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Pentad



Updated 10 hours ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 2000-01-01 — 2019-06-14
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $335,289.36
CAGR % 6.42%
Max % Drawdown (23.11%)
Standard Deviation 2.50%
Annualized Sharpe 0.42
Win Rate % 53.8%
Longest Drawdown 35.9 months
Avg Trades Per Year 0.67
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Updated 10 hours ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 2000-01-01 — 2019-06-14
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $95,682.02
CAGR % (0.23%)
Max % Drawdown (57.07%)
Standard Deviation 3.44%
Annualized Sharpe (0.21)
Win Rate % 71.4%
Longest Drawdown 223.2 months
Avg Trades Per Year 0.72
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Updated 10 hours ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 1980-01-01 — 2019-06-14
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $8,711,874.76
CAGR % 11.99%
Max % Drawdown (23.26%)
Standard Deviation 2.86%
Annualized Sharpe 0.90
Win Rate % 65.2%
Longest Drawdown 49.6 months
Avg Trades Per Year 0.58
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Updated 10 hours ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 1980-01-01 — 2019-06-14
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $160,947.73
CAGR % 1.21%
Max % Drawdown (57.67%)
Standard Deviation 3.28%
Annualized Sharpe (0.10)
Win Rate % 75.0%
Longest Drawdown 223.2 months
Avg Trades Per Year 0.61
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Updated 10 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
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Updated 10 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
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