| Updated | 6 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $258,942.76 |
| CAGR % | 5.13% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 2.75% |
| Annualized Sharpe | 0.26 |
| Win Rate % | 83.3% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.95 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $114,057.45 |
| CAGR % | 0.69% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.01% |
| Annualized Sharpe | (0.17) |
| Win Rate % | 73.7% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $314,062.79 |
| CAGR % | 6.20% |
| Max % Drawdown | (32.38%) |
| Standard Deviation | 2.94% |
| Annualized Sharpe | 0.35 |
| Win Rate % | 77.8% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.95 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $70,567.86 |
| CAGR % | (1.82%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.50% |
| Annualized Sharpe | (0.33) |
| Win Rate % | 57.9% |
| Longest Drawdown | 127.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,206,229.57 |
| CAGR % | 10.05% |
| Max % Drawdown | (35.63%) |
| Standard Deviation | 2.81% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 84.2% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.97 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $356,395.91 |
| CAGR % | 3.31% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.21% |
| Annualized Sharpe | 0.08 |
| Win Rate % | 76.9% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,233,737.52 |
| CAGR % | 11.17% |
| Max % Drawdown | (32.71%) |
| Standard Deviation | 3.17% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 84.2% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.97 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $97,945.01 |
| CAGR % | (0.05%) |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.62% |
| Annualized Sharpe | (0.18) |
| Win Rate % | 56.4% |
| Longest Drawdown | 257.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 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 | 6 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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