Year | Long Backtest Total Return | S&P Growth Index Total Return | Long Backtest Excess Return |
1996 | 35.247.715.400,00% | 23.966.636.523.429.600,00% | 11.281.078.876.570.400,00% |
1997 | 25.003.718.643.220.900,00% | 36.530.087.460.897.300,00% | -11.526.368.817.676.400,00% |
1998 | 48.741.025.615.050.700,00% | 42.155.526.285.944.800,00% | 658.549.932.910.588,00% |
1999 | 10.592.911.731.700.700,00% | 28.246.557.708.786.100,00% | 77.682.559.608.220.800,00% |
2000 | 40.704.987.962.039.600,00% | -22.078.924.735.531.600,00% | 62.783.912.697.571.100,00% |
2001 | 235.105.437.276.861,00% | -12.733.286.234.743.200,00% | 15.084.340.607.511.800,00% |
2002 | 128.856.780.335.298,00% | -23.586.620.472.546.400,00% | 24.875.188.275.899.400,00% |
2003 | 49.272.603.994.281.800,00% | 25.657.754.779.687.100,00% | 23.614.849.214.594.700,00% |
2004 | 17.527.559.515.188.500,00% | 613.296.739.496.798,00% | 11.394.592.120.220.500,00% |
2005 | 45.211.089.725.095.900,00% | 400.271.721.666.372,00% | 41.208.372.508.432.100,00% |
2006 | 11.105.801.861.463.200,00% | 11.005.713.381.074.900,00% | 10.008.848.038.836,10% |
2007 | 35.622.756.174.280.300,00% | 912.694.179.940.621,00% | 26.495.814.374.874.100,00% |
2008 | -34.065.332.639.027.600,00% | -34.921.232.601.289.400,00% | 8.558.999.622.618,30% |
2009 | 39.218.517.651.169.900,00% | 31.571.064.379.339.100,00% | 764.745.327.183.087,00% |
2010 | 17.943.292.816.243.500,00% | 15.050.232.472.133.400,00% | 289.306.034.411.014,00% |
2011 | -170.453.776.363.954,00% | 465.472.327.398.269,00% | -635.926.103.762.222,00% |
2012 | 17.664.290.837.282.900,00% | 1.461.088.928.773.700,00% | 305.340.154.954.588,00% |
2013 | 37.624.073.795.800.500,00% | 32.753.480.997.869.900,00% | 487.059.279.793.065,00% |
2014 | 667.446.558.642.366,00% | 14.891.012.233.563.600,00% | -821.654.664.713.993,00% |
2015 | 10.224.825.512.762.600,00% | 552.462.480.048.121,00% | 470.020.071.228.141,00% |
2016 | 12.040.939.049.396.100,00% | 637.923.314.724.946,00% | 566.170.590.214.661,00% |
Average Linked Annual Ret. | 22.460.157.188.657.100,00% | 827.707.820.961.112,00% | 1.418.307.897.904.600,00% |
Average Annual Return | 24.934.596.820.483.900,00% | 10.425.719.004.719.200,00% | 14.508.877.815.764.700,00% |
Longitudinal Std.Dev. | 27.648.120.581.021.600,00% | 20.453.788.492.830.700,00% | 22.423.134.297.226.900,00% |
Sharpe Ratio (20-yr) | 840.731.950.060.998,00 | 678.847.084.898.949,00 | 45.545.287.526.482,00 |
T-Stat for the Mean Return | 393.109.496.972.556,00 | 222.182.093.900.361,00 | 282.042.337.814.116,00 |
Probability Total (Excess) Ret < 0 | 31.637.117.949.819.400,00% | 19.482.447.298.766.900,00% | 24.089.698.821.638.700,00% |