| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $811,620.50 |
| CAGR % | 8.27% |
| Max % Drawdown | (54.82%) |
| Standard Deviation | 4.36% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,275,361.35 |
| CAGR % | 10.14% |
| Max % Drawdown | (54.26%) |
| Standard Deviation | 5.14% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 0.0% |
| Longest Drawdown | 47.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,299,649.70 |
| CAGR % | 10.22% |
| Max % Drawdown | (69.03%) |
| Standard Deviation | 6.15% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,851,232.29 |
| CAGR % | 13.55% |
| Max % Drawdown | (59.17%) |
| Standard Deviation | 6.14% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 0.0% |
| Longest Drawdown | 42.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,515,960.58 |
| CAGR % | 13.01% |
| Max % Drawdown | (69.77%) |
| Standard Deviation | 6.27% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $21,805,378.66 |
| CAGR % | 12.31% |
| Max % Drawdown | (55.25%) |
| Standard Deviation | 4.37% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $27,033,368.95 |
| CAGR % | 11.06% |
| Max % Drawdown | (55.25%) |
| Standard Deviation | 4.44% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $138,860,542.67 |
| CAGR % | 14.52% |
| Max % Drawdown | (54.28%) |
| Standard Deviation | 5.31% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 0.0% |
| Longest Drawdown | 47.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $95,599,778.14 |
| CAGR % | 13.72% |
| Max % Drawdown | (69.03%) |
| Standard Deviation | 5.46% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $800,162,706.05 |
| CAGR % | 18.34% |
| Max % Drawdown | (59.24%) |
| Standard Deviation | 6.08% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 0.0% |
| Longest Drawdown | 42.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $508,555,285.08 |
| CAGR % | 17.34% |
| Max % Drawdown | (69.84%) |
| Standard Deviation | 6.06% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 2 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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