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Best Six Months



Updated 5 days, 13 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2021-10-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $361,834.10
CAGR % 6.08%
Max % Drawdown (35.30%)
Standard Deviation 2.99%
Annualized Sharpe 0.34
Win Rate % 81.0%
Longest Drawdown 37.4 months
Avg Trades Per Year 0.96
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Updated 5 days, 13 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2021-10-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $147,243.01
CAGR % 1.79%
Max % Drawdown (41.31%)
Standard Deviation 3.00%
Annualized Sharpe (0.06)
Win Rate % 76.2%
Longest Drawdown 202.6 months
Avg Trades Per Year 0.96
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Updated 5 days, 13 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2021-10-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $373,748.37
CAGR % 6.24%
Max % Drawdown (33.47%)
Standard Deviation 3.12%
Annualized Sharpe 0.34
Win Rate % 76.2%
Longest Drawdown 41.8 months
Avg Trades Per Year 0.96
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Updated 5 days, 13 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2021-10-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $83,981.63
CAGR % (0.80%)
Max % Drawdown (48.93%)
Standard Deviation 3.38%
Annualized Sharpe (0.26)
Win Rate % 61.9%
Longest Drawdown 160.8 months
Avg Trades Per Year 0.96
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Updated 5 days, 13 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2021-10-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,899,750.16
CAGR % 10.25%
Max % Drawdown (35.63%)
Standard Deviation 2.93%
Annualized Sharpe 0.72
Win Rate % 82.9%
Longest Drawdown 45.2 months
Avg Trades Per Year 0.98
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Updated 5 days, 13 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2021-10-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $462,091.95
CAGR % 3.73%
Max % Drawdown (42.03%)
Standard Deviation 3.20%
Annualized Sharpe 0.12
Win Rate % 78.0%
Longest Drawdown 204.1 months
Avg Trades Per Year 0.98
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Updated 5 days, 13 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2021-10-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,421,861.48
CAGR % 10.86%
Max % Drawdown (33.82%)
Standard Deviation 3.25%
Annualized Sharpe 0.71
Win Rate % 82.9%
Longest Drawdown 43.9 months
Avg Trades Per Year 0.98
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Updated 5 days, 13 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2021-10-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $116,915.26
CAGR % 0.37%
Max % Drawdown (50.42%)
Standard Deviation 3.55%
Annualized Sharpe (0.15)
Win Rate % 58.5%
Longest Drawdown 290.9 months
Avg Trades Per Year 0.98
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Updated 5 days, 13 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
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Updated 5 days, 13 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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