Global Equity Momentum (GEM) Classic
gem
dual-momentum
equity
global
defensive
monthly
Gary Antonacci's Global Equity Momentum in its textbook form
Jan 1, 2007 — present
·
$10,000 initial
·
updated Jun 13
·
Live
Performance Summary
Total P&L
+$33.6K
Annualised Return
+7.86%
Sharpe Ratio
0.55
Max Drawdown
−33.53%
Feb '20 – Mar '20
Simple Return
+335.84%
Win Rate
70.6%
Profit Factor
5.20
Volatility (Ann.)
16.19%
Period
1 Jan 2007 – Present
Initial Capital
$10K
Final Value
$43.6K
Total Return
+335.84%
Drift Tolerance
—
Rebalance Frequency
Monthly
Equity PerformanceAll Time – Present
vs INDEX:SP:GSPCAlpha +2.2%Beta 0.64Outperformed 67.52% of months
Strategy
Monthly Returns% · green = positive · red = negative
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | +0.99% | -0.08% | +2.80% | +3.80% | +2.36% | -0.32% | -2.29% | -0.63% | +5.31% | +4.24% | -3.62% | -2.98% | +9.5% |
| 2008 | -7.83% | +1.53% | +0.13% | +0.74% | -1.26% | -0.18% | +0.39% | +0.74% | -1.76% | -2.28% | +3.02% | +6.66% | -0.8% |
| 2009 | -1.99% | -1.06% | +1.10% | +0.52% | +0.71% | +0.42% | +1.27% | +1.22% | +1.19% | +0.25% | +3.92% | +0.71% | +8.5% |
| 2010 | -5.06% | +0.27% | +6.38% | -2.80% | -8.53% | -5.17% | +6.83% | -4.50% | +8.95% | +3.82% | 0.00% | +6.68% | +5.1% |
| 2011 | +2.33% | +3.47% | +0.01% | +2.89% | -3.05% | -1.21% | -2.37% | -6.33% | -6.91% | +10.86% | -0.40% | +1.04% | -0.9% |
| 2012 | +4.62% | +4.32% | +3.20% | -0.67% | -5.98% | -2.84% | +0.99% | +2.48% | +2.51% | -1.81% | +0.56% | +0.88% | +8.0% |
| 2013 | +4.66% | -1.29% | +3.16% | +1.91% | -3.35% | -2.68% | +5.45% | -2.99% | +3.16% | +3.45% | +2.14% | +2.59% | +16.9% |
| 2014 | -3.52% | +4.54% | +0.83% | +0.69% | +2.31% | +2.06% | -1.34% | +3.94% | -1.38% | +2.35% | +2.74% | -0.25% | +13.4% |
| 2015 | -2.96% | +5.61% | -1.57% | +0.98% | +1.28% | -2.03% | +2.25% | -6.08% | -2.55% | +0.18% | -1.06% | -1.71% | -7.8% |
| 2016 | -4.93% | +0.90% | +0.87% | -0.44% | +1.70% | +0.35% | +3.65% | +0.12% | +0.01% | -1.73% | +3.68% | +2.03% | +6.1% |
| 2017 | +1.79% | +3.93% | +0.13% | +0.99% | +1.41% | +0.64% | +2.88% | -0.04% | +2.36% | +1.68% | +0.69% | +1.35% | +19.2% |
| 2018 | +5.02% | -4.83% | -0.84% | +1.52% | -1.89% | +0.39% | +3.69% | +3.18% | +0.59% | -6.89% | +1.85% | -8.78% | -7.7% |
| 2019 | +0.87% | -0.11% | +0.94% | +4.06% | -6.34% | +6.91% | +1.50% | -1.66% | +1.93% | +2.20% | +3.60% | +2.89% | +17.4% |
| 2020 | -0.04% | -7.87% | -12.41% | -2.57% | +7.54% | +1.77% | +5.88% | +6.97% | -3.74% | -2.49% | +10.87% | +3.70% | +5.1% |
| 2021 | -1.02% | +2.78% | +4.54% | +5.29% | +0.66% | +2.24% | +2.44% | +2.97% | -4.66% | +7.01% | -0.80% | +4.62% | +28.7% |
| 2022 | -5.27% | -2.95% | +3.76% | -8.77% | +0.23% | -2.01% | +2.54% | -3.04% | -4.14% | -1.28% | +3.81% | -0.87% | -17.3% |
| 2023 | +3.33% | -2.66% | +2.64% | +0.57% | -4.92% | +4.47% | +2.93% | -3.06% | -3.64% | -2.90% | +8.20% | +4.92% | +9.3% |
| 2024 | +1.57% | +5.16% | +3.23% | -3.99% | +5.00% | +3.49% | +1.20% | +2.31% | +2.08% | -0.88% | +5.90% | -2.38% | +24.6% |
| 2025 | +2.66% | -1.26% | -5.52% | -0.86% | +5.78% | +5.55% | -2.02% | +3.35% | +3.51% | +2.35% | +0.81% | +2.71% | +17.8% |
| 2026 | +4.90% | +4.61% | -7.83% | +5.34% | +4.61% | -1.92% | — | — | — | — | — | — | +9.3% |
Holdings
ETF:NYSE_ARCA:SPY$43,022
98.7%+$1,211 (+2.9%)
1 position · $43,022
Insights
Insights generation not implemented yet