Something went wrong.
Please reload...

Best Six Months



Updated 2 days, 5 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2022-12-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $344,865.53
CAGR % 5.55%
Max % Drawdown (35.30%)
Standard Deviation 3.02%
Annualized Sharpe 0.28
Win Rate % 77.3%
Longest Drawdown 37.4 months
Avg Trades Per Year 0.96
Loading...

Updated 2 days, 5 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2022-12-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $144,613.83
CAGR % 1.62%
Max % Drawdown (41.31%)
Standard Deviation 3.13%
Annualized Sharpe (0.07)
Win Rate % 73.9%
Longest Drawdown 202.6 months
Avg Trades Per Year 1.00
Loading...

Updated 2 days, 5 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2022-12-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $367,509.77
CAGR % 5.85%
Max % Drawdown (33.47%)
Standard Deviation 3.18%
Annualized Sharpe 0.30
Win Rate % 72.7%
Longest Drawdown 41.8 months
Avg Trades Per Year 0.96
Loading...

Updated 2 days, 5 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2022-12-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $76,587.19
CAGR % (1.16%)
Max % Drawdown (48.93%)
Standard Deviation 3.42%
Annualized Sharpe (0.29)
Win Rate % 60.9%
Longest Drawdown 174.4 months
Avg Trades Per Year 1.00
Loading...

Updated 2 days, 5 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2022-12-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,619,060.21
CAGR % 9.84%
Max % Drawdown (35.63%)
Standard Deviation 2.95%
Annualized Sharpe 0.68
Win Rate % 81.0%
Longest Drawdown 45.2 months
Avg Trades Per Year 0.98
Loading...

Updated 2 days, 5 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2022-12-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $454,138.08
CAGR % 3.59%
Max % Drawdown (42.03%)
Standard Deviation 3.26%
Annualized Sharpe 0.11
Win Rate % 76.7%
Longest Drawdown 204.1 months
Avg Trades Per Year 1.00
Loading...

Updated 2 days, 5 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2022-12-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,285,995.11
CAGR % 10.51%
Max % Drawdown (33.82%)
Standard Deviation 3.28%
Annualized Sharpe 0.68
Win Rate % 81.0%
Longest Drawdown 43.9 months
Avg Trades Per Year 0.98
Loading...

Updated 2 days, 5 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2022-12-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $106,138.46
CAGR % 0.14%
Max % Drawdown (50.42%)
Standard Deviation 3.57%
Annualized Sharpe (0.16)
Win Rate % 58.1%
Longest Drawdown 304.5 months
Avg Trades Per Year 1.00
Loading...

Updated 2 days, 5 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
Loading...

Updated 2 days, 5 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
Loading...