| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Hussman Competitive Return |
| Period | 2000-01-01 — 2026-03-20 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $938,135.81 |
| CAGR % | 8.92% |
| Max % Drawdown | (33.71%) |
| Standard Deviation | 3.28% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 69.1% |
| Longest Drawdown | 22.8 months |
| Avg Trades Per Year | 2.59 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Hussman Competitive Return |
| Period | 1980-01-01 — 2026-03-20 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $22,021,447.85 |
| CAGR % | 12.38% |
| Max % Drawdown | (33.79%) |
| Standard Deviation | 3.26% |
| Annualized Sharpe | 0.83 |
| Win Rate % | 69.1% |
| Longest Drawdown | 22.8 months |
| Avg Trades Per Year | 2.10 |
| Updated | 2 days, 20 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 |