Loading Dual Momentum Systems data…
Loading…

DMS | Dual Momentum Systems

Maximizing Risk-Adjusted Returns

Support

Blog

RSS
Loading posts…

FAQ

Loading FAQ…
Loading snapshot…
PLANNING TOOLS PLANNING CALCULATORS
i
Start date must be before end date.
Portfolio Value
Total Return
CAGR
Current MTD
Current Day
Max Drawdown
 
Max DD Recovery
Ulcer Index
Ulcer Perf Index
Alpha (vs bench)
annualized
Beta (vs bench)
 
Correlation (vs bench)
monthly returns

Tiles above are computed from EOM returns. Current MTD and Current Day are live from Yahoo Finance.

Equity Chart
Strategy Benchmark Relative Strength vs Benchmark Logarithmic scale
Drawdown
Allocations & Contribution
Month: current
Show month:
ETF
Series Avg — selected period
ETF

Avg Alloc = time-weighted average over period. Return Contribution = each ETF's share of total strategy return.

Returns
Month Strategy Return Strategy Total Benchmark Return Benchmark Total

Strategy returns sourced from Tiingo. Equity values rebased to $10,000 at the start of the selected period.

Monthly Allocations
Strategies to compare
Filter:

Newest months at top. Current-month allocations for Premium strategies unlock for free users on the 11th. The What-If row projects next month's allocation as if the month ended today (Premium).

Metrics
Strategies to compare
Filter:

All Metrics are computed from EOM returns.

Rolling Returns ?

Correlation Matrix ?

Compare Strategies
Strategies to compare
Filter:

Equity Curve Comparison

Logarithmic scale

Drawdown Comparison
Annual Returns