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Portfolio Backtest









Symbol Weight
 
 
 
 
 

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Model Results
ModelSPY
CAGR9.0814.91
Max Drawdown-7.65-13.04
Std Deviation6.9512.56
Ulcer Index2.712.80
Sharpe Ratio1.291.18
Sortino Ratio1.841.70
Martin Ratio3.305.28
Run from 2012-05-19 to 2017-05-19






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