Updated | 5 days, 23 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Best Six Months |
Period | 2000-01-01 — 2024-07-19 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $443,029.60 |
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 |
Updated | 5 days, 23 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Best Six Months |
Period | 2000-01-01 — 2024-07-19 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $160,914.30 |
CAGR % | 1.96% |
Max % Drawdown | (41.31%) |
Standard Deviation | 3.09% |
Annualized Sharpe | (0.04) |
Win Rate % | 75.0% |
Longest Drawdown | 202.6 months |
Avg Trades Per Year | 0.98 |
Updated | 5 days, 23 hours ago |
---|---|
Portfolio | ^EAFE Instrument |
Model | Best Six Months |
Period | 2000-01-01 — 2024-07-19 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $486,610.96 |
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 |
Updated | 5 days, 23 hours ago |
---|---|
Portfolio | ^EAFE Instrument |
Model | Best Six Months |
Period | 2000-01-01 — 2024-07-19 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $75,226.50 |
CAGR % | (1.15%) |
Max % Drawdown | (48.93%) |
Standard Deviation | 3.36% |
Annualized Sharpe | (0.29) |
Win Rate % | 58.3% |
Longest Drawdown | 193.9 months |
Avg Trades Per Year | 0.98 |
Updated | 5 days, 23 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Best Six Months |
Period | 1980-01-01 — 2024-07-19 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $7,222,138.28 |
CAGR % | 10.08% |
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 |
Updated | 5 days, 23 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Best Six Months |
Period | 1980-01-01 — 2024-07-19 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $506,554.28 |
CAGR % | 3.71% |
Max % Drawdown | (42.03%) |
Standard Deviation | 3.23% |
Annualized Sharpe | 0.12 |
Win Rate % | 77.3% |
Longest Drawdown | 204.1 months |
Avg Trades Per Year | 0.99 |
Updated | 5 days, 23 hours ago |
---|---|
Portfolio | ^EAFE Instrument |
Model | Best Six Months |
Period | 1980-01-01 — 2024-07-19 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $9,671,197.95 |
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 |
Updated | 5 days, 23 hours ago |
---|---|
Portfolio | ^EAFE Instrument |
Model | Best Six Months |
Period | 1980-01-01 — 2024-07-19 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $104,422.26 |
CAGR % | 0.10% |
Max % Drawdown | (50.42%) |
Standard Deviation | 3.54% |
Annualized Sharpe | (0.17) |
Win Rate % | 56.8% |
Longest Drawdown | 324.0 months |
Avg Trades Per Year | 0.99 |
Updated | 5 days, 23 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 | 5 days, 23 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 |