| Metric | Porter Investments Moderate Strategy | Blended Moderate Index | |
|---|---|---|---|
| Simulation Start | 01/03/2007 | $1,000.00 | $1,000.00 |
| Simulation End | 03/28/2024 | $6,803.87 | $3,443.89 |
| Simulation Period | 17.2 years | ||
| Compound Annual Growth Rate | 11.77% | 7.44% | |
| Stdev of Returns (Monthly, Annualized) | 9.60% | 10.12% | |
| Maximum Drawdown (Daily) | 21.70% | 35.69% | |
| Maximum Flat Days | 445.00 days | 1165.00 days | |
| Sharpe Ratio (Rf=T-Bill, Monthly, Annualized) | 1.03 | 0.58 | |
| Beta (To Benchmark, Monthly) | 0.65 | - benchmark - | |
| Ulcer Index | 6.13% | 7.76% | |
| Ulcer Performance Index (Martin Ratio) | 1.92 | 0.96 |