| Updated | 3 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2025-06-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $446,334.27 |
| CAGR % | 6.05% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 3.04% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 76.0% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.98 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2025-06-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $177,908.55 |
| CAGR % | 2.29% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | (0.01) |
| Win Rate % | 76.0% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 0.98 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2025-06-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $533,686.34 |
| CAGR % | 6.80% |
| Max % Drawdown | (33.47%) |
| Standard Deviation | 3.13% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 76.0% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.98 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2025-06-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $78,401.04 |
| CAGR % | (0.95%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.33% |
| Annualized Sharpe | (0.28) |
| Win Rate % | 60.0% |
| Longest Drawdown | 205.0 months |
| Avg Trades Per Year | 0.98 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2025-06-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,271,414.03 |
| CAGR % | 9.89% |
| Max % Drawdown | (35.63%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 80.0% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.99 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2025-06-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $561,458.78 |
| CAGR % | 3.87% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.21% |
| Annualized Sharpe | 0.13 |
| Win Rate % | 77.8% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 0.99 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2025-06-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,618,128.19 |
| CAGR % | 10.81% |
| Max % Drawdown | (33.82%) |
| Standard Deviation | 3.25% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 82.2% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.99 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2025-06-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $108,614.38 |
| CAGR % | 0.18% |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.52% |
| Annualized Sharpe | (0.17) |
| Win Rate % | 57.8% |
| Longest Drawdown | 335.1 months |
| Avg Trades Per Year | 0.99 |
| Updated | 3 days 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 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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