Updated | 5 days, 2 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Best Six Months |
Period | 2000-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $455,867.31 |
CAGR % | 6.47% |
Max % Drawdown | (35.30%) |
Standard Deviation | 3.06% |
Annualized Sharpe | 0.37 |
Win Rate % | 78.3% |
Longest Drawdown | 37.4 months |
Avg Trades Per Year | 0.95 |
Updated | 5 days, 2 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Best Six Months |
Period | 2000-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $146,947.75 |
CAGR % | 1.60% |
Max % Drawdown | (41.31%) |
Standard Deviation | 3.09% |
Annualized Sharpe | (0.07) |
Win Rate % | 75.0% |
Longest Drawdown | 202.6 months |
Avg Trades Per Year | 0.99 |
Updated | 5 days, 2 hours ago |
---|---|
Portfolio | ^EAFE Instrument |
Model | Best Six Months |
Period | 2000-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $494,554.25 |
CAGR % | 6.82% |
Max % Drawdown | (33.47%) |
Standard Deviation | 3.18% |
Annualized Sharpe | 0.39 |
Win Rate % | 73.9% |
Longest Drawdown | 41.8 months |
Avg Trades Per Year | 0.95 |
Updated | 5 days, 2 hours ago |
---|---|
Portfolio | ^EAFE Instrument |
Model | Best Six Months |
Period | 2000-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $72,039.58 |
CAGR % | (1.35%) |
Max % Drawdown | (48.93%) |
Standard Deviation | 3.37% |
Annualized Sharpe | (0.31) |
Win Rate % | 58.3% |
Longest Drawdown | 190.1 months |
Avg Trades Per Year | 0.99 |
Updated | 5 days, 2 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Best Six Months |
Period | 1980-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $7,431,871.72 |
CAGR % | 10.23% |
Max % Drawdown | (35.63%) |
Standard Deviation | 2.97% |
Annualized Sharpe | 0.71 |
Win Rate % | 81.4% |
Longest Drawdown | 45.2 months |
Avg Trades Per Year | 0.97 |
Updated | 5 days, 2 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Best Six Months |
Period | 1980-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $461,431.58 |
CAGR % | 3.52% |
Max % Drawdown | (42.03%) |
Standard Deviation | 3.24% |
Annualized Sharpe | 0.10 |
Win Rate % | 77.3% |
Longest Drawdown | 204.1 months |
Avg Trades Per Year | 0.99 |
Updated | 5 days, 2 hours ago |
---|---|
Portfolio | ^EAFE Instrument |
Model | Best Six Months |
Period | 1980-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $9,834,216.71 |
CAGR % | 10.93% |
Max % Drawdown | (33.82%) |
Standard Deviation | 3.27% |
Annualized Sharpe | 0.71 |
Win Rate % | 81.4% |
Longest Drawdown | 43.9 months |
Avg Trades Per Year | 0.97 |
Updated | 5 days, 2 hours ago |
---|---|
Portfolio | ^EAFE Instrument |
Model | Best Six Months |
Period | 1980-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $99,641.88 |
CAGR % | (0.01%) |
Max % Drawdown | (50.42%) |
Standard Deviation | 3.55% |
Annualized Sharpe | (0.18) |
Win Rate % | 56.8% |
Longest Drawdown | 320.1 months |
Avg Trades Per Year | 0.99 |
Updated | 5 days, 2 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 | 5 days, 2 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 |