Updated | 5 days, 3 hours ago |
---|---|
Portfolio | ^DJ-CBND Instrument |
Model | Hendrickson Timing Model |
Period | 2000-01-01 — 2024-03-22 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $301,741.53 |
CAGR % | 4.67% |
Max % Drawdown | (11.02%) |
Standard Deviation | 1.36% |
Annualized Sharpe | 0.36 |
Win Rate % | 73.7% |
Longest Drawdown | 35.0 months |
Avg Trades Per Year | 0.78 |
Updated | 5 days, 3 hours ago |
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Portfolio | ^SP-500 Instrument |
Model | Hendrickson Timing Model |
Period | 2000-01-01 — 2024-03-22 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $514,270.15 |
CAGR % | 7.00% |
Max % Drawdown | (13.90%) |
Standard Deviation | 2.22% |
Annualized Sharpe | 0.53 |
Win Rate % | 81.8% |
Longest Drawdown | 26.6 months |
Avg Trades Per Year | 0.45 |
Updated | 5 days, 3 hours ago |
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Portfolio | ^DJ-CBND Instrument |
Model | Hendrickson Timing Model |
Period | 1980-01-01 — 2024-03-22 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $3,282,299.83 |
CAGR % | 8.21% |
Max % Drawdown | (11.02%) |
Standard Deviation | 1.48% |
Annualized Sharpe | 0.99 |
Win Rate % | 76.9% |
Longest Drawdown | 35.0 months |
Avg Trades Per Year | 0.59 |
Updated | 5 days, 3 hours ago |
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Portfolio | ^SP-500 Instrument |
Model | Hendrickson Timing Model |
Period | 1980-01-01 — 2024-03-22 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $7,695,718.77 |
CAGR % | 10.32% |
Max % Drawdown | (13.90%) |
Standard Deviation | 2.64% |
Annualized Sharpe | 0.80 |
Win Rate % | 77.3% |
Longest Drawdown | 26.6 months |
Avg Trades Per Year | 0.50 |
Updated | 5 days, 3 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 | 5 days, 3 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 |