CAGR
  From       To     yrs  HIGH-LOW
19880302  19991231  12      22       test data
19991231  20241107  25      16     post-discovery
19880302  20241107  37      18         overall
 
19880302  19980302  10      23     rolling 10-yr
19941104  20041105  10      20     rolling 10-yr
20041105  20141107  10      13     rolling 10-yr
20141107  20241107  10      18     rolling 10-yr

  Screen    CAGR  GSD  MDD    From       To     yrs  count
GscoreAll   6.0   27   -74  19880302  20241107  37   1053
GscoreHigh  13.4  22   -57  19880302  20241107  37    154
GscoreLow   -4.1  32   -89  19880302  20241107  37    134
 
GscoreAll   9.4   22   -41  19880302  19991231  12   1215
GscoreHigh  20.0  19   -31  19880302  19991231  12    170
GscoreLow   -1.9  26   -68  19880302  19991231  12    169
 
GscoreAll     4   28   -74  19991231  20241107  25    975
GscoreHigh   10   23   -57  19991231  20241107  25    146
GscoreLow    -5   34   -89  19991231  20241107  25    117
 
GscoreAll     7   26   -50  20141107  20241107  10    854
GscoreHigh   14   21   -35  20141107  20241107  10    146
GscoreLow    -3   33   -73  20141107  20241107  10    106
 
GscoreAll     7   24   -62  20041105  20141107  10    967
GscoreHigh   12   20   -51  20041105  20141107  10    131
GscoreLow    -1   29   -72  20041105  20141107  10    109
 
GscoreAll     5   33   -74  19941104  20041105  10   1333
GscoreHigh   15   27   -57  19941104  20041105  10    190
GscoreLow    -5   39   -84  19941104  20041105  10    170
 
GscoreAll     6   19   -33  19880302  19980302  10   1176
GscoreHigh   18   18   -26  19880302  19980302  10    164
GscoreLow    -5   22   -57  19880302  19980302  10    164