Updated | 5 hours ago |
---|---|
Portfolio | ^DJ-CBND Instrument |
Model | Hendrickson Timing Model |
Period | 2000-01-01 — 2024-05-10 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $294,863.61 |
CAGR % | 4.54% |
Max % Drawdown | (11.02%) |
Standard Deviation | 1.37% |
Annualized Sharpe | 0.34 |
Win Rate % | 75.0% |
Longest Drawdown | 35.0 months |
Avg Trades Per Year | 0.82 |
Updated | 5 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Hendrickson Timing Model |
Period | 2000-01-01 — 2024-05-10 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $517,543.91 |
CAGR % | 6.98% |
Max % Drawdown | (13.90%) |
Standard Deviation | 2.22% |
Annualized Sharpe | 0.53 |
Win Rate % | 81.8% |
Longest Drawdown | 28.2 months |
Avg Trades Per Year | 0.45 |
Updated | 5 hours ago |
---|---|
Portfolio | ^DJ-CBND Instrument |
Model | Hendrickson Timing Model |
Period | 1980-01-01 — 2024-05-10 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $3,207,465.89 |
CAGR % | 8.13% |
Max % Drawdown | (11.02%) |
Standard Deviation | 1.49% |
Annualized Sharpe | 0.97 |
Win Rate % | 77.8% |
Longest Drawdown | 35.0 months |
Avg Trades Per Year | 0.61 |
Updated | 5 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Hendrickson Timing Model |
Period | 1980-01-01 — 2024-05-10 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $7,744,708.49 |
CAGR % | 10.30% |
Max % Drawdown | (13.90%) |
Standard Deviation | 2.64% |
Annualized Sharpe | 0.80 |
Win Rate % | 77.3% |
Longest Drawdown | 28.2 months |
Avg Trades Per Year | 0.50 |
Updated | 5 hours ago |
---|---|
Portfolio | ^DJ-CBND Instrument |
Model | Hendrickson Timing Model |
Period | 1950-01-01 — 1979-12-31 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $565,146.88 |
CAGR % | 5.94% |
Max % Drawdown | (3.43%) |
Standard Deviation | 0.87% |
Annualized Sharpe | 0.95 |
Win Rate % | 90.0% |
Longest Drawdown | 13.7 months |
Avg Trades Per Year | 0.33 |
Updated | 5 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Hendrickson Timing Model |
Period | 1950-01-01 — 1979-12-31 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $1,307,093.04 |
CAGR % | 8.95% |
Max % Drawdown | (11.23%) |
Standard Deviation | 2.17% |
Annualized Sharpe | 0.79 |
Win Rate % | 76.5% |
Longest Drawdown | 29.7 months |
Avg Trades Per Year | 0.57 |