Something went wrong.
Please reload...

Pentad



Updated 4 days, 9 hours ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 2000-01-01 — 2024-04-12
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $515,395.75
CAGR % 6.99%
Max % Drawdown (23.11%)
Standard Deviation 2.62%
Annualized Sharpe 0.46
Win Rate % 58.8%
Longest Drawdown 35.9 months
Avg Trades Per Year 0.70
Loading...

Updated 4 days, 9 hours ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 2000-01-01 — 2024-04-12
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $122,011.78
CAGR % 0.82%
Max % Drawdown (57.07%)
Standard Deviation 3.62%
Annualized Sharpe (0.11)
Win Rate % 72.2%
Longest Drawdown 236.5 months
Avg Trades Per Year 0.74
Loading...

Updated 4 days, 9 hours ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 1980-01-01 — 2024-04-12
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $13,450,761.05
CAGR % 11.71%
Max % Drawdown (23.26%)
Standard Deviation 2.88%
Annualized Sharpe 0.86
Win Rate % 66.7%
Longest Drawdown 49.6 months
Avg Trades Per Year 0.61
Loading...

Updated 4 days, 9 hours ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 1980-01-01 — 2024-04-12
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $207,985.79
CAGR % 1.67%
Max % Drawdown (57.67%)
Standard Deviation 3.41%
Annualized Sharpe (0.05)
Win Rate % 75.0%
Longest Drawdown 236.5 months
Avg Trades Per Year 0.63
Loading...

Updated 4 days, 9 hours 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
Loading...

Updated 4 days, 9 hours 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
Loading...