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Hussman Competitive Return



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
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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
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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
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