Updated | 1 day, 19 hours ago |
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Portfolio | ^SP-500 Instrument |
Model | Merriman NASDAQ Breadth Timing Model |
Period | 2000-01-01 — 2025-03-31 |
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Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $301,668.66 |
CAGR % | 4.47% |
Max % Drawdown | (29.97%) |
Standard Deviation | 2.31% |
Annualized Sharpe | 0.22 |
Win Rate % | 59.3% |
Longest Drawdown | 41.1 months |
Avg Trades Per Year | 2.14 |
Updated | 1 day, 19 hours ago |
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Portfolio | ^SP-500 Instrument |
Model | Merriman NASDAQ Breadth Timing Model |
Period | 1980-01-01 — 2025-03-31 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $3,812,862.41 |
CAGR % | 8.38% |
Max % Drawdown | (30.47%) |
Standard Deviation | 2.72% |
Annualized Sharpe | 0.59 |
Win Rate % | 60.0% |
Longest Drawdown | 41.1 months |
Avg Trades Per Year | 1.77 |