| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman Interest Rate Timing Model |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $370,232.23 |
| CAGR % | 5.53% |
| Max % Drawdown | (17.25%) |
| Standard Deviation | 1.83% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 69.2% |
| Longest Drawdown | 54.3 months |
| Avg Trades Per Year | 1.07 |
| Updated | 4 days, 22 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman Interest Rate Timing Model |
| Period | 1980-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,062,367.94 |
| CAGR % | 9.70% |
| Max % Drawdown | (17.50%) |
| Standard Deviation | 2.34% |
| Annualized Sharpe | 0.82 |
| Win Rate % | 71.4% |
| Longest Drawdown | 54.3 months |
| Avg Trades Per Year | 0.95 |
| Updated | 4 days, 22 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman Interest Rate Timing Model |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $805,308.38 |
| CAGR % | 7.20% |
| Max % Drawdown | (7.02%) |
| Standard Deviation | 1.54% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 66.7% |
| Longest Drawdown | 25.4 months |
| Avg Trades Per Year | 0.70 |
© Copyright 2013 - 2024
Extrategic Investing, LLC.
All rights reserved.
