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Best Six Months



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
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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
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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
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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
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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
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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
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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
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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
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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
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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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