| Updated | 1 week, 2 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2021-01-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $329,225.16 |
| CAGR % | 5.83% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 3.02% |
| Annualized Sharpe | 0.31 |
| Win Rate % | 80.0% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.95 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2021-01-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $137,620.06 |
| CAGR % | 1.53% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.02% |
| Annualized Sharpe | (0.08) |
| Win Rate % | 76.2% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2021-01-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $353,919.78 |
| CAGR % | 6.19% |
| Max % Drawdown | (33.47%) |
| Standard Deviation | 3.16% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 75.0% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.95 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2021-01-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $81,420.65 |
| CAGR % | (0.97%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.43% |
| Annualized Sharpe | (0.27) |
| Win Rate % | 61.9% |
| Longest Drawdown | 151.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2021-01-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,282,207.42 |
| CAGR % | 10.15% |
| Max % Drawdown | (35.63%) |
| Standard Deviation | 2.94% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 82.5% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.97 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2021-01-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $430,656.98 |
| CAGR % | 3.62% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.21% |
| Annualized Sharpe | 0.11 |
| Win Rate % | 78.0% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2021-01-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,026,897.28 |
| CAGR % | 10.92% |
| Max % Drawdown | (33.82%) |
| Standard Deviation | 3.27% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 82.5% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.97 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2021-01-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $113,393.90 |
| CAGR % | 0.31% |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.58% |
| Annualized Sharpe | (0.15) |
| Win Rate % | 58.5% |
| Longest Drawdown | 281.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 12 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 | 2 days, 12 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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