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Buy and Hold



Updated 4 days, 9 hours ago
Portfolio ^SP-500 Instrument
Model Buy and Hold
Period 2000-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $546,780.40
CAGR % 7.25%
Max % Drawdown (54.82%)
Standard Deviation 4.41%
Annualized Sharpe 0.34
Win Rate % 0.0%
Longest Drawdown 73.5 months
Avg Trades Per Year 0.00
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Updated 4 days, 9 hours ago
Portfolio ^FFR-LRG-MOM Instrument
Model Buy and Hold
Period 2000-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $817,542.21
CAGR % 9.04%
Max % Drawdown (54.70%)
Standard Deviation 5.15%
Annualized Sharpe 0.41
Win Rate % 0.0%
Longest Drawdown 46.3 months
Avg Trades Per Year 0.00
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Updated 4 days, 9 hours ago
Portfolio ^FFR-LRG-VAL Instrument
Model Buy and Hold
Period 2000-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $857,091.73
CAGR % 9.25%
Max % Drawdown (69.65%)
Standard Deviation 6.35%
Annualized Sharpe 0.38
Win Rate % 0.0%
Longest Drawdown 63.2 months
Avg Trades Per Year 0.00
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Updated 4 days, 9 hours ago
Portfolio ^FFR-SML-MOM Instrument
Model Buy and Hold
Period 2000-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,225,606.62
CAGR % 13.63%
Max % Drawdown (59.46%)
Standard Deviation 6.24%
Annualized Sharpe 0.56
Win Rate % 0.0%
Longest Drawdown 40.2 months
Avg Trades Per Year 0.00
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Updated 4 days, 9 hours ago
Portfolio ^FFR-SML-VAL Instrument
Model Buy and Hold
Period 2000-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,885,154.92
CAGR % 12.86%
Max % Drawdown (69.84%)
Standard Deviation 6.37%
Annualized Sharpe 0.53
Win Rate % 0.0%
Longest Drawdown 61.9 months
Avg Trades Per Year 0.00
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Updated 4 days, 9 hours ago
Portfolio ^SP-500 Instrument
Model Buy and Hold
Period 1980-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $14,681,720.46
CAGR % 11.93%
Max % Drawdown (55.25%)
Standard Deviation 4.40%
Annualized Sharpe 0.62
Win Rate % 0.0%
Longest Drawdown 73.5 months
Avg Trades Per Year 0.00
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Updated 4 days, 9 hours ago
Portfolio ^SP-500 Instrument
Model Buy and Hold
Period 1973-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $18,201,762.35
CAGR % 10.68%
Max % Drawdown (55.25%)
Standard Deviation 4.47%
Annualized Sharpe 0.54
Win Rate % 0.0%
Longest Drawdown 73.5 months
Avg Trades Per Year 0.00
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Updated 4 days, 9 hours ago
Portfolio ^FFR-LRG-MOM Instrument
Model Buy and Hold
Period 1973-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $89,078,579.96
CAGR % 14.16%
Max % Drawdown (54.72%)
Standard Deviation 5.33%
Annualized Sharpe 0.65
Win Rate % 0.0%
Longest Drawdown 46.3 months
Avg Trades Per Year 0.00
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Updated 4 days, 9 hours ago
Portfolio ^FFR-LRG-VAL Instrument
Model Buy and Hold
Period 1973-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $63,748,248.89
CAGR % 13.42%
Max % Drawdown (69.65%)
Standard Deviation 5.54%
Annualized Sharpe 0.60
Win Rate % 0.0%
Longest Drawdown 63.2 months
Avg Trades Per Year 0.00
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Updated 4 days, 9 hours ago
Portfolio ^FFR-SML-MOM Instrument
Model Buy and Hold
Period 1973-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $675,099,559.12
CAGR % 18.76%
Max % Drawdown (59.56%)
Standard Deviation 6.16%
Annualized Sharpe 0.78
Win Rate % 0.0%
Longest Drawdown 40.2 months
Avg Trades Per Year 0.00
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Updated 4 days, 9 hours ago
Portfolio ^FFR-SML-VAL Instrument
Model Buy and Hold
Period 1973-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $393,643,220.53
CAGR % 17.52%
Max % Drawdown (69.91%)
Standard Deviation 6.10%
Annualized Sharpe 0.73
Win Rate % 0.0%
Longest Drawdown 61.9 months
Avg Trades Per Year 0.00
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Updated 4 days, 9 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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