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Best Six Months



Updated 6 days, 15 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2024-07-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $442,631.19
CAGR % 6.25%
Max % Drawdown (35.30%)
Standard Deviation 3.05%
Annualized Sharpe 0.35
Win Rate % 79.2%
Longest Drawdown 37.4 months
Avg Trades Per Year 0.98
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Updated 6 days, 15 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2024-07-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $164,015.84
CAGR % 2.04%
Max % Drawdown (41.31%)
Standard Deviation 3.09%
Annualized Sharpe (0.03)
Win Rate % 75.0%
Longest Drawdown 202.6 months
Avg Trades Per Year 0.98
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Updated 6 days, 15 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2024-07-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $486,173.37
CAGR % 6.66%
Max % Drawdown (33.47%)
Standard Deviation 3.17%
Annualized Sharpe 0.37
Win Rate % 75.0%
Longest Drawdown 41.8 months
Avg Trades Per Year 0.98
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Updated 6 days, 15 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2024-07-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $76,917.72
CAGR % (1.06%)
Max % Drawdown (48.93%)
Standard Deviation 3.37%
Annualized Sharpe (0.29)
Win Rate % 58.3%
Longest Drawdown 193.7 months
Avg Trades Per Year 0.98
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Updated 6 days, 15 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2024-07-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,215,643.59
CAGR % 10.09%
Max % Drawdown (35.63%)
Standard Deviation 2.97%
Annualized Sharpe 0.70
Win Rate % 81.8%
Longest Drawdown 45.2 months
Avg Trades Per Year 0.99
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Updated 6 days, 15 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2024-07-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $516,574.64
CAGR % 3.76%
Max % Drawdown (42.03%)
Standard Deviation 3.24%
Annualized Sharpe 0.12
Win Rate % 77.3%
Longest Drawdown 204.1 months
Avg Trades Per Year 0.99
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Updated 6 days, 15 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2024-07-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $9,662,500.89
CAGR % 10.81%
Max % Drawdown (33.82%)
Standard Deviation 3.26%
Annualized Sharpe 0.70
Win Rate % 81.8%
Longest Drawdown 43.9 months
Avg Trades Per Year 0.99
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Updated 6 days, 15 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2024-07-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $106,959.09
CAGR % 0.15%
Max % Drawdown (50.42%)
Standard Deviation 3.54%
Annualized Sharpe (0.17)
Win Rate % 56.8%
Longest Drawdown 323.8 months
Avg Trades Per Year 0.99
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Updated 6 days, 15 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 6 days, 15 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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