Something went wrong.
Please reload...

Fabian



Updated 3 days ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 2000-01-01 — 2022-07-01
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $520,886.72
CAGR % 7.61%
Max % Drawdown (14.95%)
Standard Deviation 2.53%
Annualized Sharpe 0.54
Win Rate % 64.7%
Longest Drawdown 36.4 months
Avg Trades Per Year 0.76
Loading...

Updated 3 days ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 2000-01-01 — 2022-07-01
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $85,736.86
CAGR % (0.68%)
Max % Drawdown (64.49%)
Standard Deviation 3.49%
Annualized Sharpe (0.24)
Win Rate % 76.5%
Longest Drawdown 259.8 months
Avg Trades Per Year 0.76
Loading...

Updated 3 days ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 1980-01-01 — 2022-07-01
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $8,132,648.26
CAGR % 10.90%
Max % Drawdown (17.41%)
Standard Deviation 2.91%
Annualized Sharpe 0.79
Win Rate % 76.7%
Longest Drawdown 61.4 months
Avg Trades Per Year 0.71
Loading...

Updated 3 days ago
Portfolio ^SP-500 Instrument
Model Fabian
Period 1980-01-01 — 2022-07-01
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $228,854.57
CAGR % 1.97%
Max % Drawdown (64.70%)
Standard Deviation 3.13%
Annualized Sharpe (0.04)
Win Rate % 82.8%
Longest Drawdown 259.8 months
Avg Trades Per Year 0.68
Loading...

Updated 3 days 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
Loading...

Updated 3 days 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
Loading...