| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $447,505.33 |
| CAGR % | 6.24% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 3.04% |
| Annualized Sharpe | 0.35 |
| Win Rate % | 79.2% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.97 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $170,247.13 |
| CAGR % | 2.17% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.08% |
| Annualized Sharpe | (0.02) |
| Win Rate % | 75.0% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 0.97 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $491,526.99 |
| CAGR % | 6.64% |
| Max % Drawdown | (33.47%) |
| Standard Deviation | 3.15% |
| Annualized Sharpe | 0.37 |
| Win Rate % | 75.0% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.97 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $77,384.66 |
| CAGR % | (1.03%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.35% |
| Annualized Sharpe | (0.28) |
| Win Rate % | 58.3% |
| Longest Drawdown | 196.7 months |
| Avg Trades Per Year | 0.97 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,295,100.44 |
| CAGR % | 10.05% |
| Max % Drawdown | (35.63%) |
| Standard Deviation | 2.96% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 81.8% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.98 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $536,706.50 |
| CAGR % | 3.82% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.23% |
| Annualized Sharpe | 0.13 |
| Win Rate % | 77.3% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 0.98 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,768,901.91 |
| CAGR % | 10.77% |
| 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 | 0.98 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $107,659.50 |
| CAGR % | 0.16% |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.53% |
| Annualized Sharpe | (0.17) |
| Win Rate % | 56.8% |
| Longest Drawdown | 326.8 months |
| Avg Trades Per Year | 0.98 |
| Updated | 2 days, 13 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 | 2 days, 13 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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