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Buy and Hold



Updated 6 days ago
Portfolio ^SP-500 Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $254,043.13
CAGR % 5.02%
Max % Drawdown (54.82%)
Standard Deviation 4.15%
Annualized Sharpe 0.21
Win Rate % 0.0%
Longest Drawdown 73.5 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^FFR-LRG-MOM Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $425,238.46
CAGR % 7.91%
Max % Drawdown (54.71%)
Standard Deviation 4.96%
Annualized Sharpe 0.36
Win Rate % 0.0%
Longest Drawdown 48.7 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^FFR-LRG-VAL Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $473,678.95
CAGR % 8.52%
Max % Drawdown (70.54%)
Standard Deviation 5.82%
Annualized Sharpe 0.36
Win Rate % 0.0%
Longest Drawdown 66.4 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^FFR-SML-MOM Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,051,847.29
CAGR % 13.17%
Max % Drawdown (58.81%)
Standard Deviation 5.85%
Annualized Sharpe 0.57
Win Rate % 0.0%
Longest Drawdown 40.0 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^FFR-SML-VAL Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,037,106.46
CAGR % 13.08%
Max % Drawdown (69.89%)
Standard Deviation 5.78%
Annualized Sharpe 0.57
Win Rate % 0.0%
Longest Drawdown 61.0 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^SP-500 Instrument
Model Buy and Hold
Period 1980-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $6,807,685.32
CAGR % 11.42%
Max % Drawdown (55.25%)
Standard Deviation 4.28%
Annualized Sharpe 0.61
Win Rate % 0.0%
Longest Drawdown 73.5 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^SP-500 Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $8,439,870.53
CAGR % 10.12%
Max % Drawdown (55.25%)
Standard Deviation 4.37%
Annualized Sharpe 0.52
Win Rate % 0.0%
Longest Drawdown 73.5 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^FFR-LRG-MOM Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $46,932,151.98
CAGR % 14.30%
Max % Drawdown (54.71%)
Standard Deviation 5.28%
Annualized Sharpe 0.66
Win Rate % 0.0%
Longest Drawdown 48.7 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^FFR-LRG-VAL Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $34,558,106.38
CAGR % 13.54%
Max % Drawdown (70.54%)
Standard Deviation 5.19%
Annualized Sharpe 0.63
Win Rate % 0.0%
Longest Drawdown 66.4 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^FFR-SML-MOM Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $317,426,740.25
CAGR % 19.15%
Max % Drawdown (58.83%)
Standard Deviation 5.98%
Annualized Sharpe 0.81
Win Rate % 0.0%
Longest Drawdown 40.0 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^FFR-SML-VAL Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $242,479,406.58
CAGR % 18.45%
Max % Drawdown (69.93%)
Standard Deviation 5.81%
Annualized Sharpe 0.80
Win Rate % 0.0%
Longest Drawdown 61.0 months
Avg Trades Per Year 0.00
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Updated 6 days 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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