Model | SPY | |
---|---|---|
CAGR | 6.49 | 9.57 |
Max Drawdown | -28.20 | -55.19 |
Std Deviation | 9.89 | 19.99 |
Ulcer Index | 6.45 | 13.80 |
Sharpe Ratio | 0.57 | 0.44 |
Sortino Ratio | 0.79 | 0.61 |
Martin Ratio | 0.87 | 0.63 |
Begin Date | End Date | Return | Symbols |
---|---|---|---|
2023-12-29 | 2024-04-23 | 1.66 | BND (-2.69) VTI (6.01) |
2022-12-30 | 2023-12-29 | 15.72 | BND (5.40) VTI (26.05) |
2021-12-31 | 2022-12-30 | -16.32 | BND (-13.11) VTI (-19.52) |
2020-12-31 | 2021-12-31 | 11.91 | BND (-1.86) VTI (25.68) |
2019-12-31 | 2020-12-31 | 14.15 | BND (7.72) VTI (20.59) |
2018-12-31 | 2019-12-31 | 19.28 | BND (8.60) VTI (29.96) |
2017-12-29 | 2018-12-31 | -2.68 | BND (-0.12) VTI (-5.23) |
2016-12-30 | 2017-12-29 | 12.31 | BND (3.57) VTI (21.05) |
2015-12-31 | 2016-12-30 | 7.56 | BND (2.31) VTI (12.82) |
2014-12-31 | 2015-12-31 | 0.15 | BND (-0.05) VTI (0.35) |
2013-12-31 | 2014-12-31 | 9.18 | BND (5.82) VTI (12.55) |
2012-12-31 | 2013-12-31 | 15.67 | BND (-2.11) VTI (33.45) |
2011-12-30 | 2012-12-31 | 9.70 | BND (2.94) VTI (16.45) |
2010-12-31 | 2011-12-30 | 4.06 | BND (7.16) VTI (0.97) |
2009-12-31 | 2010-12-31 | 11.81 | BND (6.20) VTI (17.43) |
2008-12-31 | 2009-12-31 | 15.78 | BND (3.30) VTI (28.27) |
2007-12-31 | 2008-12-31 | -15.06 | BND (6.86) VTI (-36.99) |
2006-12-29 | 2007-12-31 | 5.98 | AGG (6.59) VTI (5.37) |