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Hendrickson Timing Model



Updated 6 days, 1 hour ago
Portfolio ^DJ-CBND Instrument
Model Hendrickson Timing Model
Period 2000-01-01 — 2019-01-11
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $241,809.16
CAGR % 4.75%
Max % Drawdown (11.02%)
Standard Deviation 1.24%
Annualized Sharpe 0.41
Win Rate % 76.9%
Longest Drawdown 21.3 months
Avg Trades Per Year 0.68
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Updated 6 days, 1 hour ago
Portfolio ^SP-500 Instrument
Model Hendrickson Timing Model
Period 2000-01-01 — 2019-01-11
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $310,695.15
CAGR % 6.14%
Max % Drawdown (13.90%)
Standard Deviation 1.97%
Annualized Sharpe 0.47
Win Rate % 77.8%
Longest Drawdown 26.5 months
Avg Trades Per Year 0.47
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Updated 6 days, 1 hour ago
Portfolio ^DJ-CBND Instrument
Model Hendrickson Timing Model
Period 1980-01-01 — 2019-01-11
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $2,630,251.02
CAGR % 8.74%
Max % Drawdown (11.02%)
Standard Deviation 1.44%
Annualized Sharpe 1.11
Win Rate % 80.0%
Longest Drawdown 21.3 months
Avg Trades Per Year 0.51
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Updated 6 days, 1 hour ago
Portfolio ^SP-500 Instrument
Model Hendrickson Timing Model
Period 1980-01-01 — 2019-01-11
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $4,632,983.21
CAGR % 10.33%
Max % Drawdown (13.90%)
Standard Deviation 2.59%
Annualized Sharpe 0.81
Win Rate % 75.0%
Longest Drawdown 26.5 months
Avg Trades Per Year 0.51
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Updated 6 days, 1 hour ago
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
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Updated 6 days, 1 hour 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
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