Updated 3 days, 1 hour ago
Portfolio ^FFR-SML-VAL Instrument
Model Buy and Hold
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,875,101.23
CAGR % 13.92%
Max % Drawdown (69.79%)
Standard Deviation 6.28%
Annualized Sharpe 0.57
Win Rate % 0.0%
Longest Drawdown 61.0 months
Avg Trades Per Year 0.00
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Updated 3 days, 1 hour ago
Portfolio ^SP-500 Instrument
Model Buy and Hold
Period 1980-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $10,646,676.64
CAGR % 11.61%
Max % Drawdown (55.25%)
Standard Deviation 4.37%
Annualized Sharpe 0.61
Win Rate % 0.0%
Longest Drawdown 73.5 months
Avg Trades Per Year 0.00
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Updated 3 days, 1 hour ago
Portfolio ^SP-500 Instrument
Model Buy and Hold
Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $13,199,287.69
CAGR % 10.37%
Max % Drawdown (55.25%)
Standard Deviation 4.44%
Annualized Sharpe 0.53
Win Rate % 0.0%
Longest Drawdown 73.5 months
Avg Trades Per Year 0.00
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Updated 3 days, 1 hour ago
Portfolio ^FFR-LRG-MOM Instrument
Model Buy and Hold
Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $65,574,580.84
CAGR % 14.00%
Max % Drawdown (54.72%)
Standard Deviation 5.32%
Annualized Sharpe 0.65
Win Rate % 0.0%
Longest Drawdown 46.3 months
Avg Trades Per Year 0.00
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Updated 3 days, 1 hour ago
Portfolio ^FFR-LRG-VAL Instrument
Model Buy and Hold
Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $54,690,798.53
CAGR % 13.58%
Max % Drawdown (69.82%)
Standard Deviation 5.48%
Annualized Sharpe 0.61
Win Rate % 0.0%
Longest Drawdown 63.2 months
Avg Trades Per Year 0.00
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Updated 3 days, 1 hour ago
Portfolio ^FFR-SML-MOM Instrument
Model Buy and Hold
Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $570,366,056.37
CAGR % 19.09%
Max % Drawdown (59.57%)
Standard Deviation 6.15%
Annualized Sharpe 0.79
Win Rate % 0.0%
Longest Drawdown 42.9 months
Avg Trades Per Year 0.00
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Updated 3 days, 1 hour ago
Portfolio ^FFR-SML-VAL Instrument
Model Buy and Hold
Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $392,434,681.16
CAGR % 18.20%
Max % Drawdown (69.85%)
Standard Deviation 6.04%
Annualized Sharpe 0.77
Win Rate % 0.0%
Longest Drawdown 61.0 months
Avg Trades Per Year 0.00
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Updated 3 days, 1 hour 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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