Updated | 1 day, 4 hours ago |
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Portfolio | ^DJ-CBND Instrument |
Model | Hendrickson Timing Model |
Period | 2000-01-01 — 2025-04-21 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $290,890.11 |
CAGR % | 4.31% |
Max % Drawdown | (11.02%) |
Standard Deviation | 1.38% |
Annualized Sharpe | 0.29 |
Win Rate % | 69.6% |
Longest Drawdown | 35.0 months |
Avg Trades Per Year | 0.91 |
Updated | 1 day, 4 hours ago |
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Portfolio | ^SP-500 Instrument |
Model | Hendrickson Timing Model |
Period | 2000-01-01 — 2025-04-21 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $509,095.85 |
CAGR % | 6.65% |
Max % Drawdown | (19.02%) |
Standard Deviation | 2.40% |
Annualized Sharpe | 0.46 |
Win Rate % | 75.0% |
Longest Drawdown | 30.9 months |
Avg Trades Per Year | 0.47 |
Updated | 1 day, 4 hours ago |
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Portfolio | ^DJ-CBND Instrument |
Model | Hendrickson Timing Model |
Period | 1980-01-01 — 2025-04-21 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $3,164,019.96 |
CAGR % | 7.92% |
Max % Drawdown | (11.02%) |
Standard Deviation | 1.49% |
Annualized Sharpe | 0.93 |
Win Rate % | 73.3% |
Longest Drawdown | 35.0 months |
Avg Trades Per Year | 0.66 |
Updated | 1 day, 4 hours ago |
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Portfolio | ^SP-500 Instrument |
Model | Hendrickson Timing Model |
Period | 1980-01-01 — 2025-04-21 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $7,613,473.28 |
CAGR % | 10.04% |
Max % Drawdown | (19.20%) |
Standard Deviation | 2.72% |
Annualized Sharpe | 0.75 |
Win Rate % | 73.9% |
Longest Drawdown | 31.0 months |
Avg Trades Per Year | 0.51 |
Updated | 1 day, 4 hours ago |
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Portfolio | ^DJ-CBND Instrument |
Model | Hendrickson Timing Model |
Period | 1950-01-01 — 1979-12-31 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $565,146.88 |
CAGR % | 5.94% |
Max % Drawdown | (3.43%) |
Standard Deviation | 0.87% |
Annualized Sharpe | 0.95 |
Win Rate % | 90.0% |
Longest Drawdown | 13.7 months |
Avg Trades Per Year | 0.33 |
Updated | 1 day, 4 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Hendrickson Timing Model |
Period | 1950-01-01 — 1979-12-31 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $1,307,093.04 |
CAGR % | 8.95% |
Max % Drawdown | (11.23%) |
Standard Deviation | 2.17% |
Annualized Sharpe | 0.79 |
Win Rate % | 76.5% |
Longest Drawdown | 29.7 months |
Avg Trades Per Year | 0.57 |