MetricPorter Investments Aggressive StrategyS&P 500 Total Return Index
Simulation Start01/03/2007$1,000.00$1,000.00
Simulation End02/29/2024$38,085.22$5,065.25
Simulation Period17.2 years
Compound Annual Growth Rate23.64%9.92%
Stdev of Returns (Monthly, Annualized)15.83%15.98%
Maximum Drawdown (Daily)29.10%55.25%
Maximum Flat Days275.00 days1637.00 days
Sharpe Ratio (Rf=T-Bill, Monthly, Annualized)1.260.50
Beta (To Benchmark, Monthly)0.64- benchmark -
Ulcer Index7.86%13.73%
Ulcer Performance Index (Martin Ratio)3.010.72