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Fabian



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
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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
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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
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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
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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
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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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