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Fabian



Updated 10 hours ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 2000-01-01 — 2019-06-14
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $401,309.21
CAGR % 7.41%
Max % Drawdown (11.96%)
Standard Deviation 2.34%
Annualized Sharpe 0.56
Win Rate % 69.2%
Longest Drawdown 36.4 months
Avg Trades Per Year 0.67
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Updated 10 hours ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 2000-01-01 — 2019-06-14
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $79,955.23
CAGR % (1.14%)
Max % Drawdown (64.49%)
Standard Deviation 3.45%
Annualized Sharpe (0.28)
Win Rate % 71.4%
Longest Drawdown 223.2 months
Avg Trades Per Year 0.72
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Updated 10 hours ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 1980-01-01 — 2019-06-14
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $6,248,186.50
CAGR % 11.05%
Max % Drawdown (17.41%)
Standard Deviation 2.86%
Annualized Sharpe 0.81
Win Rate % 80.8%
Longest Drawdown 61.4 months
Avg Trades Per Year 0.66
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Updated 10 hours ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 1980-01-01 — 2019-06-14
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $213,740.47
CAGR % 1.94%
Max % Drawdown (64.70%)
Standard Deviation 3.07%
Annualized Sharpe (0.04)
Win Rate % 80.8%
Longest Drawdown 223.2 months
Avg Trades Per Year 0.66
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Updated 10 hours ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 1950-01-01 — 1979-12-31
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $1,694,615.23
CAGR % 9.89%
Max % Drawdown (13.91%)
Standard Deviation 2.46%
Annualized Sharpe 0.81
Win Rate % 66.7%
Longest Drawdown 35.6 months
Avg Trades Per Year 0.70
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Updated 10 hours ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 1950-01-01 — 1979-12-31
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $237,606.61
CAGR % 2.93%
Max % Drawdown (44.88%)
Standard Deviation 3.01%
Annualized Sharpe 0.04
Win Rate % 81.0%
Longest Drawdown 82.4 months
Avg Trades Per Year 0.70
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