| Updated | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2022-01-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $346,487.24 |
| CAGR % | 5.80% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 3.03% |
| Annualized Sharpe | 0.31 |
| Win Rate % | 81.0% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.95 |
| Updated | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2022-01-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $151,651.66 |
| CAGR % | 1.91% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.00% |
| Annualized Sharpe | (0.05) |
| Win Rate % | 77.3% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2022-01-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $362,534.79 |
| CAGR % | 6.02% |
| Max % Drawdown | (33.47%) |
| Standard Deviation | 3.14% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 76.2% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.95 |
| Updated | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2022-01-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $85,363.07 |
| CAGR % | (0.72%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.37% |
| Annualized Sharpe | (0.26) |
| Win Rate % | 63.6% |
| Longest Drawdown | 164.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2022-01-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,645,904.80 |
| CAGR % | 10.07% |
| Max % Drawdown | (35.63%) |
| Standard Deviation | 2.95% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 82.9% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.97 |
| Updated | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2022-01-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $476,493.54 |
| CAGR % | 3.78% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.20% |
| Annualized Sharpe | 0.12 |
| Win Rate % | 78.6% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2022-01-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,196,628.71 |
| CAGR % | 10.70% |
| Max % Drawdown | (33.82%) |
| Standard Deviation | 3.26% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 82.9% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.97 |
| Updated | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2022-01-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $118,814.74 |
| CAGR % | 0.41% |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.54% |
| Annualized Sharpe | (0.15) |
| Win Rate % | 59.5% |
| Longest Drawdown | 294.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 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 | 1 day, 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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