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Returns2013
SP20:+39.7%
S&P 500:+29.6%
Returns2014
SP20:+22.3%
S&P 500:+11.4%
Returns2015
SP20:+8.5%
S&P 500:-0.7%
Returns2016
SP20:+22.8%
S&P 500:+9.5%
Returns2017
SP20:+39.9%
S&P 500:+19.4%
Returns2018
SP20:+0.6%
S&P 500:-6.2%
Returns2019
SP20:+36.2%
S&P 500:+28.9%
Returns2020
SP20:+20.6%
S&P 500:+16.3%
Returns2021
SP20:+63.8%
S&P 500:+26.9%
Returns2022
SP20:-15.6%
S&P 500:-19.4%
Returns2023
SP20:+47.6%
S&P 500:+24.2%
Returns2024
SP20:+6.2%
S&P 500:+23.3%
Returns2025
SP20:+8.2%
S&P 500:+13.3%
The total percentage change (either gain or loss) in the portfolio's value during the backtest period.
Shows how the portfolio's returns compare to the S&P 500. Positive numbers indicate the portfolio outperformed the index, while negative ones suggest underperformance.
Represents the portfolio's average annualized return, given as a percentage. It illustrates yearly performance irrespective of the total backtest duration.
This metric gauges the portfolio's return relative to the risk taken to achieve it. A higher Sharpe ratio is better, signaling more return per unit of risk.
This rates the portfolio's volatility or likelihood of large value changes. High volatility means potential for larger swings and returns, while low volatility indicates a steadier, less variable trajectory.