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Best Six Months



Updated 6 days, 1 hour ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2018-06-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $268,167.46
CAGR % 5.49%
Max % Drawdown (35.30%)
Standard Deviation 2.71%
Annualized Sharpe 0.30
Win Rate % 83.3%
Longest Drawdown 37.4 months
Avg Trades Per Year 0.98
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Updated 6 days, 1 hour ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2018-06-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $115,909.02
CAGR % 0.80%
Max % Drawdown (41.31%)
Standard Deviation 3.01%
Annualized Sharpe (0.15)
Win Rate % 72.2%
Longest Drawdown 202.6 months
Avg Trades Per Year 0.98
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Updated 6 days, 1 hour ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2018-06-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $317,958.94
CAGR % 6.47%
Max % Drawdown (32.38%)
Standard Deviation 2.95%
Annualized Sharpe 0.37
Win Rate % 77.8%
Longest Drawdown 41.8 months
Avg Trades Per Year 0.98
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Updated 6 days, 1 hour ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2018-06-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $76,343.60
CAGR % (1.45%)
Max % Drawdown (48.93%)
Standard Deviation 3.51%
Annualized Sharpe (0.30)
Win Rate % 61.1%
Longest Drawdown 120.9 months
Avg Trades Per Year 0.98
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Updated 6 days, 1 hour ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2018-06-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,356,495.86
CAGR % 10.31%
Max % Drawdown (35.63%)
Standard Deviation 2.79%
Annualized Sharpe 0.76
Win Rate % 84.2%
Longest Drawdown 45.2 months
Avg Trades Per Year 0.99
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Updated 6 days, 1 hour ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2018-06-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $362,215.13
CAGR % 3.40%
Max % Drawdown (42.03%)
Standard Deviation 3.22%
Annualized Sharpe 0.09
Win Rate % 76.3%
Longest Drawdown 204.1 months
Avg Trades Per Year 0.99
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Updated 6 days, 1 hour ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2018-06-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $6,313,903.78
CAGR % 11.38%
Max % Drawdown (32.71%)
Standard Deviation 3.17%
Annualized Sharpe 0.77
Win Rate % 84.2%
Longest Drawdown 43.9 months
Avg Trades Per Year 0.99
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Updated 6 days, 1 hour ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2018-06-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $106,287.75
CAGR % 0.16%
Max % Drawdown (50.42%)
Standard Deviation 3.62%
Annualized Sharpe (0.16)
Win Rate % 57.9%
Longest Drawdown 250.9 months
Avg Trades Per Year 0.99
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Updated 6 days, 1 hour 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
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Updated 6 days, 1 hour 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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