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Portfolio Backtest









Symbol Weight
 
 
 
 
 

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Model Results
ModelSPY
CAGR4.4710.42
Max Drawdown-29.76-33.72
Std Deviation11.5821.34
Ulcer Index10.929.83
Sharpe Ratio0.260.42
Sortino Ratio0.360.58
Martin Ratio0.280.91
Run from 2018-05-31 to 2023-05-31






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