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Returns2013
MM20:+55.4%
S&P Midcap 400:+31.6%
Returns2014
MM20:+9.9%
S&P Midcap 400:+8.2%
Returns2015
MM20:-1.1%
S&P Midcap 400:-3.7%
Returns2016
MM20:+28.1%
S&P Midcap 400:+18.7%
Returns2017
MM20:+20.9%
S&P Midcap 400:+14.5%
Returns2018
MM20:+5.5%
S&P Midcap 400:-12.5%
Returns2019
MM20:+17.8%
S&P Midcap 400:+24.1%
Returns2020
MM20:+13.1%
S&P Midcap 400:+11.8%
Returns2021
MM20:+49.7%
S&P Midcap 400:+23.2%
Returns2022
MM20:-3.1%
S&P Midcap 400:-14.5%
Returns2023
MM20:+40.4%
S&P Midcap 400:+14.4%
Returns2024
MM20:-10.0%
S&P Midcap 400:+12.2%
Returns2025
MM20:-1.7%
S&P Midcap 400:-3.1%
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 Midcap 400. 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.