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Best Six Months



Updated 2 days, 22 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2018-02-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $275,678.36
CAGR % 5.76%
Max % Drawdown (35.30%)
Standard Deviation 2.72%
Annualized Sharpe 0.33
Win Rate % 82.4%
Longest Drawdown 37.4 months
Avg Trades Per Year 0.94
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Updated 2 days, 22 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2018-02-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $109,925.07
CAGR % 0.52%
Max % Drawdown (41.31%)
Standard Deviation 3.02%
Annualized Sharpe (0.18)
Win Rate % 72.2%
Longest Drawdown 202.6 months
Avg Trades Per Year 0.99
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Updated 2 days, 22 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2018-02-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $320,833.27
CAGR % 6.64%
Max % Drawdown (32.38%)
Standard Deviation 2.96%
Annualized Sharpe 0.39
Win Rate % 76.5%
Longest Drawdown 41.8 months
Avg Trades Per Year 0.94
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Updated 2 days, 22 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2018-02-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $76,824.16
CAGR % (1.44%)
Max % Drawdown (48.93%)
Standard Deviation 3.54%
Annualized Sharpe (0.30)
Win Rate % 61.1%
Longest Drawdown 116.9 months
Avg Trades Per Year 0.99
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Updated 2 days, 22 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2018-02-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,480,113.23
CAGR % 10.49%
Max % Drawdown (35.63%)
Standard Deviation 2.79%
Annualized Sharpe 0.78
Win Rate % 83.8%
Longest Drawdown 45.2 months
Avg Trades Per Year 0.97
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Updated 2 days, 22 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2018-02-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $343,408.43
CAGR % 3.29%
Max % Drawdown (42.03%)
Standard Deviation 3.23%
Annualized Sharpe 0.08
Win Rate % 76.3%
Longest Drawdown 204.1 months
Avg Trades Per Year 0.00
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Updated 2 days, 22 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2018-02-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $6,372,891.07
CAGR % 11.51%
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 0.97
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Updated 2 days, 22 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2018-02-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $106,981.88
CAGR % 0.18%
Max % Drawdown (50.42%)
Standard Deviation 3.64%
Annualized Sharpe (0.16)
Win Rate % 57.9%
Longest Drawdown 246.0 months
Avg Trades Per Year 0.00
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Updated 2 days, 22 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 2 days, 22 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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