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Fabian



Updated 16 hours ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 2000-01-01 — 2025-07-04
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $674,169.28
CAGR % 7.77%
Max % Drawdown (14.95%)
Standard Deviation 2.50%
Annualized Sharpe 0.57
Win Rate % 65.0%
Longest Drawdown 36.4 months
Avg Trades Per Year 0.78
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Updated 16 hours ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 2000-01-01 — 2025-07-04
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $118,791.94
CAGR % 0.68%
Max % Drawdown (64.49%)
Standard Deviation 3.55%
Annualized Sharpe (0.12)
Win Rate % 75.0%
Longest Drawdown 277.4 months
Avg Trades Per Year 0.78
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Updated 16 hours ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 1980-01-01 — 2025-07-04
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $10,527,572.59
CAGR % 10.78%
Max % Drawdown (17.41%)
Standard Deviation 2.87%
Annualized Sharpe 0.78
Win Rate % 75.8%
Longest Drawdown 61.4 months
Avg Trades Per Year 0.73
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Updated 16 hours ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 1980-01-01 — 2025-07-04
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $321,219.68
CAGR % 2.60%
Max % Drawdown (64.70%)
Standard Deviation 3.21%
Annualized Sharpe 0.02
Win Rate % 81.2%
Longest Drawdown 277.2 months
Avg Trades Per Year 0.70
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Updated 16 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 16 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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