Metric | Porter Investments Aggressive Strategy | S&P 500 Total Return Index | |
---|---|---|---|
Simulation Start | 01/03/2007 | $1,000.00 | $1,000.00 |
Simulation End | 03/28/2024 | $41,340.36 | $5,228.23 |
Simulation Period | 17.2 years | ||
Compound Annual Growth Rate | 24.11% | 10.07% | |
Stdev of Returns (Monthly, Annualized) | 15.88% | 15.98% | |
Maximum Drawdown (Daily) | 29.10% | 55.25% | |
Maximum Flat Days | 864.00 days | 1637.00 days | |
Sharpe Ratio (Rf=T-Bill, Monthly, Annualized) | 1.28 | 0.52 | |
Beta (To Benchmark, Monthly) | 0.64 | - benchmark - | |
Ulcer Index | 7.77% | 13.70% | |
Ulcer Performance Index (Martin Ratio) | 3.10 | 0.74 |