Something went wrong.
Please reload...

Best Six Months



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
Loading...

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
Loading...

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
Loading...

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
Loading...

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
Loading...

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
Loading...

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
Loading...

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
Loading...

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
Loading...

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
Loading...