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Portfolio Backtest









Symbol Weight
 
 
 
 
 

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Model Results
ModelSPY
CAGR5.1813.97
Max Drawdown-29.76-33.72
Std Deviation12.0720.88
Ulcer Index13.579.82
Sharpe Ratio0.340.62
Sortino Ratio0.470.86
Martin Ratio0.301.31
Run from 2019-03-18 to 2024-03-18






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