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Best Six Months



Updated 6 days, 23 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2023-12-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $398,469.41
CAGR % 5.95%
Max % Drawdown (35.30%)
Standard Deviation 3.05%
Annualized Sharpe 0.32
Win Rate % 78.3%
Longest Drawdown 37.4 months
Avg Trades Per Year 0.96
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Updated 6 days, 23 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2023-12-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $146,947.75
CAGR % 1.62%
Max % Drawdown (41.31%)
Standard Deviation 3.11%
Annualized Sharpe (0.07)
Win Rate % 75.0%
Longest Drawdown 202.6 months
Avg Trades Per Year 1.00
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Updated 6 days, 23 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2023-12-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $445,947.80
CAGR % 6.45%
Max % Drawdown (33.47%)
Standard Deviation 3.18%
Annualized Sharpe 0.35
Win Rate % 73.9%
Longest Drawdown 41.8 months
Avg Trades Per Year 0.96
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Updated 6 days, 23 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2023-12-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $72,039.58
CAGR % (1.36%)
Max % Drawdown (48.93%)
Standard Deviation 3.39%
Annualized Sharpe (0.31)
Win Rate % 58.3%
Longest Drawdown 186.4 months
Avg Trades Per Year 1.00
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Updated 6 days, 23 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2023-12-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $6,494,996.95
CAGR % 9.97%
Max % Drawdown (35.63%)
Standard Deviation 2.97%
Annualized Sharpe 0.69
Win Rate % 81.4%
Longest Drawdown 45.2 months
Avg Trades Per Year 0.98
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Updated 6 days, 23 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2023-12-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $461,431.58
CAGR % 3.54%
Max % Drawdown (42.03%)
Standard Deviation 3.25%
Annualized Sharpe 0.10
Win Rate % 77.3%
Longest Drawdown 204.1 months
Avg Trades Per Year 1.00
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Updated 6 days, 23 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2023-12-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $8,854,218.50
CAGR % 10.75%
Max % Drawdown (33.82%)
Standard Deviation 3.27%
Annualized Sharpe 0.70
Win Rate % 81.4%
Longest Drawdown 43.9 months
Avg Trades Per Year 0.98
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Updated 6 days, 23 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2023-12-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $99,641.88
CAGR % (0.01%)
Max % Drawdown (50.42%)
Standard Deviation 3.56%
Annualized Sharpe (0.18)
Win Rate % 56.8%
Longest Drawdown 316.4 months
Avg Trades Per Year 1.00
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Updated 6 days, 23 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
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Updated 6 days, 23 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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