| Updated | 3 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $327,354.27 |
| CAGR % | 5.41% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 3.04% |
| Annualized Sharpe | 0.27 |
| Win Rate % | 77.3% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.98 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $141,178.98 |
| CAGR % | 1.55% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.01% |
| Annualized Sharpe | (0.08) |
| Win Rate % | 77.3% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 0.98 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $323,620.37 |
| CAGR % | 5.36% |
| Max % Drawdown | (33.47%) |
| Standard Deviation | 3.15% |
| Annualized Sharpe | 0.26 |
| Win Rate % | 72.7% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.98 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $78,820.87 |
| CAGR % | (1.05%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.37% |
| Annualized Sharpe | (0.28) |
| Win Rate % | 63.6% |
| Longest Drawdown | 169.4 months |
| Avg Trades Per Year | 0.98 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,329,320.20 |
| CAGR % | 9.81% |
| Max % Drawdown | (35.63%) |
| Standard Deviation | 2.96% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 81.0% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.99 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $443,227.38 |
| CAGR % | 3.57% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.20% |
| Annualized Sharpe | 0.11 |
| Win Rate % | 78.6% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 0.99 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,414,890.03 |
| CAGR % | 10.29% |
| Max % Drawdown | (33.82%) |
| Standard Deviation | 3.26% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 81.0% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.99 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $109,364.90 |
| CAGR % | 0.21% |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.55% |
| Annualized Sharpe | (0.16) |
| Win Rate % | 59.5% |
| Longest Drawdown | 299.4 months |
| Avg Trades Per Year | 0.99 |
| Updated | 3 days 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 | 3 days 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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