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Best Six Months



Updated 1 day, 9 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $346,487.24
CAGR % 5.80%
Max % Drawdown (35.30%)
Standard Deviation 3.03%
Annualized Sharpe 0.31
Win Rate % 81.0%
Longest Drawdown 37.4 months
Avg Trades Per Year 0.95
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Updated 1 day, 9 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $151,651.66
CAGR % 1.91%
Max % Drawdown (41.31%)
Standard Deviation 3.00%
Annualized Sharpe (0.05)
Win Rate % 77.3%
Longest Drawdown 202.6 months
Avg Trades Per Year 0.00
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Updated 1 day, 9 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $362,534.79
CAGR % 6.02%
Max % Drawdown (33.47%)
Standard Deviation 3.14%
Annualized Sharpe 0.32
Win Rate % 76.2%
Longest Drawdown 41.8 months
Avg Trades Per Year 0.95
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Updated 1 day, 9 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $85,363.07
CAGR % (0.72%)
Max % Drawdown (48.93%)
Standard Deviation 3.37%
Annualized Sharpe (0.26)
Win Rate % 63.6%
Longest Drawdown 164.0 months
Avg Trades Per Year 0.00
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Updated 1 day, 9 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,645,904.80
CAGR % 10.07%
Max % Drawdown (35.63%)
Standard Deviation 2.95%
Annualized Sharpe 0.70
Win Rate % 82.9%
Longest Drawdown 45.2 months
Avg Trades Per Year 0.97
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Updated 1 day, 9 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $476,493.54
CAGR % 3.78%
Max % Drawdown (42.03%)
Standard Deviation 3.20%
Annualized Sharpe 0.12
Win Rate % 78.6%
Longest Drawdown 204.1 months
Avg Trades Per Year 0.00
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Updated 1 day, 9 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,196,628.71
CAGR % 10.70%
Max % Drawdown (33.82%)
Standard Deviation 3.26%
Annualized Sharpe 0.70
Win Rate % 82.9%
Longest Drawdown 43.9 months
Avg Trades Per Year 0.97
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Updated 1 day, 9 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $118,814.74
CAGR % 0.41%
Max % Drawdown (50.42%)
Standard Deviation 3.54%
Annualized Sharpe (0.15)
Win Rate % 59.5%
Longest Drawdown 294.1 months
Avg Trades Per Year 0.00
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Updated 1 day, 9 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 1 day, 9 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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