| Updated | 15 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2018-04-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $270,326.45 |
| CAGR % | 5.59% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 2.72% |
| Annualized Sharpe | 0.31 |
| Win Rate % | 82.4% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.93 |
| Updated | 16 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2018-04-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $109,925.07 |
| CAGR % | 0.52% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.01% |
| Annualized Sharpe | (0.18) |
| Win Rate % | 72.2% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 0.98 |
| Updated | 15 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2018-04-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $319,974.55 |
| CAGR % | 6.56% |
| Max % Drawdown | (32.38%) |
| Standard Deviation | 2.96% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 76.5% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.93 |
| Updated | 16 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2018-04-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $76,824.16 |
| CAGR % | (1.43%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.53% |
| Annualized Sharpe | (0.30) |
| Win Rate % | 61.1% |
| Longest Drawdown | 119.0 months |
| Avg Trades Per Year | 0.98 |
| Updated | 15 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2018-04-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,392,073.68 |
| CAGR % | 10.38% |
| Max % Drawdown | (35.63%) |
| Standard Deviation | 2.79% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 83.8% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.97 |
| Updated | 15 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2018-04-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $343,408.43 |
| CAGR % | 3.27% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.22% |
| Annualized Sharpe | 0.08 |
| Win Rate % | 76.3% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 0.99 |
| Updated | 15 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2018-04-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,355,152.17 |
| CAGR % | 11.45% |
| Max % Drawdown | (32.71%) |
| Standard Deviation | 3.18% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 83.8% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.97 |
| Updated | 15 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2018-04-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $106,981.88 |
| CAGR % | 0.18% |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.63% |
| Annualized Sharpe | (0.16) |
| Win Rate % | 57.9% |
| Longest Drawdown | 249.1 months |
| Avg Trades Per Year | 0.99 |
| Updated | 15 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 |
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