| CPPI | S&P 500 | |
|---|---|---|
| CAGR (Median) | 2.97% | 9.29% |
| Terminal Wealth (Median) | 103.0 | 109.3 |
| Volatility (Median) | 1.23% | 13.88% |
| Max Drawdown | -1.06% | -69.86% |
| % of Periods Below Initial Wealth | ||
| % of Periods Below Risk-Free |
The following parameters were used for the CPPI simulations:
| Rebalancing Frequency | Quarterly (every 3 months) |
| Risk-Free Rate | 2.8% per year (fixed) |
| Risk-Free Rate Interest Payments | Paid at the end of each rebalancing period |