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Best Six Months



Updated 1 day, 17 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2017-12-08
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $266,715.59
CAGR % 5.62%
Max % Drawdown (35.30%)
Standard Deviation 2.70%
Annualized Sharpe 0.31
Win Rate % 82.4%
Longest Drawdown 37.4 months
Avg Trades Per Year 0.95
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Updated 1 day, 17 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2017-12-08
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $109,925.07
CAGR % 0.53%
Max % Drawdown (41.31%)
Standard Deviation 3.04%
Annualized Sharpe (0.18)
Win Rate % 72.2%
Longest Drawdown 202.6 months
Avg Trades Per Year 1.00
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Updated 1 day, 17 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2017-12-08
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $309,466.07
CAGR % 6.50%
Max % Drawdown (32.38%)
Standard Deviation 2.95%
Annualized Sharpe 0.38
Win Rate % 76.5%
Longest Drawdown 41.8 months
Avg Trades Per Year 0.95
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Updated 1 day, 17 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2017-12-08
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $76,824.16
CAGR % (1.46%)
Max % Drawdown (48.93%)
Standard Deviation 3.56%
Annualized Sharpe (0.30)
Win Rate % 61.1%
Longest Drawdown 114.6 months
Avg Trades Per Year 1.00
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Updated 1 day, 17 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2017-12-08
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,332,927.58
CAGR % 10.45%
Max % Drawdown (35.63%)
Standard Deviation 2.78%
Annualized Sharpe 0.77
Win Rate % 83.8%
Longest Drawdown 45.2 months
Avg Trades Per Year 0.98
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Updated 1 day, 17 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2017-12-08
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $343,408.43
CAGR % 3.31%
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 1.00
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Updated 1 day, 17 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2017-12-08
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $6,142,205.61
CAGR % 11.47%
Max % Drawdown (32.71%)
Standard Deviation 3.18%
Annualized Sharpe 0.77
Win Rate % 83.8%
Longest Drawdown 43.9 months
Avg Trades Per Year 0.98
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Updated 1 day, 17 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2017-12-08
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 244.7 months
Avg Trades Per Year 1.00
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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
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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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