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Returns2013
US20:+48.2%
S&P 500 Pure Value:+45.4%
Returns2014
US20:+23.9%
S&P 500 Pure Value:+10.2%
Returns2015
US20:-8.1%
S&P 500 Pure Value:-10.2%
Returns2016
US20:+24.1%
S&P 500 Pure Value:+16.6%
Returns2017
US20:+30.4%
S&P 500 Pure Value:+15.1%
Returns2018
US20:-6.6%
S&P 500 Pure Value:-14.2%
Returns2019
US20:+42.0%
S&P 500 Pure Value:+22.0%
Returns2020
US20:+37.0%
S&P 500 Pure Value:-11.4%
Returns2021
US20:+29.4%
S&P 500 Pure Value:+31.3%
Returns2022
US20:-2.7%
S&P 500 Pure Value:-3.3%
Returns2023
US20:+54.7%
S&P 500 Pure Value:+5.3%
Returns2024
US20:+19.8%
S&P 500 Pure Value:+9.8%
Returns2025
US20:+14.8%
S&P 500 Pure Value:+10.4%
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 500 Pure Value. 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.