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A:
2/1/1985-12/1/2025 9/1/2006-12/1/2025
CAGR 23.8% CAGR 20.5%
Stdev 26.3% Stdev 22.3%
MaxDD(12) -37% MaxDD(12) -37%
Sortino 1.71 Sortino 1.56
Grth \$10K \$60,747,930 Grth \$10K \$362,461
B.
2/1/1985-12/1/2025 9/1/2006-12/1/2025
CAGR 22.3% CAGR 21.9%
Stdev 25.9% Stdev 21.6%
MaxDD(12) -36% MaxDD(12) -24%
Sortino 1.62 Sortino 1.77
Grth \$10K \$37,489,388 Grth \$10K \$456,326
C.
2/1/1985-12/1/2025 9/1/2006-12/1/2025
CAGR 22.8% CAGR 21.9%
Stdev 25.9% Stdev 21.6%
MaxDD(12) -36% MaxDD(12) -24%
Sortino 1.66 Sortino 1.77
Grth \$10K \$43,882,895 Grth \$10K \$451,499
D.
Who cares??? The worst is still DOUBLE the S&P 500, and the maximum drawdowns are all tolerable.
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