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Best Six Months



Updated 4 days, 11 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2019-04-18
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $291,245.17
CAGR % 5.70%
Max % Drawdown (35.30%)
Standard Deviation 2.78%
Annualized Sharpe 0.32
Win Rate % 83.3%
Longest Drawdown 37.4 months
Avg Trades Per Year 0.93
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Updated 4 days, 11 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2019-04-18
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $114,057.45
CAGR % 0.68%
Max % Drawdown (41.31%)
Standard Deviation 2.99%
Annualized Sharpe (0.17)
Win Rate % 73.7%
Longest Drawdown 202.6 months
Avg Trades Per Year 0.98
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Updated 4 days, 11 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2019-04-19
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $341,260.08
CAGR % 6.57%
Max % Drawdown (32.38%)
Standard Deviation 2.94%
Annualized Sharpe 0.38
Win Rate % 77.8%
Longest Drawdown 41.8 months
Avg Trades Per Year 0.93
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Updated 4 days, 11 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2019-04-19
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $70,567.86
CAGR % (1.79%)
Max % Drawdown (48.93%)
Standard Deviation 3.48%
Annualized Sharpe (0.33)
Win Rate % 57.9%
Longest Drawdown 130.0 months
Avg Trades Per Year 0.98
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Updated 4 days, 11 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2019-04-18
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,732,066.24
CAGR % 10.31%
Max % Drawdown (35.63%)
Standard Deviation 2.82%
Annualized Sharpe 0.75
Win Rate % 84.2%
Longest Drawdown 45.2 months
Avg Trades Per Year 0.97
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Updated 4 days, 11 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2019-04-18
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $356,395.91
CAGR % 3.29%
Max % Drawdown (42.03%)
Standard Deviation 3.20%
Annualized Sharpe 0.08
Win Rate % 76.9%
Longest Drawdown 204.1 months
Avg Trades Per Year 0.99
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Updated 4 days, 11 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2019-04-19
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $6,784,153.57
CAGR % 11.33%
Max % Drawdown (32.71%)
Standard Deviation 3.17%
Annualized Sharpe 0.77
Win Rate % 84.2%
Longest Drawdown 43.9 months
Avg Trades Per Year 0.97
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Updated 4 days, 11 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2019-04-19
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $97,945.01
CAGR % (0.05%)
Max % Drawdown (50.42%)
Standard Deviation 3.60%
Annualized Sharpe (0.18)
Win Rate % 56.4%
Longest Drawdown 261.0 months
Avg Trades Per Year 0.99
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Updated 4 days, 11 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 4 days, 11 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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