| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $557,788.74 |
| CAGR % | 7.31% |
| Max % Drawdown | (54.82%) |
| Standard Deviation | 4.42% |
| Annualized Sharpe | 0.35 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $825,038.24 |
| CAGR % | 9.05% |
| 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 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $882,800.86 |
| CAGR % | 9.36% |
| Max % Drawdown | (69.65%) |
| Standard Deviation | 6.34% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 0.0% |
| Longest Drawdown | 63.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,284,201.35 |
| CAGR % | 13.71% |
| Max % Drawdown | (59.46%) |
| Standard Deviation | 6.23% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 0.0% |
| Longest Drawdown | 40.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,950,917.82 |
| CAGR % | 12.98% |
| 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 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,977,822.34 |
| CAGR % | 11.96% |
| Max % Drawdown | (55.25%) |
| Standard Deviation | 4.40% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $18,568,856.79 |
| CAGR % | 10.71% |
| Max % Drawdown | (55.25%) |
| Standard Deviation | 4.47% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 0.0% |
| Longest Drawdown | 73.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $89,895,411.13 |
| CAGR % | 14.16% |
| Max % Drawdown | (54.72%) |
| Standard Deviation | 5.34% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 0.0% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $65,660,458.39 |
| CAGR % | 13.46% |
| 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 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $692,879,803.90 |
| CAGR % | 18.79% |
| 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 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $407,378,969.58 |
| CAGR % | 17.57% |
| Max % Drawdown | (69.91%) |
| Standard Deviation | 6.10% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 0.0% |
| Longest Drawdown | 61.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 4 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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