Dashboard
Historical Performance
64.74 Years Evaluated: 1962-01-02 to 2026-09-29
Portfolio value
Date
Key Performance Metrics
| Metric | SPYSIM | Example Portfolio |
|---|---|---|
| Ending Value | $4.99M | $13.88M |
| Total Contributions | $10,000 | $10,000 |
| Cumulative Return | 49,844.78% | 138,701.33% |
| CAGR | 10.09% | 11.84% |
| MWRR | 10.09% | 11.84% |
| Max Drawdown | -55.19% | -58.36% |
| Average Drawdown | -8.42% | -8.66% |
| Longest Drawdown | 6.57 years | 8.04 years |
| Volatility | 16.57% | 15.91% |
| Sharpe | 0.381 | 0.490 |
| Sortino | 0.533 | 0.674 |
| Calmar | 0.183 | 0.203 |
| Ulcer Index | 13.217 | 13.670 |
| UPI | 0.478 | 0.570 |
| Diversification Ratio | 1.000 | 1.070 |
| Beta | 1.000 | — |
