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Best Six Months



Updated 7 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $356,296.25
CAGR % 5.58%
Max % Drawdown (35.30%)
Standard Deviation 3.05%
Annualized Sharpe 0.29
Win Rate % 78.3%
Longest Drawdown 37.4 months
Avg Trades Per Year 0.98
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Updated 7 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $146,166.15
CAGR % 1.64%
Max % Drawdown (41.31%)
Standard Deviation 3.10%
Annualized Sharpe (0.07)
Win Rate % 73.9%
Longest Drawdown 202.6 months
Avg Trades Per Year 0.98
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Updated 7 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $403,512.82
CAGR % 6.15%
Max % Drawdown (33.47%)
Standard Deviation 3.19%
Annualized Sharpe 0.33
Win Rate % 73.9%
Longest Drawdown 41.8 months
Avg Trades Per Year 0.98
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Updated 7 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $75,099.68
CAGR % (1.22%)
Max % Drawdown (48.93%)
Standard Deviation 3.39%
Annualized Sharpe (0.30)
Win Rate % 60.9%
Longest Drawdown 180.2 months
Avg Trades Per Year 0.98
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Updated 7 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,806,763.22
CAGR % 9.81%
Max % Drawdown (35.63%)
Standard Deviation 2.97%
Annualized Sharpe 0.68
Win Rate % 81.4%
Longest Drawdown 45.2 months
Avg Trades Per Year 0.99
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Updated 7 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $458,989.08
CAGR % 3.57%
Max % Drawdown (42.03%)
Standard Deviation 3.24%
Annualized Sharpe 0.11
Win Rate % 76.7%
Longest Drawdown 204.1 months
Avg Trades Per Year 0.99
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Updated 7 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $8,000,473.99
CAGR % 10.63%
Max % Drawdown (33.82%)
Standard Deviation 3.28%
Annualized Sharpe 0.69
Win Rate % 81.4%
Longest Drawdown 43.9 months
Avg Trades Per Year 0.99
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Updated 7 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $104,013.45
CAGR % 0.09%
Max % Drawdown (50.42%)
Standard Deviation 3.56%
Annualized Sharpe (0.17)
Win Rate % 58.1%
Longest Drawdown 310.3 months
Avg Trades Per Year 0.99
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Updated 7 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 7 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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