| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
© Copyright 2013 - 2019
Extrategic Investing, LLC.
All rights reserved.
