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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 — 2018-10-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $269,495.70
CAGR % 5.42%
Max % Drawdown (35.30%)
Standard Deviation 2.68%
Annualized Sharpe 0.30
Win Rate % 83.3%
Longest Drawdown 37.4 months
Avg Trades Per Year 0.96
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Updated 1 day, 17 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2018-10-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $116,065.68
CAGR % 0.80%
Max % Drawdown (41.31%)
Standard Deviation 3.01%
Annualized Sharpe (0.15)
Win Rate % 72.2%
Longest Drawdown 202.6 months
Avg Trades Per Year 0.96
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Updated 1 day, 17 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2018-10-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $319,533.80
CAGR % 6.38%
Max % Drawdown (32.38%)
Standard Deviation 2.92%
Annualized Sharpe 0.37
Win Rate % 77.8%
Longest Drawdown 41.8 months
Avg Trades Per Year 0.96
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Updated 1 day, 17 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2018-10-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $71,440.76
CAGR % (1.78%)
Max % Drawdown (48.93%)
Standard Deviation 3.51%
Annualized Sharpe (0.33)
Win Rate % 61.1%
Longest Drawdown 124.7 months
Avg Trades Per Year 0.96
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Updated 1 day, 17 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2018-10-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,378,073.70
CAGR % 10.24%
Max % Drawdown (35.63%)
Standard Deviation 2.78%
Annualized Sharpe 0.76
Win Rate % 84.2%
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 — 2018-10-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $362,707.49
CAGR % 3.38%
Max % Drawdown (42.03%)
Standard Deviation 3.22%
Annualized Sharpe 0.09
Win Rate % 76.3%
Longest Drawdown 204.1 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 — 2018-10-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $6,345,176.72
CAGR % 11.30%
Max % Drawdown (32.71%)
Standard Deviation 3.16%
Annualized Sharpe 0.76
Win Rate % 84.2%
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 — 2018-10-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $99,205.87
CAGR % (0.02%)
Max % Drawdown (50.42%)
Standard Deviation 3.62%
Annualized Sharpe (0.17)
Win Rate % 57.9%
Longest Drawdown 254.8 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 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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