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Pentad



Updated 3 days ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 2000-01-01 — 2022-07-01
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $480,007.48
CAGR % 7.22%
Max % Drawdown (23.11%)
Standard Deviation 2.66%
Annualized Sharpe 0.48
Win Rate % 60.0%
Longest Drawdown 35.9 months
Avg Trades Per Year 0.67
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Updated 3 days ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 2000-01-01 — 2022-07-01
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $92,871.85
CAGR % (0.33%)
Max % Drawdown (57.07%)
Standard Deviation 3.52%
Annualized Sharpe (0.21)
Win Rate % 73.3%
Longest Drawdown 236.5 months
Avg Trades Per Year 0.67
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Updated 3 days ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 1980-01-01 — 2022-07-01
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $12,529,627.41
CAGR % 12.04%
Max % Drawdown (23.26%)
Standard Deviation 2.91%
Annualized Sharpe 0.89
Win Rate % 68.0%
Longest Drawdown 49.6 months
Avg Trades Per Year 0.59
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Updated 3 days ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 1980-01-01 — 2022-07-01
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $156,157.86
CAGR % 1.05%
Max % Drawdown (57.67%)
Standard Deviation 3.34%
Annualized Sharpe (0.11)
Win Rate % 76.0%
Longest Drawdown 236.5 months
Avg Trades Per Year 0.59
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Updated 3 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 3 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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