| Updated | 1 day, 21 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $449,433.75 |
| CAGR % | 5.96% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 3.01% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 76.0% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.96 |
| Updated | 1 day, 21 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $204,980.92 |
| CAGR % | 2.81% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.04% |
| Annualized Sharpe | 0.03 |
| Win Rate % | 76.9% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 1.00 |
| Updated | 1 day, 21 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $553,059.26 |
| CAGR % | 6.82% |
| Max % Drawdown | (33.47%) |
| Standard Deviation | 3.11% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 76.0% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.96 |
| Updated | 1 day, 21 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $85,726.86 |
| CAGR % | (0.59%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.32% |
| Annualized Sharpe | (0.25) |
| Win Rate % | 61.5% |
| Longest Drawdown | 210.7 months |
| Avg Trades Per Year | 1.00 |
| Updated | 1 day, 21 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,320,476.01 |
| CAGR % | 9.79% |
| Max % Drawdown | (35.63%) |
| Standard Deviation | 2.95% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 80.0% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.98 |
| Updated | 1 day, 21 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $648,923.36 |
| CAGR % | 4.15% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.20% |
| Annualized Sharpe | 0.16 |
| Win Rate % | 78.3% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 1.00 |
| Updated | 1 day, 21 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,003,832.35 |
| CAGR % | 10.77% |
| Max % Drawdown | (33.82%) |
| Standard Deviation | 3.23% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 82.2% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.98 |
| Updated | 1 day, 21 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $118,382.13 |
| CAGR % | 0.37% |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | (0.15) |
| Win Rate % | 58.7% |
| Longest Drawdown | 340.8 months |
| Avg Trades Per Year | 1.00 |
| Updated | 1 day, 21 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,890,019.03 |
| CAGR % | 10.30% |
| Max % Drawdown | (27.46%) |
| Standard Deviation | 2.69% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 79.3% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 0.97 |
| Updated | 1 day, 21 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $176,589.39 |
| CAGR % | 1.91% |
| Max % Drawdown | (32.77%) |
| Standard Deviation | 2.84% |
| Annualized Sharpe | (0.06) |
| Win Rate % | 66.7% |
| Longest Drawdown | 110.7 months |
| Avg Trades Per Year | 1.00 |
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