| Updated | 4 days, 17 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Hussman Competitive Return |
| Period | 2000-01-01 — 2026-05-29 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $943,719.07 |
| CAGR % | 8.87% |
| Max % Drawdown | (33.71%) |
| Standard Deviation | 3.27% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 69.1% |
| Longest Drawdown | 22.8 months |
| Avg Trades Per Year | 2.58 |
| Updated | 4 days, 17 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Hussman Competitive Return |
| Period | 1980-01-01 — 2026-05-29 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $22,152,507.27 |
| CAGR % | 12.34% |
| Max % Drawdown | (33.79%) |
| Standard Deviation | 3.25% |
| Annualized Sharpe | 0.83 |
| Win Rate % | 69.1% |
| Longest Drawdown | 22.8 months |
| Avg Trades Per Year | 2.09 |
| Updated | 4 days, 17 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Hussman Competitive Return |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,421,050.12 |
| CAGR % | 11.21% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.21% |
| Annualized Sharpe | 1.04 |
| Win Rate % | 66.7% |
| Longest Drawdown | 24.5 months |
| Avg Trades Per Year | 1.60 |