| Updated | 3 days, 14 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2019-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $298,098.06 |
| CAGR % | 5.68% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 2.75% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 84.2% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.96 |
| Updated | 3 days, 14 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2019-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $115,827.68 |
| CAGR % | 0.75% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.02% |
| Annualized Sharpe | (0.16) |
| Win Rate % | 73.7% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 0.96 |
| Updated | 3 days, 14 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2019-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $345,172.23 |
| CAGR % | 6.47% |
| Max % Drawdown | (32.38%) |
| Standard Deviation | 2.90% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 78.9% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.96 |
| Updated | 3 days, 14 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2019-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $70,716.05 |
| CAGR % | (1.74%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.47% |
| Annualized Sharpe | (0.33) |
| Win Rate % | 57.9% |
| Longest Drawdown | 136.7 months |
| Avg Trades Per Year | 0.96 |
| Updated | 3 days, 14 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2019-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,843,559.85 |
| CAGR % | 10.25% |
| Max % Drawdown | (35.63%) |
| Standard Deviation | 2.80% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 84.6% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.98 |
| Updated | 3 days, 14 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2019-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $361,986.11 |
| CAGR % | 3.29% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.21% |
| Annualized Sharpe | 0.08 |
| Win Rate % | 76.9% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 0.98 |
| Updated | 3 days, 14 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2019-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,862,437.18 |
| CAGR % | 11.22% |
| Max % Drawdown | (32.71%) |
| Standard Deviation | 3.15% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 84.6% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.98 |
| Updated | 3 days, 14 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2019-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $98,167.30 |
| CAGR % | (0.05%) |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.60% |
| Annualized Sharpe | (0.18) |
| Win Rate % | 56.4% |
| Longest Drawdown | 266.8 months |
| Avg Trades Per Year | 0.98 |
| Updated | 3 days, 14 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 | 3 days, 14 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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