MetricPorter Investments Growth StrategyS&P 500 Total Return Index
Simulation Start01/03/2007$1,000.00$1,000.00
Simulation End02/29/2024$16,122.45$5,065.25
Simulation Period17.2 years
Compound Annual Growth Rate17.59%9.92%
Stdev of Returns (Monthly, Annualized)10.41%15.98%
Maximum Drawdown (Daily)20.60%55.25%
Maximum Flat Days175.00 days1637.00 days
Sharpe Ratio (Rf=T-Bill, Monthly, Annualized)1.420.50
Beta (To Benchmark, Monthly)0.43- benchmark -
Ulcer Index5.21%13.73%
Ulcer Performance Index (Martin Ratio)3.370.72