| Metric | Porter Investments Moderate Strategy | Blended Moderate Index | |
|---|---|---|---|
| Simulation Start | 01/03/2007 | $1,000.00 | $1,000.00 |
| Simulation End | 09/30/2024 | $6,325.22 | $3,732.56 |
| Simulation Period | 17.7 years | ||
| Compound Annual Growth Rate | 10.96% | 7.71% | |
| Stdev of Returns (Monthly, Annualized) | 9.59% | 10.07% | |
| Maximum Drawdown (Daily) | 21.77% | 35.69% | |
| Maximum Flat Days | 445.00 days | 1165.00 days | |
| Sharpe Ratio (Rf=T-Bill, Monthly, Annualized) | 0.95 | 0.60 | |
| Beta (To Benchmark, Monthly) | 0.64 | - benchmark - | |
| Ulcer Index | 6.37% | 7.65% | |
| Ulcer Performance Index (Martin Ratio) | 1.72 | 1.01 |