| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2018-10-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $269,495.70 |
| CAGR % | 5.42% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 2.68% |
| Annualized Sharpe | 0.30 |
| Win Rate % | 83.3% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.96 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2018-10-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $116,065.68 |
| CAGR % | 0.80% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.01% |
| Annualized Sharpe | (0.15) |
| Win Rate % | 72.2% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 0.96 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2018-10-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $319,533.80 |
| CAGR % | 6.38% |
| Max % Drawdown | (32.38%) |
| Standard Deviation | 2.92% |
| Annualized Sharpe | 0.37 |
| Win Rate % | 77.8% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.96 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2018-10-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $71,440.76 |
| CAGR % | (1.78%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | (0.33) |
| Win Rate % | 61.1% |
| Longest Drawdown | 124.7 months |
| Avg Trades Per Year | 0.96 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2018-10-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,378,073.70 |
| CAGR % | 10.24% |
| Max % Drawdown | (35.63%) |
| Standard Deviation | 2.78% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 84.2% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.98 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2018-10-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $362,707.49 |
| CAGR % | 3.38% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.22% |
| Annualized Sharpe | 0.09 |
| Win Rate % | 76.3% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 0.98 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2018-10-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,345,176.72 |
| CAGR % | 11.30% |
| Max % Drawdown | (32.71%) |
| Standard Deviation | 3.16% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 84.2% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.98 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2018-10-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $99,205.87 |
| CAGR % | (0.02%) |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.62% |
| Annualized Sharpe | (0.17) |
| Win Rate % | 57.9% |
| Longest Drawdown | 254.8 months |
| Avg Trades Per Year | 0.98 |
| Updated | 1 day, 17 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 | 1 day, 17 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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