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STRATEGY LAB

Would Graham Have Won?

Test Benjamin Graham’s value investing rules against 5 years of simulated SET50 history. Compare strategy returns against buy-and-hold, and study the equity curve and drawdown profile.

P/E ≤ 15, P/B ≤ 1.5, MOS > 0
STARTING CAPITAL฿1,000,000
STRATEGY RETURN
-27.5%
SET50 B&H
+17.7%
ALPHA
-45.2%
ANNUALIZED
-6.2%
MAX DRAWDOWN
28%
WIN RATE
7%
EQUITY CURVE · 5 YEARS
STRATEGY SUMMARY
Starting Capital฿1,000,000
Final Capital฿724,667
Portfolio Rebalances9
Positive Months7%
Past performance does not guarantee future results. This backtest uses simulated historical data and simplified rebalance logic. Real-world returns would differ due to transaction costs, taxes, slippage, and market impact.