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Best Six Months



Updated 16 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2019-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $310,669.80
CAGR % 5.85%
Max % Drawdown (35.30%)
Standard Deviation 2.74%
Annualized Sharpe 0.33
Win Rate % 84.2%
Longest Drawdown 37.4 months
Avg Trades Per Year 0.95
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Updated 16 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2019-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $118,978.26
CAGR % 0.88%
Max % Drawdown (41.31%)
Standard Deviation 3.01%
Annualized Sharpe (0.15)
Win Rate % 75.0%
Longest Drawdown 202.6 months
Avg Trades Per Year 1.00
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Updated 16 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2019-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $354,537.99
CAGR % 6.55%
Max % Drawdown (32.38%)
Standard Deviation 2.89%
Annualized Sharpe 0.39
Win Rate % 78.9%
Longest Drawdown 41.8 months
Avg Trades Per Year 0.95
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Updated 16 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2019-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $73,117.79
CAGR % (1.56%)
Max % Drawdown (48.93%)
Standard Deviation 3.46%
Annualized Sharpe (0.32)
Win Rate % 60.0%
Longest Drawdown 138.8 months
Avg Trades Per Year 1.00
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Updated 16 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2019-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,049,353.52
CAGR % 10.32%
Max % Drawdown (35.63%)
Standard Deviation 2.80%
Annualized Sharpe 0.76
Win Rate % 84.6%
Longest Drawdown 45.2 months
Avg Trades Per Year 0.98
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Updated 16 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2019-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $371,935.31
CAGR % 3.34%
Max % Drawdown (42.03%)
Standard Deviation 3.21%
Annualized Sharpe 0.09
Win Rate % 77.5%
Longest Drawdown 204.1 months
Avg Trades Per Year 1.00
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Updated 16 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2019-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,050,530.74
CAGR % 11.24%
Max % Drawdown (32.71%)
Standard Deviation 3.14%
Annualized Sharpe 0.76
Win Rate % 84.6%
Longest Drawdown 43.9 months
Avg Trades Per Year 0.98
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Updated 16 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2019-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $101,769.90
CAGR % 0.04%
Max % Drawdown (50.42%)
Standard Deviation 3.60%
Annualized Sharpe (0.17)
Win Rate % 57.5%
Longest Drawdown 268.8 months
Avg Trades Per Year 1.00
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Updated 16 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
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Updated 16 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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