Updated | 5 days, 5 hours ago |
---|---|
Portfolio | ^NAR-COMP Instrument |
Model | Buy and Hold |
Period | 2000-01-01 — 2024-05-10 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $838,356.22 |
CAGR % | 9.12% |
Max % Drawdown | (68.13%) |
Standard Deviation | 5.77% |
Annualized Sharpe | 0.39 |
Win Rate % | 0.0% |
Longest Drawdown | 71.1 months |
Avg Trades Per Year | 0.00 |
Updated | 5 days, 6 hours ago |
---|---|
Portfolio | ^US-REIT Instrument |
Model | Buy and Hold |
Period | 2000-01-01 — 2024-05-10 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $858,476.51 |
CAGR % | 9.23% |
Max % Drawdown | (74.94%) |
Standard Deviation | 6.18% |
Annualized Sharpe | 0.39 |
Win Rate % | 0.0% |
Longest Drawdown | 73.8 months |
Avg Trades Per Year | 0.00 |
Updated | 5 days, 5 hours ago |
---|---|
Portfolio | ^NAR-COMP Instrument |
Model | Buy and Hold |
Period | 1973-01-01 — 2024-05-10 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $7,767,251.44 |
CAGR % | 8.84% |
Max % Drawdown | (68.17%) |
Standard Deviation | 5.18% |
Annualized Sharpe | 0.40 |
Win Rate % | 0.0% |
Longest Drawdown | 71.1 months |
Avg Trades Per Year | 0.00 |
Updated | 5 days, 6 hours ago |
---|---|
Portfolio | ^US-REIT Instrument |
Model | Buy and Hold |
Period | 1973-01-01 — 2024-05-10 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $12,240,284.71 |
CAGR % | 9.81% |
Max % Drawdown | (75.14%) |
Standard Deviation | 5.58% |
Annualized Sharpe | 0.43 |
Win Rate % | 0.0% |
Longest Drawdown | 73.8 months |
Avg Trades Per Year | 0.00 |