| Metric | Porter Investments Bond Strategy | S&P US Aggregate Bond Total Return Index | |
|---|---|---|---|
| Simulation Start | 01/03/2007 | $1,000.00 | $1,000.00 |
| Simulation End | 09/30/2024 | $2,259.01 | $1,724.10 |
| Simulation Period | 17.7 years | ||
| Compound Annual Growth Rate | 4.70% | 3.12% | |
| Stdev of Returns (Monthly, Annualized) | 4.30% | 4.07% | |
| Maximum Drawdown (Daily) | 10.12% | 16.89% | |
| Maximum Flat Days | 431.00 days | 483.00 days | |
| Sharpe Ratio (Rf=T-Bill, Monthly, Annualized) | 0.75 | 0.43 | |
| Beta (To Benchmark, Monthly) | 0.62 | - benchmark - | |
| Ulcer Index | 3.18% | 4.40% | |
| Ulcer Performance Index (Martin Ratio) | 1.48 | 0.71 |