Historical Alphament Portfolio Performance (2011 - 2020)
Important Disclosures and Assumptions
- Annual charts shown are based on the previous 260 trading days before the last day of the calendar year, i.e., each chart shows more than 365 calendar days.
- Annual return numbers shown under each chart is based on 253 trading days for the year.
- The Alphament Strategy result (blue line) is compared to the buy-and-hold benchmark (yellow line) for the same underlying trading security (TQQQ is used as an example).
- Each trade triggered by the BB-Sigma Index 50% crossing is assumed to have the trade order promptly executed at the opening price on the day when the signal is given.
2020 Return: 239.84% Alphament Strategy vs. 101.89% TQQQ
How many months avoided/reduced Drawdown Risk: 4
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2019 Return: 143.54% Alphament Strategy vs. 155.08% TQQQ
How many months avoided/reduced Drawdown Risk: 2
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2018 Return: 24.66% Alphament Strategy vs. -23.81% TQQQ
How many months avoided/reduced Drawdown Risk: 5
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2017 Return: 100.19% Alphament Strategy vs. 112.91% TQQQ
How many months avoided/reduced Drawdown Risk: 1
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2016 Return: 78.25% Alphament Strategy vs. 19.70% TQQQ
How many months avoided/reduced Drawdown Risk: 3 (-1)
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2015 Return: 66.18% Alphament Strategy vs. 23.76% TQQQ
How many months avoided/reduced Drawdown Risk: 4 (-2)
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2014 Return: 95.41% Alphament Strategy vs. 64.38% TQQQ
How many months avoided/reduced Drawdown Risk: 6
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2013 Return: 78.72% Alphament Strategy vs. 122.49% TQQQ
How many months avoided/reduced Drawdown Risk: 2 (-1)
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2012 Return: 147.01% Alphament Strategy vs. 52.28% TQQQ
How many months avoided/reduced Drawdown Risk: 4
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2011 Return: 88.61% Alphament Strategy vs. -11.88% TQQQ
How many months avoided/reduced Drawdown Risk: 6
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