Something went wrong.
Please reload...

Best Six Months



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
Loading...

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
Loading...

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
Loading...

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
Loading...

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
Loading...

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
Loading...

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
Loading...

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
Loading...

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
Loading...

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
Loading...