Updated | 5 days, 5 hours ago |
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Portfolio | ^SP-500 Instrument |
Model | Merriman Interest Rate Timing Model |
Period | 2000-01-01 — 2024-04-12 |
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Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $369,224.45 |
CAGR % | 5.53% |
Max % Drawdown | (17.25%) |
Standard Deviation | 1.83% |
Annualized Sharpe | 0.41 |
Win Rate % | 69.2% |
Longest Drawdown | 54.3 months |
Avg Trades Per Year | 1.07 |
Updated | 5 days, 5 hours ago |
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Portfolio | ^SP-500 Instrument |
Model | Merriman Interest Rate Timing Model |
Period | 1980-01-01 — 2024-04-12 |
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Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $6,045,866.07 |
CAGR % | 9.71% |
Max % Drawdown | (17.50%) |
Standard Deviation | 2.34% |
Annualized Sharpe | 0.82 |
Win Rate % | 71.4% |
Longest Drawdown | 54.3 months |
Avg Trades Per Year | 0.95 |
Updated | 5 days, 5 hours ago |
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Portfolio | ^SP-500 Instrument |
Model | Merriman Interest Rate Timing Model |
Period | 1950-01-01 — 1979-12-31 |
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Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $805,308.38 |
CAGR % | 7.20% |
Max % Drawdown | (7.02%) |
Standard Deviation | 1.54% |
Annualized Sharpe | 0.78 |
Win Rate % | 66.7% |
Longest Drawdown | 25.4 months |
Avg Trades Per Year | 0.70 |