Absolute Momentum
Updated —
US Large Absolute Momentum
Holds US large-cap stocks only when they show positive absolute momentum and are in a confirmed uptrend. Moves to cash in bear markets. Rebalances weekly.
10 YEAR CAGR
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10-Year Annualised Return
10 Year CAGR
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Annualised · last 10 years
10Y Max Drawdown
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Peak to trough · last 10 years
10Y Sharpe Ratio
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Risk-adjusted · last 10 years
10 Years Return
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Total return · last 10 years
Portfolio Performance
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Portfolio: —
SP500: —
DD: —
Portfolio
SP500
Drawdown from Peak
Strategy Details
Strategy
Absolute Momentum
Universe
US_Large
Positions
10 stocks
Rebalancing
Weekly — Every Monday
Current Holdings
View Holdings →Current portfolio positions are available to members. Last rebalanced: — · Next: —
Annual Returns
Portfolio
SP500
Period Returns
| Period | Total Return | CAGR |
|---|---|---|
| 1 Year | — | — |
| 3 Years | — | — |
| 5 Years | — | — |
| 10 Years | — | — |
| Since Inception | — | — |
| Calmar Ratio | — | |
Year-by-Year Results
vs SP500| Year | Portfolio | SP500 | Alpha |
|---|
Investment Calculator
If you invested
$
at the start of the selected period
Portfolio Value
$10,000
+0.0%
SP500 Value
$10,000
+0.0%