| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2017-09-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $259,001.10 |
| CAGR % | 5.52% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 2.71% |
| Annualized Sharpe | 0.30 |
| Win Rate % | 82.4% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.96 |
| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2017-09-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $106,383.84 |
| CAGR % | 0.35% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | (0.19) |
| Win Rate % | 70.6% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 0.96 |
| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2017-09-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $309,274.30 |
| CAGR % | 6.59% |
| Max % Drawdown | (32.38%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 76.5% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.96 |
| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2017-09-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $75,006.48 |
| CAGR % | (1.61%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.58% |
| Annualized Sharpe | (0.31) |
| Win Rate % | 58.8% |
| Longest Drawdown | 111.9 months |
| Avg Trades Per Year | 0.96 |
| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2017-09-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,206,239.20 |
| CAGR % | 10.43% |
| 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 | 0.98 |
| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2017-09-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $331,941.59 |
| CAGR % | 3.23% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.24% |
| Annualized Sharpe | 0.08 |
| Win Rate % | 75.7% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 0.98 |
| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2017-09-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,138,518.05 |
| CAGR % | 11.54% |
| Max % Drawdown | (32.71%) |
| Standard Deviation | 3.18% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 83.8% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.98 |
| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2017-09-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $104,356.35 |
| CAGR % | 0.11% |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.66% |
| Annualized Sharpe | (0.16) |
| Win Rate % | 56.8% |
| Longest Drawdown | 241.9 months |
| Avg Trades Per Year | 0.98 |
| Updated | 2 days, 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 | $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 | 2 days, 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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