MetricPorter Investments Retirement StrategyBlended Retirement Index
Simulation Start01/03/2007$1,000.00$1,000.00
Simulation End02/29/2024$5,219.38$2,749.37
Simulation Period17.2 years
Compound Annual Growth Rate10.11%6.07%
Stdev of Returns (Monthly, Annualized)6.91%8.51%
Maximum Drawdown (Daily)14.64%23.62%
Maximum Flat Days362.00 days554.00 days
Sharpe Ratio (Rf=T-Bill, Monthly, Annualized)1.200.56
Beta (To Benchmark, Monthly)0.43- benchmark -
Ulcer Index3.90%6.30%
Ulcer Performance Index (Martin Ratio)2.590.96