| Updated | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $445,377.01 |
| CAGR % | 6.06% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 3.04% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 76.0% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.98 |
| Updated | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $176,131.32 |
| CAGR % | 2.25% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | (0.02) |
| Win Rate % | 76.0% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 0.98 |
| Updated | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $532,541.73 |
| CAGR % | 6.81% |
| Max % Drawdown | (33.47%) |
| Standard Deviation | 3.14% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 76.0% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.98 |
| Updated | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $79,107.79 |
| CAGR % | (0.92%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.34% |
| Annualized Sharpe | (0.28) |
| Win Rate % | 60.0% |
| Longest Drawdown | 204.3 months |
| Avg Trades Per Year | 0.98 |
| Updated | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,255,818.94 |
| CAGR % | 9.89% |
| 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 | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $555,716.96 |
| CAGR % | 3.85% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.21% |
| Annualized Sharpe | 0.13 |
| Win Rate % | 77.8% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 0.99 |
| Updated | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,595,355.35 |
| CAGR % | 10.81% |
| Max % Drawdown | (33.82%) |
| Standard Deviation | 3.25% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 82.2% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.99 |
| Updated | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $109,556.70 |
| CAGR % | 0.20% |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.52% |
| Annualized Sharpe | (0.16) |
| Win Rate % | 57.8% |
| Longest Drawdown | 334.4 months |
| Avg Trades Per Year | 0.99 |
| Updated | 3 days, 5 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 | 3 days, 5 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.
