| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2021-10-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $361,834.10 |
| CAGR % | 6.08% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 2.99% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 81.0% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.96 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2021-10-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $147,243.01 |
| CAGR % | 1.79% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.00% |
| Annualized Sharpe | (0.06) |
| Win Rate % | 76.2% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 0.96 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2021-10-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $373,748.37 |
| CAGR % | 6.24% |
| Max % Drawdown | (33.47%) |
| Standard Deviation | 3.12% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 76.2% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.96 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2021-10-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $83,981.63 |
| CAGR % | (0.80%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.38% |
| Annualized Sharpe | (0.26) |
| Win Rate % | 61.9% |
| Longest Drawdown | 160.8 months |
| Avg Trades Per Year | 0.96 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2021-10-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,899,750.16 |
| CAGR % | 10.25% |
| Max % Drawdown | (35.63%) |
| Standard Deviation | 2.93% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 82.9% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.98 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2021-10-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $462,091.95 |
| CAGR % | 3.73% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.20% |
| Annualized Sharpe | 0.12 |
| Win Rate % | 78.0% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 0.98 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2021-10-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,421,861.48 |
| CAGR % | 10.86% |
| Max % Drawdown | (33.82%) |
| Standard Deviation | 3.25% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 82.9% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.98 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2021-10-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $116,915.26 |
| CAGR % | 0.37% |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.55% |
| Annualized Sharpe | (0.15) |
| Win Rate % | 58.5% |
| Longest Drawdown | 290.9 months |
| Avg Trades Per Year | 0.98 |
| Updated | 5 days, 13 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 | 5 days, 13 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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