Updated | 6 days, 12 hours ago |
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Portfolio | ^SP-500 Instrument |
Model | Best Six Months w/ Trend Filter |
Period | 2000-01-01 — 2024-12-13 |
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Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $379,512.15 |
CAGR % | 5.49% |
Max % Drawdown | (16.74%) |
Standard Deviation | 2.08% |
Annualized Sharpe | 0.37 |
Win Rate % | 55.9% |
Longest Drawdown | 47.9 months |
Avg Trades Per Year | 1.36 |
Updated | 6 days, 12 hours ago |
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Portfolio | ^EAFE Instrument |
Model | Best Six Months w/ Trend Filter |
Period | 2000-01-01 — 2024-12-13 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $401,370.22 |
CAGR % | 5.73% |
Max % Drawdown | (11.63%) |
Standard Deviation | 2.09% |
Annualized Sharpe | 0.40 |
Win Rate % | 61.5% |
Longest Drawdown | 26.2 months |
Avg Trades Per Year | 1.04 |
Updated | 6 days, 12 hours ago |
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Portfolio | ^SP-500 Instrument |
Model | Best Six Months w/ Trend Filter |
Period | 1980-01-01 — 2024-12-13 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $5,159,292.10 |
CAGR % | 9.17% |
Max % Drawdown | (16.94%) |
Standard Deviation | 2.36% |
Annualized Sharpe | 0.75 |
Win Rate % | 60.0% |
Longest Drawdown | 48.4 months |
Avg Trades Per Year | 1.22 |
Updated | 6 days, 12 hours ago |
---|---|
Portfolio | ^EAFE Instrument |
Model | Best Six Months w/ Trend Filter |
Period | 1980-01-01 — 2024-12-13 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $5,422,108.50 |
CAGR % | 9.29% |
Max % Drawdown | (15.69%) |
Standard Deviation | 2.55% |
Annualized Sharpe | 0.72 |
Win Rate % | 65.3% |
Longest Drawdown | 39.2 months |
Avg Trades Per Year | 1.09 |
Updated | 6 days, 12 hours ago |
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Portfolio | ^SP-500 Instrument |
Model | Best Six Months w/ Trend Filter |
Period | 1950-01-01 — 1979-12-31 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $1,782,828.88 |
CAGR % | 10.08% |
Max % Drawdown | (8.98%) |
Standard Deviation | 2.09% |
Annualized Sharpe | 0.96 |
Win Rate % | 69.7% |
Longest Drawdown | 24.1 months |
Avg Trades Per Year | 1.10 |
Updated | 6 days, 12 hours ago |
---|---|
Portfolio | ^EAFE Instrument |
Model | Best Six Months w/ Trend Filter |
Period | 1950-01-01 — 1979-12-31 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $603,592.86 |
CAGR % | 6.18% |
Max % Drawdown | (9.27%) |
Standard Deviation | 1.46% |
Annualized Sharpe | 0.63 |
Win Rate % | 88.9% |
Longest Drawdown | 9.7 months |
Avg Trades Per Year | 0.30 |