| Updated | 3 days, 7 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2026-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $714,427.53 |
| CAGR % | 7.78% |
| Max % Drawdown | (54.82%) |
| Standard Deviation | 4.34% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 7 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2026-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,048,115.41 |
| CAGR % | 9.37% |
| Max % Drawdown | (54.26%) |
| Standard Deviation | 5.08% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 0.0% |
| Longest Drawdown | 47.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2026-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,254,545.26 |
| CAGR % | 10.12% |
| Max % Drawdown | (69.03%) |
| Standard Deviation | 6.17% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 7 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2026-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,587,292.23 |
| CAGR % | 13.20% |
| Max % Drawdown | (59.17%) |
| Standard Deviation | 6.12% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 0.0% |
| Longest Drawdown | 42.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 7 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2026-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,333,061.52 |
| CAGR % | 12.75% |
| Max % Drawdown | (69.77%) |
| Standard Deviation | 6.27% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2026-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $19,191,086.12 |
| CAGR % | 12.04% |
| 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 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2026-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $23,792,280.93 |
| CAGR % | 10.82% |
| Max % Drawdown | (55.25%) |
| Standard Deviation | 4.43% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 7 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2026-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $114,117,068.14 |
| CAGR % | 14.14% |
| Max % Drawdown | (54.28%) |
| Standard Deviation | 5.28% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 0.0% |
| Longest Drawdown | 47.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 7 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2026-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $92,281,961.91 |
| CAGR % | 13.68% |
| Max % Drawdown | (69.03%) |
| Standard Deviation | 5.47% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 7 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2026-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $726,075,765.27 |
| CAGR % | 18.17% |
| Max % Drawdown | (59.24%) |
| Standard Deviation | 6.07% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 0.0% |
| Longest Drawdown | 42.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2026-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $471,578,750.98 |
| CAGR % | 17.22% |
| Max % Drawdown | (69.84%) |
| Standard Deviation | 6.05% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 7 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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