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Fabian



Updated 4 days, 8 hours ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 2000-01-01 — 2024-04-12
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $591,069.84
CAGR % 7.59%
Max % Drawdown (14.95%)
Standard Deviation 2.49%
Annualized Sharpe 0.55
Win Rate % 63.2%
Longest Drawdown 36.4 months
Avg Trades Per Year 0.78
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Updated 4 days, 8 hours ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 2000-01-01 — 2024-04-12
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $108,204.18
CAGR % 0.33%
Max % Drawdown (64.49%)
Standard Deviation 3.61%
Annualized Sharpe (0.15)
Win Rate % 75.0%
Longest Drawdown 277.4 months
Avg Trades Per Year 0.82
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Updated 4 days, 8 hours ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 1980-01-01 — 2024-04-12
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $9,229,571.12
CAGR % 10.76%
Max % Drawdown (17.41%)
Standard Deviation 2.88%
Annualized Sharpe 0.78
Win Rate % 75.0%
Longest Drawdown 61.4 months
Avg Trades Per Year 0.72
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Updated 4 days, 8 hours ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 1980-01-01 — 2024-04-12
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $290,779.87
CAGR % 2.44%
Max % Drawdown (64.70%)
Standard Deviation 3.23%
Annualized Sharpe 0.01
Win Rate % 81.2%
Longest Drawdown 277.2 months
Avg Trades Per Year 0.72
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Updated 4 days, 8 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 4 days, 8 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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