| Updated | 4 days, 17 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $446,545.54 |
| CAGR % | 6.36% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 0.36 |
| Win Rate % | 78.3% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.95 |
| Updated | 4 days, 17 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $146,947.75 |
| CAGR % | 1.60% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.08% |
| Annualized Sharpe | (0.07) |
| Win Rate % | 75.0% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 0.99 |
| Updated | 4 days, 17 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $483,620.40 |
| CAGR % | 6.71% |
| Max % Drawdown | (33.47%) |
| Standard Deviation | 3.18% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 73.9% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.95 |
| Updated | 4 days, 17 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $72,039.58 |
| CAGR % | (1.34%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.37% |
| Annualized Sharpe | (0.31) |
| Win Rate % | 58.3% |
| Longest Drawdown | 190.8 months |
| Avg Trades Per Year | 0.99 |
| Updated | 4 days, 17 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,279,666.20 |
| CAGR % | 10.17% |
| Max % Drawdown | (35.63%) |
| Standard Deviation | 2.98% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 81.4% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.97 |
| Updated | 4 days, 17 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $461,431.58 |
| CAGR % | 3.51% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.23% |
| Annualized Sharpe | 0.10 |
| Win Rate % | 77.3% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 0.99 |
| Updated | 4 days, 17 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,612,815.74 |
| CAGR % | 10.86% |
| Max % Drawdown | (33.82%) |
| Standard Deviation | 3.27% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 81.4% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.97 |
| Updated | 4 days, 17 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $99,641.88 |
| CAGR % | (0.01%) |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.54% |
| Annualized Sharpe | (0.18) |
| Win Rate % | 56.8% |
| Longest Drawdown | 320.8 months |
| Avg Trades Per Year | 0.99 |
| Updated | 4 days, 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 | 4 days, 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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