BH test

Notes


This is Joe's BH test

How Buy and Hold Invests


Buy and hold is a basic investment strategy. This version buys and holds a basket of stocks or ETF's with target allocations. Holdings are rebalanced to target allocations monthly.

Portfolio


Ticker Allocation
GLD 25.00 %
IWM 25.00 %
TLT 25.00 %
DIS 25.00 %

System Parameters


Strategy Type: Buy and Hold

Lookback: months

Start Date: 2004-11-18

End Date: 2022-01-25

Performance Statistics

Total Return CAGR Max Drawdown Sharpe Calmar Win % Avg. % Win Avg. % Loss Best Period Worst Period
388.27 % 9.73 % -22.27 % 0.95 0.44 65.53 % 2.40 % -2.16 % 9.21 % -13.63 %

Equity Curve

Drawdown

Monthly Returns


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