Accelerating-Dual-Momentum-Monthly-Data
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Start Date1871.01
starts at 1871.01, international equities and gold at 1970.01
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ADMGEMS&P 500EAFE
EAFE Mid/Small
GoldGov Bonds
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Average Annual Return
11.5810.258.598.368.531.903.04
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Volatility16.1816.6119.3920.9021.2314.458.53
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Ratio0.720.620.440.400.400.130.36
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Worst 1 Year-20.77-33.16-58.12-58.12-58.12-42.63-22.21
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Worst 5 Year-6.03-9.00-13.23-13.23-13.23-19.57-10.81
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