Something went wrong.
Please reload...

Hussman Competitive Return



Updated 2 days, 14 hours ago
Portfolio ^SP-500 Instrument
Model Hussman Competitive Return
Period 2000-01-01 — 2024-10-11
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $820,258.45
CAGR % 8.87%
Max % Drawdown (33.71%)
Standard Deviation 3.31%
Annualized Sharpe 0.54
Win Rate % 67.7%
Longest Drawdown 22.8 months
Avg Trades Per Year 2.62
Loading...

Updated 2 days, 14 hours ago
Portfolio ^SP-500 Instrument
Model Hussman Competitive Return
Period 1980-01-01 — 2024-10-11
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $19,231,704.12
CAGR % 12.46%
Max % Drawdown (33.79%)
Standard Deviation 3.27%
Annualized Sharpe 0.83
Win Rate % 68.1%
Longest Drawdown 22.8 months
Avg Trades Per Year 2.10
Loading...

Updated 2 days, 14 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
Loading...