| 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 | 03/28/2024 | $2,225.17 | $1,636.37 |
| Simulation Period | 17.2 years | ||
| Compound Annual Growth Rate | 4.75% | 2.90% | |
| Stdev of Returns (Monthly, Annualized) | 4.30% | 4.04% | |
| Maximum Drawdown (Daily) | 10.12% | 16.89% | |
| Maximum Flat Days | 431.00 days | 483.00 days | |
| Sharpe Ratio (Rf=T-Bill, Monthly, Annualized) | 0.80 | 0.42 | |
| Beta (To Benchmark, Monthly) | 0.61 | - benchmark - | |
| Ulcer Index | 3.00% | 4.24% | |
| Ulcer Performance Index (Martin Ratio) | 1.59 | 0.68 |