SphinxRisk

Any twelve months

The best and worst year this portfolio had, whichever day you started counting.

In the demo portfolio -34.5% to +80.8%

How it is computed here

Every rolling window of 252 sessions, not just January to December.

Worked example

  1. Every 12-month window in the history: 1,309 of them, each starting one session later.
  2. Worst -34.5%, median +9.7%, best +80.8%.
  3. 29% of those twelve-month windows lost money.

Demo portfolio: four invented companies, generated prices, measured by the real engine. Past returns do not predict future ones.

Where it misleads

The 1st of January has no financial meaning — it is an administrative cut. The worst stretch a portfolio ever had almost never starts there, so a table of calendar years hides it.

How did it do?