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Buy and Hold



Updated 10 hours ago
Portfolio ^SP-500 Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $284,952.82
CAGR % 5.53%
Max % Drawdown (54.82%)
Standard Deviation 4.18%
Annualized Sharpe 0.24
Win Rate % 0.0%
Longest Drawdown 73.5 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^FFR-LRG-MOM Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $469,746.46
CAGR % 8.28%
Max % Drawdown (54.71%)
Standard Deviation 4.97%
Annualized Sharpe 0.38
Win Rate % 0.0%
Longest Drawdown 48.7 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^FFR-LRG-VAL Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $502,207.10
CAGR % 8.65%
Max % Drawdown (70.54%)
Standard Deviation 5.86%
Annualized Sharpe 0.37
Win Rate % 0.0%
Longest Drawdown 66.4 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^FFR-SML-MOM Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,079,233.74
CAGR % 13.01%
Max % Drawdown (58.81%)
Standard Deviation 5.83%
Annualized Sharpe 0.56
Win Rate % 0.0%
Longest Drawdown 40.0 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^FFR-SML-VAL Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $973,341.96
CAGR % 12.42%
Max % Drawdown (69.86%)
Standard Deviation 5.82%
Annualized Sharpe 0.54
Win Rate % 0.0%
Longest Drawdown 61.0 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^SP-500 Instrument
Model Buy and Hold
Period 1980-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,639,092.90
CAGR % 11.62%
Max % Drawdown (55.25%)
Standard Deviation 4.29%
Annualized Sharpe 0.62
Win Rate % 0.0%
Longest Drawdown 73.5 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^SP-500 Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $9,470,614.07
CAGR % 10.29%
Max % Drawdown (55.25%)
Standard Deviation 4.38%
Annualized Sharpe 0.53
Win Rate % 0.0%
Longest Drawdown 73.5 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^FFR-LRG-MOM Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $51,844,418.02
CAGR % 14.40%
Max % Drawdown (54.71%)
Standard Deviation 5.28%
Annualized Sharpe 0.67
Win Rate % 0.0%
Longest Drawdown 48.7 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^FFR-LRG-VAL Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $36,639,466.36
CAGR % 13.55%
Max % Drawdown (70.54%)
Standard Deviation 5.22%
Annualized Sharpe 0.63
Win Rate % 0.0%
Longest Drawdown 66.4 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^FFR-SML-MOM Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $325,692,467.76
CAGR % 19.02%
Max % Drawdown (58.83%)
Standard Deviation 5.97%
Annualized Sharpe 0.81
Win Rate % 0.0%
Longest Drawdown 40.0 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^FFR-SML-VAL Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $230,290,929.81
CAGR % 18.14%
Max % Drawdown (69.93%)
Standard Deviation 5.83%
Annualized Sharpe 0.78
Win Rate % 0.0%
Longest Drawdown 61.0 months
Avg Trades Per Year 0.00
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Updated 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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