| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $474,549.59 |
| CAGR % | 6.44% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 3.04% |
| Annualized Sharpe | 0.36 |
| Win Rate % | 79.2% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.96 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $167,694.84 |
| CAGR % | 2.09% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.07% |
| Annualized Sharpe | (0.03) |
| Win Rate % | 76.0% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 1.00 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $490,119.83 |
| CAGR % | 6.58% |
| Max % Drawdown | (33.47%) |
| Standard Deviation | 3.14% |
| Annualized Sharpe | 0.37 |
| Win Rate % | 75.0% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.96 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $74,982.87 |
| CAGR % | (1.15%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.35% |
| Annualized Sharpe | (0.29) |
| Win Rate % | 60.0% |
| Longest Drawdown | 198.8 months |
| Avg Trades Per Year | 1.00 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,744,502.88 |
| CAGR % | 10.16% |
| Max % Drawdown | (35.63%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 81.8% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.98 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $528,460.64 |
| CAGR % | 3.77% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.22% |
| Annualized Sharpe | 0.12 |
| Win Rate % | 77.8% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 1.00 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,739,100.66 |
| CAGR % | 10.72% |
| Max % Drawdown | (33.82%) |
| Standard Deviation | 3.25% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 81.8% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.98 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $104,056.81 |
| CAGR % | 0.09% |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.53% |
| Annualized Sharpe | (0.17) |
| Win Rate % | 57.8% |
| Longest Drawdown | 328.8 months |
| Avg Trades Per Year | 1.00 |
| Updated | 6 days, 9 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 | 6 days, 9 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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