Updated | 5 days, 18 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Best Six Months |
Period | 2000-01-01 — 2025-07-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $447,288.60 |
CAGR % | 6.05% |
Max % Drawdown | (35.30%) |
Standard Deviation | 3.03% |
Annualized Sharpe | 0.33 |
Win Rate % | 76.0% |
Longest Drawdown | 37.4 months |
Avg Trades Per Year | 0.98 |
Updated | 5 days, 18 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Best Six Months |
Period | 2000-01-01 — 2025-07-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $186,401.06 |
CAGR % | 2.47% |
Max % Drawdown | (41.31%) |
Standard Deviation | 3.06% |
Annualized Sharpe | 0.00 |
Win Rate % | 76.0% |
Longest Drawdown | 202.6 months |
Avg Trades Per Year | 0.98 |
Updated | 5 days, 18 hours ago |
---|---|
Portfolio | ^EAFE Instrument |
Model | Best Six Months |
Period | 2000-01-01 — 2025-07-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $534,827.44 |
CAGR % | 6.79% |
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 | 5 days, 18 hours ago |
---|---|
Portfolio | ^EAFE Instrument |
Model | Best Six Months |
Period | 2000-01-01 — 2025-07-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $80,677.02 |
CAGR % | (0.84%) |
Max % Drawdown | (48.93%) |
Standard Deviation | 3.33% |
Annualized Sharpe | (0.27) |
Win Rate % | 60.0% |
Longest Drawdown | 205.7 months |
Avg Trades Per Year | 0.98 |
Updated | 5 days, 18 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Best Six Months |
Period | 1980-01-01 — 2025-07-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $7,286,961.46 |
CAGR % | 9.88% |
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 | 5 days, 18 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Best Six Months |
Period | 1980-01-01 — 2025-07-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $588,896.12 |
CAGR % | 3.97% |
Max % Drawdown | (42.03%) |
Standard Deviation | 3.21% |
Annualized Sharpe | 0.14 |
Win Rate % | 77.8% |
Longest Drawdown | 204.1 months |
Avg Trades Per Year | 0.99 |
Updated | 5 days, 18 hours ago |
---|---|
Portfolio | ^EAFE Instrument |
Model | Best Six Months |
Period | 1980-01-01 — 2025-07-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $10,640,831.42 |
CAGR % | 10.80% |
Max % Drawdown | (33.82%) |
Standard Deviation | 3.24% |
Annualized Sharpe | 0.71 |
Win Rate % | 82.2% |
Longest Drawdown | 43.9 months |
Avg Trades Per Year | 0.99 |
Updated | 5 days, 18 hours ago |
---|---|
Portfolio | ^EAFE Instrument |
Model | Best Six Months |
Period | 1980-01-01 — 2025-07-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $111,649.01 |
CAGR % | 0.24% |
Max % Drawdown | (50.42%) |
Standard Deviation | 3.52% |
Annualized Sharpe | (0.16) |
Win Rate % | 57.8% |
Longest Drawdown | 335.8 months |
Avg Trades Per Year | 0.99 |
Updated | 5 days, 18 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, 18 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 |