Strategy comparison
Choose strategies, period and costs. The curves are recalculated instantly with real data and all start at 100 on the same date.
10 bp = 0.10% of the amount traded.
Subtracted from the return each year.
Growth of $100
Period: . Total return before taxes.
Drawdowns from peak
Summary
| Strategy | Total | CAGR | Volatility | Max drawdown | Sharpe |
|---|
Sharpe is calculated on the excess return over 1-3 month Treasury bills (BIL). Monthly data. Strategies with a shorter history limit the common period.
Educational and informational content. It is not investment advice or a personal recommendation. The results shown are historical simulations (backtests) using US-listed ETFs; past performance does not guarantee future results and you may lose some or all of the capital invested. Real returns will depend on your costs, taxes, currency and execution timing.