Updated | 3 days, 1 hour ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Buy and Hold |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $396,767.39 |
CAGR % | 6.32% |
Max % Drawdown | (54.82%) |
Standard Deviation | 4.35% |
Annualized Sharpe | 0.29 |
Win Rate % | 0.0% |
Longest Drawdown | 73.5 months |
Avg Trades Per Year | 0.00 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | ^FFR-LRG-MOM Instrument |
Model | Buy and Hold |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $600,640.98 |
CAGR % | 8.30% |
Max % Drawdown | (54.72%) |
Standard Deviation | 5.10% |
Annualized Sharpe | 0.37 |
Win Rate % | 0.0% |
Longest Drawdown | 46.3 months |
Avg Trades Per Year | 0.00 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | ^FFR-LRG-VAL Instrument |
Model | Buy and Hold |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $739,759.94 |
CAGR % | 9.31% |
Max % Drawdown | (69.82%) |
Standard Deviation | 6.30% |
Annualized Sharpe | 0.38 |
Win Rate % | 0.0% |
Longest Drawdown | 63.2 months |
Avg Trades Per Year | 0.00 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | ^FFR-SML-MOM Instrument |
Model | Buy and Hold |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,883,360.25 |
CAGR % | 13.94% |
Max % Drawdown | (59.49%) |
Standard Deviation | 6.23% |
Annualized Sharpe | 0.58 |
Win Rate % | 0.0% |
Longest Drawdown | 42.9 months |
Avg Trades Per Year | 0.00 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | ^FFR-SML-VAL Instrument |
Model | Buy and Hold |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,875,101.23 |
CAGR % | 13.92% |
Max % Drawdown | (69.79%) |
Standard Deviation | 6.28% |
Annualized Sharpe | 0.57 |
Win Rate % | 0.0% |
Longest Drawdown | 61.0 months |
Avg Trades Per Year | 0.00 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Buy and Hold |
Period | 1980-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $10,646,676.64 |
CAGR % | 11.61% |
Max % Drawdown | (55.25%) |
Standard Deviation | 4.37% |
Annualized Sharpe | 0.61 |
Win Rate % | 0.0% |
Longest Drawdown | 73.5 months |
Avg Trades Per Year | 0.00 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Buy and Hold |
Period | 1973-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $13,199,287.69 |
CAGR % | 10.37% |
Max % Drawdown | (55.25%) |
Standard Deviation | 4.44% |
Annualized Sharpe | 0.53 |
Win Rate % | 0.0% |
Longest Drawdown | 73.5 months |
Avg Trades Per Year | 0.00 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | ^FFR-LRG-MOM Instrument |
Model | Buy and Hold |
Period | 1973-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $65,574,580.84 |
CAGR % | 14.00% |
Max % Drawdown | (54.72%) |
Standard Deviation | 5.32% |
Annualized Sharpe | 0.65 |
Win Rate % | 0.0% |
Longest Drawdown | 46.3 months |
Avg Trades Per Year | 0.00 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | ^FFR-LRG-VAL Instrument |
Model | Buy and Hold |
Period | 1973-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $54,690,798.53 |
CAGR % | 13.58% |
Max % Drawdown | (69.82%) |
Standard Deviation | 5.48% |
Annualized Sharpe | 0.61 |
Win Rate % | 0.0% |
Longest Drawdown | 63.2 months |
Avg Trades Per Year | 0.00 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | ^FFR-SML-MOM Instrument |
Model | Buy and Hold |
Period | 1973-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $570,366,056.37 |
CAGR % | 19.09% |
Max % Drawdown | (59.57%) |
Standard Deviation | 6.15% |
Annualized Sharpe | 0.79 |
Win Rate % | 0.0% |
Longest Drawdown | 42.9 months |
Avg Trades Per Year | 0.00 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | ^FFR-SML-VAL Instrument |
Model | Buy and Hold |
Period | 1973-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $392,434,681.16 |
CAGR % | 18.20% |
Max % Drawdown | (69.85%) |
Standard Deviation | 6.04% |
Annualized Sharpe | 0.77 |
Win Rate % | 0.0% |
Longest Drawdown | 61.0 months |
Avg Trades Per Year | 0.00 |
Updated | 3 days, 1 hour 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 |