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Returns2013
DOW10:+31.6%
Dow Jones Industrial Average:+26.5%
Returns2014
DOW10:+19.8%
Dow Jones Industrial Average:+7.5%
Returns2015
DOW10:+1.8%
Dow Jones Industrial Average:-2.2%
Returns2016
DOW10:+24.5%
Dow Jones Industrial Average:+13.4%
Returns2017
DOW10:+37.4%
Dow Jones Industrial Average:+25.1%
Returns2018
DOW10:+10.5%
Dow Jones Industrial Average:-5.6%
Returns2019
DOW10:+30.1%
Dow Jones Industrial Average:+22.3%
Returns2020
DOW10:+18.7%
Dow Jones Industrial Average:+7.2%
Returns2021
DOW10:+37.3%
Dow Jones Industrial Average:+18.7%
Returns2022
DOW10:-12.9%
Dow Jones Industrial Average:-8.8%
Returns2023
DOW10:+28.1%
Dow Jones Industrial Average:+13.7%
Returns2024
DOW10:+5.5%
Dow Jones Industrial Average:+12.9%
Returns2025
DOW10:+0.1%
Dow Jones Industrial Average:-0.5%
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 Dow Jones Industrial Average. 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.