- Dates: 01/02/2015 to 12/31/2019
- Initial Portfolio Value: $ 100,000 – End Portfolio Value: $ 375,350
- Sharpe Ratio: 1.88 (risk free rate: 1.92% – 10 year treasury yield)
- Average Return (Strategy): 31.23%
- Standard Deviation (Strategy): 15.63%
- Strategy Total Return (no dividends): 275.35%
- Buy and Hold Total Return (no dividends): 151.40%
- VOO (S&P 500 ETF) Total Return: 61.63%
To see detailed strategy implementation, variable values and graphical representation buy the full report. We do not provide the formulas to calculate the indicator as it is public knowledge.
Thank you for your interest!