| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $624,697.26 |
| CAGR % | 7.68% |
| Max % Drawdown | (54.82%) |
| Standard Deviation | 4.39% |
| Annualized Sharpe | 0.37 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $964,495.44 |
| CAGR % | 9.58% |
| Max % Drawdown | (54.70%) |
| Standard Deviation | 5.12% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 0.0% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $935,589.22 |
| CAGR % | 9.45% |
| Max % Drawdown | (69.65%) |
| Standard Deviation | 6.31% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,338,953.39 |
| CAGR % | 13.57% |
| Max % Drawdown | (59.46%) |
| Standard Deviation | 6.22% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 0.0% |
| Longest Drawdown | 40.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,019,067.84 |
| CAGR % | 12.90% |
| Max % Drawdown | (69.84%) |
| Standard Deviation | 6.36% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 0.0% |
| Longest Drawdown | 61.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,777,524.98 |
| CAGR % | 12.12% |
| Max % Drawdown | (55.25%) |
| Standard Deviation | 4.39% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $20,800,051.11 |
| CAGR % | 10.86% |
| Max % Drawdown | (55.25%) |
| Standard Deviation | 4.45% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $105,091,840.56 |
| CAGR % | 14.38% |
| Max % Drawdown | (54.72%) |
| Standard Deviation | 5.32% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 0.0% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $69,586,784.41 |
| CAGR % | 13.48% |
| Max % Drawdown | (69.65%) |
| Standard Deviation | 5.53% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $709,494,006.57 |
| CAGR % | 18.68% |
| Max % Drawdown | (59.56%) |
| Standard Deviation | 6.15% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 0.0% |
| Longest Drawdown | 40.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $421,613,308.66 |
| CAGR % | 17.49% |
| Max % Drawdown | (69.91%) |
| Standard Deviation | 6.09% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 0.0% |
| Longest Drawdown | 61.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 14 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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