| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $398,469.41 |
| CAGR % | 5.95% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 78.3% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.96 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $146,947.75 |
| CAGR % | 1.62% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.11% |
| Annualized Sharpe | (0.07) |
| Win Rate % | 75.0% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 1.00 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $445,947.80 |
| CAGR % | 6.45% |
| Max % Drawdown | (33.47%) |
| Standard Deviation | 3.18% |
| Annualized Sharpe | 0.35 |
| Win Rate % | 73.9% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.96 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $72,039.58 |
| CAGR % | (1.36%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.39% |
| Annualized Sharpe | (0.31) |
| Win Rate % | 58.3% |
| Longest Drawdown | 186.4 months |
| Avg Trades Per Year | 1.00 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,494,996.95 |
| CAGR % | 9.97% |
| Max % Drawdown | (35.63%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 81.4% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.98 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $461,431.58 |
| CAGR % | 3.54% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.25% |
| Annualized Sharpe | 0.10 |
| Win Rate % | 77.3% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 1.00 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $8,854,218.50 |
| CAGR % | 10.75% |
| Max % Drawdown | (33.82%) |
| Standard Deviation | 3.27% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 81.4% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.98 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $99,641.88 |
| CAGR % | (0.01%) |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.56% |
| Annualized Sharpe | (0.18) |
| Win Rate % | 56.8% |
| Longest Drawdown | 316.4 months |
| Avg Trades Per Year | 1.00 |
| Updated | 6 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 | 6 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 |
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