| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $297,485.75 |
| CAGR % | 5.71% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 2.76% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 84.2% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.97 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $112,372.15 |
| CAGR % | 0.60% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.03% |
| Annualized Sharpe | (0.17) |
| Win Rate % | 73.7% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 0.97 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $344,463.23 |
| CAGR % | 6.51% |
| Max % Drawdown | (32.38%) |
| Standard Deviation | 2.92% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 78.9% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.97 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $67,539.82 |
| CAGR % | (1.98%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.49% |
| Annualized Sharpe | (0.35) |
| Win Rate % | 57.9% |
| Longest Drawdown | 134.9 months |
| Avg Trades Per Year | 0.97 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,833,610.92 |
| CAGR % | 10.28% |
| Max % Drawdown | (35.63%) |
| Standard Deviation | 2.81% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 84.6% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.98 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $351,073.91 |
| CAGR % | 3.22% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.22% |
| Annualized Sharpe | 0.08 |
| Win Rate % | 76.9% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 0.98 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,848,341.38 |
| CAGR % | 11.26% |
| Max % Drawdown | (32.71%) |
| Standard Deviation | 3.15% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 84.6% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.98 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $93,402.95 |
| CAGR % | (0.17%) |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.61% |
| Annualized Sharpe | (0.19) |
| Win Rate % | 56.4% |
| Longest Drawdown | 264.9 months |
| Avg Trades Per Year | 0.98 |
| Updated | 6 days, 21 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 | 6 days, 21 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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