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Best Six Months



Updated 10 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $296,690.90
CAGR % 5.75%
Max % Drawdown (35.30%)
Standard Deviation 2.77%
Annualized Sharpe 0.32
Win Rate % 84.2%
Longest Drawdown 37.4 months
Avg Trades Per Year 0.98
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Updated 10 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $111,950.16
CAGR % 0.58%
Max % Drawdown (41.31%)
Standard Deviation 3.02%
Annualized Sharpe (0.17)
Win Rate % 73.7%
Longest Drawdown 202.6 months
Avg Trades Per Year 0.98
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Updated 10 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $343,542.86
CAGR % 6.55%
Max % Drawdown (32.38%)
Standard Deviation 2.93%
Annualized Sharpe 0.38
Win Rate % 78.9%
Longest Drawdown 41.8 months
Avg Trades Per Year 0.98
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Updated 10 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $69,255.48
CAGR % (1.87%)
Max % Drawdown (48.93%)
Standard Deviation 3.48%
Annualized Sharpe (0.34)
Win Rate % 57.9%
Longest Drawdown 132.8 months
Avg Trades Per Year 0.98
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Updated 10 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,820,696.01
CAGR % 10.32%
Max % Drawdown (35.63%)
Standard Deviation 2.82%
Annualized Sharpe 0.75
Win Rate % 84.6%
Longest Drawdown 45.2 months
Avg Trades Per Year 0.99
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Updated 10 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $349,741.31
CAGR % 3.22%
Max % Drawdown (42.03%)
Standard Deviation 3.22%
Annualized Sharpe 0.08
Win Rate % 76.9%
Longest Drawdown 204.1 months
Avg Trades Per Year 0.99
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Updated 10 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $6,830,043.31
CAGR % 11.30%
Max % Drawdown (32.71%)
Standard Deviation 3.16%
Annualized Sharpe 0.76
Win Rate % 84.6%
Longest Drawdown 43.9 months
Avg Trades Per Year 0.99
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Updated 10 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $95,976.44
CAGR % (0.10%)
Max % Drawdown (50.42%)
Standard Deviation 3.61%
Annualized Sharpe (0.18)
Win Rate % 56.4%
Longest Drawdown 262.9 months
Avg Trades Per Year 0.99
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Updated 10 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 10 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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