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Fabian



Updated 6 hours ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 2000-01-01 — 2021-06-11
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $535,837.30
CAGR % 8.15%
Max % Drawdown (14.95%)
Standard Deviation 2.49%
Annualized Sharpe 0.61
Win Rate % 71.4%
Longest Drawdown 36.4 months
Avg Trades Per Year 0.65
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Updated 6 hours ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 2000-01-01 — 2021-06-11
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $90,794.76
CAGR % (0.45%)
Max % Drawdown (64.49%)
Standard Deviation 3.50%
Annualized Sharpe (0.22)
Win Rate % 73.3%
Longest Drawdown 247.1 months
Avg Trades Per Year 0.70
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Updated 6 hours ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 1980-01-01 — 2021-06-11
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $8,368,457.70
CAGR % 11.27%
Max % Drawdown (17.41%)
Standard Deviation 2.90%
Annualized Sharpe 0.82
Win Rate % 81.5%
Longest Drawdown 61.4 months
Avg Trades Per Year 0.65
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Updated 6 hours ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 1980-01-01 — 2021-06-11
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $242,923.82
CAGR % 2.16%
Max % Drawdown (64.70%)
Standard Deviation 3.12%
Annualized Sharpe (0.02)
Win Rate % 81.5%
Longest Drawdown 247.1 months
Avg Trades Per Year 0.65
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Updated 6 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 6 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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