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Best Six Months



Updated 5 days, 14 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2025-01-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $479,034.98
CAGR % 6.45%
Max % Drawdown (35.30%)
Standard Deviation 3.04%
Annualized Sharpe 0.37
Win Rate % 79.2%
Longest Drawdown 37.4 months
Avg Trades Per Year 0.96
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Updated 5 days, 14 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2025-01-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $167,694.84
CAGR % 2.08%
Max % Drawdown (41.31%)
Standard Deviation 3.06%
Annualized Sharpe (0.03)
Win Rate % 76.0%
Longest Drawdown 202.6 months
Avg Trades Per Year 0.00
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Updated 5 days, 14 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2025-01-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $499,293.18
CAGR % 6.63%
Max % Drawdown (33.47%)
Standard Deviation 3.15%
Annualized Sharpe 0.37
Win Rate % 75.0%
Longest Drawdown 41.8 months
Avg Trades Per Year 0.96
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Updated 5 days, 14 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2025-01-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $74,982.87
CAGR % (1.14%)
Max % Drawdown (48.93%)
Standard Deviation 3.35%
Annualized Sharpe (0.29)
Win Rate % 60.0%
Longest Drawdown 200.1 months
Avg Trades Per Year 0.00
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Updated 5 days, 14 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2025-01-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,818,532.96
CAGR % 10.16%
Max % Drawdown (35.63%)
Standard Deviation 2.97%
Annualized Sharpe 0.71
Win Rate % 81.8%
Longest Drawdown 45.2 months
Avg Trades Per Year 0.98
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Updated 5 days, 14 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2025-01-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $528,460.64
CAGR % 3.76%
Max % Drawdown (42.03%)
Standard Deviation 3.22%
Annualized Sharpe 0.12
Win Rate % 77.8%
Longest Drawdown 204.1 months
Avg Trades Per Year 0.00
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Updated 5 days, 14 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2025-01-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $9,924,151.95
CAGR % 10.74%
Max % Drawdown (33.82%)
Standard Deviation 3.25%
Annualized Sharpe 0.70
Win Rate % 81.8%
Longest Drawdown 43.9 months
Avg Trades Per Year 0.98
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Updated 5 days, 14 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2025-01-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $104,056.81
CAGR % 0.09%
Max % Drawdown (50.42%)
Standard Deviation 3.53%
Annualized Sharpe (0.17)
Win Rate % 57.8%
Longest Drawdown 330.2 months
Avg Trades Per Year 0.00
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Updated 5 days, 14 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 5 days, 14 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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