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Best Six Months



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
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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
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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
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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
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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
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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
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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
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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
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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
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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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