Първоначално изпратено от pipbel
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Years | 40.03 | ||||
CAGR | 5.64% | ||||
Starting Capital | 10,000 | ||||
Ending Capital | 89,889 | ||||
Total Return | 798.89% | ||||
Max Drawdown | 70.26% (1980-01-21 - 1999-07-20) | ||||
DD > 10% Count | 83 | ||||
Annualized Std. Dev | 17.51% | ||||
Sharpe Ratio | 0.03 |
Years | 40.03 | ||||
CAGR | 10.54% | ||||
Starting Capital | 10,000 | ||||
Ending Capital | 552,278 | ||||
Total Return | 5422.78% | ||||
Max Drawdown | 55.31% (2007-10-09 - 2009-03-09) | ||||
DD > 10% Count | 47 | ||||
Annualized Std. Dev | 14.33% | ||||
Sharpe Ratio | 0.38 |
Years | 15.01 | ||||
CAGR | -2.24% | ||||
Starting Capital | 10,000 | ||||
Ending Capital | 7,113 | ||||
Total Return | -28.87% | ||||
Max Drawdown | 49.41% (1987-12-14 - 1999-07-20) | ||||
DD > 10% Count | 18 | ||||
Annualized Std. Dev | 11.75% | ||||
Sharpe Ratio | -0.67 |
Years | 40.03 | ||||
CAGR | 5.64% | ||||
Starting Capital | 10,000 | ||||
Ending Capital | 89,889 | ||||
Total Return | 798.89% | ||||
Max Drawdown | 70.26% (1980-01-21 - 1999-07-20) | ||||
DD > 10% Count | 83 | ||||
Annualized Std. Dev | 17.51% | ||||
Sharpe Ratio | 0.03 |
Years | 40.03 | ||||
CAGR | 10.54% | ||||
Starting Capital | 10,000 | ||||
Ending Capital | 552,278 | ||||
Total Return | 5422.78% | ||||
Max Drawdown | 55.31% (2007-10-09 - 2009-03-09) | ||||
DD > 10% Count | 47 | ||||
Annualized Std. Dev | 14.33% | ||||
Sharpe Ratio | 0.38 |
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