| Updated | 6 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Fabian |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $398,049.51 |
| CAGR % | 7.53% |
| Max % Drawdown | (11.96%) |
| Standard Deviation | 2.30% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 69.2% |
| Longest Drawdown | 36.4 months |
| Avg Trades Per Year | 0.68 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Fabian |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $72,036.93 |
| CAGR % | (1.71%) |
| Max % Drawdown | (64.49%) |
| Standard Deviation | 3.45% |
| Annualized Sharpe | (0.33) |
| Win Rate % | 69.2% |
| Longest Drawdown | 218.1 months |
| Avg Trades Per Year | 0.68 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Fabian |
| Period | 1980-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,197,427.05 |
| CAGR % | 11.15% |
| Max % Drawdown | (17.41%) |
| Standard Deviation | 2.84% |
| Annualized Sharpe | 0.82 |
| Win Rate % | 80.8% |
| Longest Drawdown | 61.4 months |
| Avg Trades Per Year | 0.67 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Fabian |
| Period | 1980-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $191,203.77 |
| CAGR % | 1.67% |
| Max % Drawdown | (64.70%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | (0.07) |
| Win Rate % | 80.0% |
| Longest Drawdown | 218.1 months |
| Avg Trades Per Year | 0.64 |
| Updated | 6 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 |
| Updated | 6 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 |
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