| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2023-03-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $333,752.84 |
| CAGR % | 5.33% |
| Max % Drawdown | (35.30%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | 0.26 |
| Win Rate % | 77.3% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 0.95 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2023-03-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $144,613.83 |
| CAGR % | 1.60% |
| Max % Drawdown | (41.31%) |
| Standard Deviation | 3.11% |
| Annualized Sharpe | (0.07) |
| Win Rate % | 73.9% |
| Longest Drawdown | 202.6 months |
| Avg Trades Per Year | 0.99 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2023-03-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $370,341.35 |
| CAGR % | 5.81% |
| Max % Drawdown | (33.47%) |
| Standard Deviation | 3.20% |
| Annualized Sharpe | 0.30 |
| Win Rate % | 72.7% |
| Longest Drawdown | 41.8 months |
| Avg Trades Per Year | 0.95 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 2000-01-01 — 2023-03-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $76,587.19 |
| CAGR % | (1.14%) |
| Max % Drawdown | (48.93%) |
| Standard Deviation | 3.40% |
| Annualized Sharpe | (0.29) |
| Win Rate % | 60.9% |
| Longest Drawdown | 177.8 months |
| Avg Trades Per Year | 0.99 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2023-03-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,433,139.63 |
| CAGR % | 9.69% |
| Max % Drawdown | (35.63%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 81.0% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.97 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2023-03-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $454,138.08 |
| CAGR % | 3.56% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 3.25% |
| Annualized Sharpe | 0.11 |
| Win Rate % | 76.7% |
| Longest Drawdown | 204.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2023-03-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,342,097.42 |
| CAGR % | 10.45% |
| Max % Drawdown | (33.82%) |
| Standard Deviation | 3.29% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 81.0% |
| Longest Drawdown | 43.9 months |
| Avg Trades Per Year | 0.97 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months |
| Period | 1980-01-01 — 2023-03-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $106,138.46 |
| CAGR % | 0.14% |
| Max % Drawdown | (50.42%) |
| Standard Deviation | 3.56% |
| Annualized Sharpe | (0.17) |
| Win Rate % | 58.1% |
| Longest Drawdown | 307.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 15 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 | 2 days, 15 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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