| Updated | 5 days, 11 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2025-03-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $444,461.27 |
| CAGR % | 6.10% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 79.2% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.95 |
| Updated | 5 days, 11 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2025-03-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $167,694.84 |
| CAGR % | 2.07% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | (0.03) |
| Win Rate % | 76.0% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 0.99 |
| Updated | 5 days, 11 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2025-03-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $522,897.10 |
| CAGR % | 6.79% |
| Max % Drawdown | (33.47%) |
| Standard Deviation | 3.14% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 75.0% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.95 |
| Updated | 5 days, 11 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2025-03-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $74,982.87 |
| CAGR % | (1.14%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.34% |
| Annualized Sharpe | (0.30) |
| Win Rate % | 60.0% |
| Longest Drawdown | 201.7 months |
| Avg Trades Per Year | 0.99 |
| Updated | 5 days, 11 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2025-03-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,241,833.21 |
| CAGR % | 9.94% |
| Max % Drawdown | (35.63%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 81.8% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.97 |
| Updated | 5 days, 11 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2025-03-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $528,460.64 |
| CAGR % | 3.75% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.21% |
| Annualized Sharpe | 0.12 |
| Win Rate % | 77.8% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 11 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2025-03-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,401,454.18 |
| CAGR % | 10.82% |
| Max % Drawdown | (33.82%) |
| Standard Deviation | 3.25% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 81.8% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.97 |
| Updated | 5 days, 11 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2025-03-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $104,056.81 |
| CAGR % | 0.09% |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.52% |
| Annualized Sharpe | (0.17) |
| Win Rate % | 57.8% |
| Longest Drawdown | 331.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 11 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, 11 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 |
© Copyright 2013 - 2025
Extrategic Investing, LLC.
All rights reserved.
