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Hussman Competitive Return



Updated 1 day, 22 hours ago
Portfolio ^SP-500 Instrument
Model Hussman Competitive Return
Period 2000-01-01 — 2025-06-27
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $856,943.28
CAGR % 8.80%
Max % Drawdown (33.71%)
Standard Deviation 3.31%
Annualized Sharpe 0.54
Win Rate % 68.7%
Longest Drawdown 22.8 months
Avg Trades Per Year 2.63
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Updated 1 day, 22 hours ago
Portfolio ^SP-500 Instrument
Model Hussman Competitive Return
Period 1980-01-01 — 2025-06-27
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $20,098,820.52
CAGR % 12.37%
Max % Drawdown (33.79%)
Standard Deviation 3.28%
Annualized Sharpe 0.83
Win Rate % 68.8%
Longest Drawdown 22.8 months
Avg Trades Per Year 2.11
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Updated 1 day, 22 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
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