| Updated | 17 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2020-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $283,456.04 |
| CAGR % | 5.16% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.25 |
| Win Rate % | 80.0% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.97 |
| Updated | 17 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2020-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $138,375.26 |
| CAGR % | 1.58% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | (0.08) |
| Win Rate % | 75.0% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 0.97 |
| Updated | 17 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2020-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $292,099.55 |
| CAGR % | 5.31% |
| Max % Drawdown | (33.47%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 0.26 |
| Win Rate % | 75.0% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.97 |
| Updated | 17 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2020-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $85,760.10 |
| CAGR % | (0.74%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.44% |
| Annualized Sharpe | (0.25) |
| Win Rate % | 60.0% |
| Longest Drawdown | 147.0 months |
| Avg Trades Per Year | 0.97 |
| Updated | 17 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2020-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,603,644.68 |
| CAGR % | 9.86% |
| Max % Drawdown | (35.63%) |
| Standard Deviation | 2.92% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 82.5% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.98 |
| Updated | 17 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2020-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $433,035.86 |
| CAGR % | 3.67% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.22% |
| Annualized Sharpe | 0.11 |
| Win Rate % | 77.5% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 0.98 |
| Updated | 17 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2020-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,795,505.15 |
| CAGR % | 10.49% |
| Max % Drawdown | (33.82%) |
| Standard Deviation | 3.23% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 82.5% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.98 |
| Updated | 17 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2020-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $119,469.13 |
| CAGR % | 0.44% |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.59% |
| Annualized Sharpe | (0.14) |
| Win Rate % | 57.5% |
| Longest Drawdown | 278.0 months |
| Avg Trades Per Year | 0.98 |
| Updated | 17 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 | 17 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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