| Metric | Porter Investments Growth Strategy | S&P 500 Total Return Index | |
|---|---|---|---|
| Simulation Start | 01/03/2007 | $1,000.00 | $1,000.00 |
| Simulation End | 06/28/2024 | $16,196.22 | $5,452.19 |
| Simulation Period | 17.5 years | ||
| Compound Annual Growth Rate | 17.27% | 10.19% | |
| Stdev of Returns (Monthly, Annualized) | 10.51% | 15.94% | |
| Maximum Drawdown (Daily) | 20.59% | 55.25% | |
| Maximum Flat Days | 175.00 days | 1637.00 days | |
| Sharpe Ratio (Rf=T-Bill, Monthly, Annualized) | 1.40 | 0.52 | |
| Beta (To Benchmark, Monthly) | 0.44 | - benchmark - | |
| Ulcer Index | 5.19% | 13.61% | |
| Ulcer Performance Index (Martin Ratio) | 3.33 | 0.75 |