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Best Six Months



Updated 2 days, 23 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $327,354.27
CAGR % 5.41%
Max % Drawdown (35.30%)
Standard Deviation 3.04%
Annualized Sharpe 0.27
Win Rate % 77.3%
Longest Drawdown 37.4 months
Avg Trades Per Year 0.98
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Updated 3 days ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $141,178.98
CAGR % 1.55%
Max % Drawdown (41.31%)
Standard Deviation 3.01%
Annualized Sharpe (0.08)
Win Rate % 77.3%
Longest Drawdown 202.6 months
Avg Trades Per Year 0.98
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Updated 3 days ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $323,620.37
CAGR % 5.36%
Max % Drawdown (33.47%)
Standard Deviation 3.15%
Annualized Sharpe 0.26
Win Rate % 72.7%
Longest Drawdown 41.8 months
Avg Trades Per Year 0.98
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Updated 2 days, 23 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $78,820.87
CAGR % (1.05%)
Max % Drawdown (48.93%)
Standard Deviation 3.37%
Annualized Sharpe (0.28)
Win Rate % 63.6%
Longest Drawdown 169.4 months
Avg Trades Per Year 0.98
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Updated 2 days, 23 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,329,320.20
CAGR % 9.81%
Max % Drawdown (35.63%)
Standard Deviation 2.96%
Annualized Sharpe 0.68
Win Rate % 81.0%
Longest Drawdown 45.2 months
Avg Trades Per Year 0.99
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Updated 2 days, 23 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $443,227.38
CAGR % 3.57%
Max % Drawdown (42.03%)
Standard Deviation 3.20%
Annualized Sharpe 0.11
Win Rate % 78.6%
Longest Drawdown 204.1 months
Avg Trades Per Year 0.99
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Updated 2 days, 23 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $6,414,890.03
CAGR % 10.29%
Max % Drawdown (33.82%)
Standard Deviation 3.26%
Annualized Sharpe 0.66
Win Rate % 81.0%
Longest Drawdown 43.9 months
Avg Trades Per Year 0.99
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Updated 2 days, 23 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $109,364.90
CAGR % 0.21%
Max % Drawdown (50.42%)
Standard Deviation 3.55%
Annualized Sharpe (0.16)
Win Rate % 59.5%
Longest Drawdown 299.4 months
Avg Trades Per Year 0.99
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Updated 2 days, 23 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 2 days, 23 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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