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Best Six Months



Updated 3 days, 16 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2021-02-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $328,713.89
CAGR % 5.79%
Max % Drawdown (35.30%)
Standard Deviation 3.02%
Annualized Sharpe 0.31
Win Rate % 80.0%
Longest Drawdown 37.4 months
Avg Trades Per Year 0.95
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Updated 3 days, 16 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2021-02-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $137,620.06
CAGR % 1.52%
Max % Drawdown (41.31%)
Standard Deviation 3.02%
Annualized Sharpe (0.09)
Win Rate % 76.2%
Longest Drawdown 202.6 months
Avg Trades Per Year 0.99
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Updated 3 days, 16 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2021-02-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $351,886.77
CAGR % 6.13%
Max % Drawdown (33.47%)
Standard Deviation 3.16%
Annualized Sharpe 0.33
Win Rate % 75.0%
Longest Drawdown 41.8 months
Avg Trades Per Year 0.95
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Updated 3 days, 16 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2021-02-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $81,420.65
CAGR % (0.97%)
Max % Drawdown (48.93%)
Standard Deviation 3.42%
Annualized Sharpe (0.27)
Win Rate % 61.9%
Longest Drawdown 153.2 months
Avg Trades Per Year 0.99
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Updated 3 days, 16 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2021-02-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,352,054.98
CAGR % 10.15%
Max % Drawdown (35.63%)
Standard Deviation 2.94%
Annualized Sharpe 0.71
Win Rate % 82.5%
Longest Drawdown 45.2 months
Avg Trades Per Year 0.97
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Updated 3 days, 16 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2021-02-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $430,656.98
CAGR % 3.61%
Max % Drawdown (42.03%)
Standard Deviation 3.21%
Annualized Sharpe 0.11
Win Rate % 78.0%
Longest Drawdown 204.1 months
Avg Trades Per Year 0.00
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Updated 3 days, 16 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2021-02-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $6,986,402.08
CAGR % 10.87%
Max % Drawdown (33.82%)
Standard Deviation 3.27%
Annualized Sharpe 0.71
Win Rate % 82.5%
Longest Drawdown 43.9 months
Avg Trades Per Year 0.97
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Updated 3 days, 16 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2021-02-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $113,393.90
CAGR % 0.31%
Max % Drawdown (50.42%)
Standard Deviation 3.57%
Annualized Sharpe (0.15)
Win Rate % 58.5%
Longest Drawdown 283.3 months
Avg Trades Per Year 0.00
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Updated 3 days, 16 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 3 days, 16 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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