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Best Six Months



Updated 1 day ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $280,462.72
CAGR % 5.51%
Max % Drawdown (35.30%)
Standard Deviation 2.78%
Annualized Sharpe 0.30
Win Rate % 83.3%
Longest Drawdown 37.4 months
Avg Trades Per Year 0.94
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Updated 1 day ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $114,057.45
CAGR % 0.69%
Max % Drawdown (41.31%)
Standard Deviation 2.99%
Annualized Sharpe (0.17)
Win Rate % 73.7%
Longest Drawdown 202.6 months
Avg Trades Per Year 0.99
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Updated 1 day ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $332,643.03
CAGR % 6.46%
Max % Drawdown (32.38%)
Standard Deviation 2.94%
Annualized Sharpe 0.37
Win Rate % 77.8%
Longest Drawdown 41.8 months
Avg Trades Per Year 0.94
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Updated 1 day ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $70,567.86
CAGR % (1.80%)
Max % Drawdown (48.93%)
Standard Deviation 3.48%
Annualized Sharpe (0.33)
Win Rate % 57.9%
Longest Drawdown 130.1 months
Avg Trades Per Year 0.99
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Updated 1 day ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,556,540.93
CAGR % 10.23%
Max % Drawdown (35.63%)
Standard Deviation 2.82%
Annualized Sharpe 0.75
Win Rate % 84.2%
Longest Drawdown 45.2 months
Avg Trades Per Year 0.97
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Updated 1 day ago
Portfolio ^SP-500 Instrument
Model Best Six Months
Period 1980-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $356,395.91
CAGR % 3.29%
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 0.99
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Updated 1 day ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $6,609,742.37
CAGR % 11.28%
Max % Drawdown (32.71%)
Standard Deviation 3.17%
Annualized Sharpe 0.76
Win Rate % 84.2%
Longest Drawdown 43.9 months
Avg Trades Per Year 0.97
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Updated 1 day ago
Portfolio ^EAFE Instrument
Model Best Six Months
Period 1980-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $97,945.01
CAGR % (0.05%)
Max % Drawdown (50.42%)
Standard Deviation 3.61%
Annualized Sharpe (0.18)
Win Rate % 56.4%
Longest Drawdown 260.1 months
Avg Trades Per Year 0.99
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Updated 1 day 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 1 day 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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