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Merriman Interest Rate Timing Model



Updated 4 days, 9 hours ago
Portfolio ^SP-500 Instrument
Model Merriman Interest Rate Timing Model
Period 2000-01-01 — 2024-04-12
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
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Updated 4 days, 9 hours ago
Portfolio ^SP-500 Instrument
Model Merriman Interest Rate Timing Model
Period 1980-01-01 — 2024-04-12
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
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Updated 4 days, 9 hours ago
Portfolio ^SP-500 Instrument
Model Merriman Interest Rate Timing Model
Period 1950-01-01 — 1979-12-31
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
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