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Pentad



Updated 6 days ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 2000-01-01 — 2019-01-11
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $318,976.73
CAGR % 6.29%
Max % Drawdown (23.11%)
Standard Deviation 2.46%
Annualized Sharpe 0.41
Win Rate % 53.8%
Longest Drawdown 35.9 months
Avg Trades Per Year 0.68
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Updated 6 days ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 2000-01-01 — 2019-01-11
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $89,631.04
CAGR % (0.57%)
Max % Drawdown (57.07%)
Standard Deviation 3.44%
Annualized Sharpe (0.24)
Win Rate % 69.2%
Longest Drawdown 218.1 months
Avg Trades Per Year 0.68
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Updated 6 days ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 1980-01-01 — 2019-01-11
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $8,282,740.42
CAGR % 11.98%
Max % Drawdown (23.26%)
Standard Deviation 2.84%
Annualized Sharpe 0.90
Win Rate % 65.2%
Longest Drawdown 49.6 months
Avg Trades Per Year 0.59
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Updated 6 days ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 1980-01-01 — 2019-01-11
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $150,625.47
CAGR % 1.06%
Max % Drawdown (57.67%)
Standard Deviation 3.28%
Annualized Sharpe (0.11)
Win Rate % 73.9%
Longest Drawdown 218.1 months
Avg Trades Per Year 0.59
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Updated 6 days ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 1950-01-01 — 1979-12-31
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $2,421,358.82
CAGR % 11.21%
Max % Drawdown (13.44%)
Standard Deviation 2.55%
Annualized Sharpe 0.91
Win Rate % 75.0%
Longest Drawdown 20.9 months
Avg Trades Per Year 0.53
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Updated 6 days ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 1950-01-01 — 1979-12-31
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $160,426.36
CAGR % 1.59%
Max % Drawdown (43.39%)
Standard Deviation 2.91%
Annualized Sharpe (0.09)
Win Rate % 73.3%
Longest Drawdown 82.5 months
Avg Trades Per Year 0.50
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