| Updated | 3 days, 19 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2020-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $326,779.89 |
| CAGR % | 6.09% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 2.75% |
| Annualized Sharpe | 0.36 |
| Win Rate % | 84.2% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.95 |
| Updated | 3 days, 19 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2020-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $118,978.26 |
| CAGR % | 0.87% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.00% |
| Annualized Sharpe | (0.15) |
| Win Rate % | 75.0% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 19 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2020-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $362,243.93 |
| CAGR % | 6.63% |
| Max % Drawdown | (32.38%) |
| Standard Deviation | 2.89% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 78.9% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.95 |
| Updated | 3 days, 19 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2020-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $73,117.79 |
| CAGR % | (1.55%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.46% |
| Annualized Sharpe | (0.32) |
| Win Rate % | 60.0% |
| Longest Drawdown | 139.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 19 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2020-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,313,119.54 |
| CAGR % | 10.43% |
| Max % Drawdown | (35.63%) |
| Standard Deviation | 2.80% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 84.6% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.97 |
| Updated | 3 days, 19 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2020-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $371,935.31 |
| CAGR % | 3.33% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.21% |
| Annualized Sharpe | 0.09 |
| Win Rate % | 77.5% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 19 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2020-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,205,328.74 |
| CAGR % | 11.27% |
| Max % Drawdown | (32.71%) |
| Standard Deviation | 3.14% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 84.6% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.97 |
| Updated | 3 days, 19 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2020-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $101,769.90 |
| CAGR % | 0.04% |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.60% |
| Annualized Sharpe | (0.17) |
| Win Rate % | 57.5% |
| Longest Drawdown | 269.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 19 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, 19 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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