Updated | 6 days, 10 hours ago |
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Portfolio | ^SP-500 Instrument |
Model | Hussman Competitive Return |
Period | 2000-01-01 — 2024-12-13 |
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Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $855,306.73 |
CAGR % | 8.99% |
Max % Drawdown | (33.71%) |
Standard Deviation | 3.31% |
Annualized Sharpe | 0.55 |
Win Rate % | 67.7% |
Longest Drawdown | 22.8 months |
Avg Trades Per Year | 2.61 |
Updated | 6 days, 10 hours ago |
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Portfolio | ^SP-500 Instrument |
Model | Hussman Competitive Return |
Period | 1980-01-01 — 2024-12-13 |
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Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $20,057,803.13 |
CAGR % | 12.52% |
Max % Drawdown | (33.79%) |
Standard Deviation | 3.28% |
Annualized Sharpe | 0.84 |
Win Rate % | 68.1% |
Longest Drawdown | 22.8 months |
Avg Trades Per Year | 2.09 |
Updated | 6 days, 10 hours ago |
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Portfolio | ^SP-500 Instrument |
Model | Hussman Competitive Return |
Period | 1950-01-01 — 1979-12-31 |
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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 |