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Buy and Hold



Updated 1 day ago
Portfolio ^SP-500 Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $275,130.28
CAGR % 5.41%
Max % Drawdown (54.82%)
Standard Deviation 4.16%
Annualized Sharpe 0.23
Win Rate % 0.0%
Longest Drawdown 73.5 months
Avg Trades Per Year 0.00
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Updated 1 day ago
Portfolio ^FFR-LRG-MOM Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $461,934.90
CAGR % 8.29%
Max % Drawdown (54.71%)
Standard Deviation 4.98%
Annualized Sharpe 0.38
Win Rate % 0.0%
Longest Drawdown 48.7 months
Avg Trades Per Year 0.00
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Updated 1 day ago
Portfolio ^FFR-LRG-VAL Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $486,422.28
CAGR % 8.58%
Max % Drawdown (70.54%)
Standard Deviation 5.85%
Annualized Sharpe 0.36
Win Rate % 0.0%
Longest Drawdown 66.4 months
Avg Trades Per Year 0.00
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Updated 1 day ago
Portfolio ^FFR-SML-MOM Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,075,194.38
CAGR % 13.16%
Max % Drawdown (58.81%)
Standard Deviation 5.83%
Annualized Sharpe 0.57
Win Rate % 0.0%
Longest Drawdown 40.0 months
Avg Trades Per Year 0.00
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Updated 1 day ago
Portfolio ^FFR-SML-VAL Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,003,373.75
CAGR % 12.75%
Max % Drawdown (69.86%)
Standard Deviation 5.78%
Annualized Sharpe 0.55
Win Rate % 0.0%
Longest Drawdown 61.0 months
Avg Trades Per Year 0.00
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Updated 1 day ago
Portfolio ^SP-500 Instrument
Model Buy and Hold
Period 1980-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,374,886.62
CAGR % 11.59%
Max % Drawdown (55.25%)
Standard Deviation 4.28%
Annualized Sharpe 0.62
Win Rate % 0.0%
Longest Drawdown 73.5 months
Avg Trades Per Year 0.00
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Updated 1 day ago
Portfolio ^SP-500 Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $9,143,062.43
CAGR % 10.26%
Max % Drawdown (55.25%)
Standard Deviation 4.37%
Annualized Sharpe 0.53
Win Rate % 0.0%
Longest Drawdown 73.5 months
Avg Trades Per Year 0.00
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Updated 1 day ago
Portfolio ^FFR-LRG-MOM Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $50,982,270.52
CAGR % 14.44%
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 1 day ago
Portfolio ^FFR-LRG-VAL Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $35,487,835.69
CAGR % 13.55%
Max % Drawdown (70.54%)
Standard Deviation 5.21%
Annualized Sharpe 0.63
Win Rate % 0.0%
Longest Drawdown 66.4 months
Avg Trades Per Year 0.00
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Updated 1 day ago
Portfolio ^FFR-SML-MOM Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $324,473,318.29
CAGR % 19.12%
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 1 day ago
Portfolio ^FFR-SML-VAL Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $237,400,407.39
CAGR % 18.31%
Max % Drawdown (69.93%)
Standard Deviation 5.81%
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 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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