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Returns2013
IT15:+47.8%
S&P 500:+29.6%
Returns2014
IT15:+24.7%
S&P 500:+11.4%
Returns2015
IT15:+22.4%
S&P 500:-0.7%
Returns2016
IT15:+36.6%
S&P 500:+9.5%
Returns2017
IT15:+42.3%
S&P 500:+19.4%
Returns2018
IT15:-2.6%
S&P 500:-6.2%
Returns2019
IT15:+62.6%
S&P 500:+28.9%
Returns2020
IT15:+58.4%
S&P 500:+16.3%
Returns2021
IT15:+44.5%
S&P 500:+26.9%
Returns2022
IT15:-27.7%
S&P 500:-19.4%
Returns2023
IT15:+28.9%
S&P 500:+24.2%
Returns2024
IT15:+42.7%
S&P 500:+23.3%
Returns2025
IT15:+16.8%
S&P 500:+10.0%
The total percentage change (either gain or loss) in the portfolio's value during the backtest period.
Shows how the portfolio's returns compare to the S&P 500. Positive numbers indicate the portfolio outperformed the index, while negative ones suggest underperformance.
Represents the portfolio's average annualized return, given as a percentage. It illustrates yearly performance irrespective of the total backtest duration.
This metric gauges the portfolio's return relative to the risk taken to achieve it. A higher Sharpe ratio is better, signaling more return per unit of risk.
This rates the portfolio's volatility or likelihood of large value changes. High volatility means potential for larger swings and returns, while low volatility indicates a steadier, less variable trajectory.