Something went wrong.
Please reload...

Pentad



Updated 1 day ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 2000-01-01 — 2019-03-22
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $323,842.44
CAGR % 6.31%
Max % Drawdown (23.11%)
Standard Deviation 2.45%
Annualized Sharpe 0.42
Win Rate % 53.8%
Longest Drawdown 35.9 months
Avg Trades Per Year 0.68
Loading...

Updated 1 day ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 2000-01-01 — 2019-03-22
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $95,682.02
CAGR % (0.23%)
Max % Drawdown (57.07%)
Standard Deviation 3.46%
Annualized Sharpe (0.21)
Win Rate % 71.4%
Longest Drawdown 220.5 months
Avg Trades Per Year 0.73
Loading...

Updated 1 day ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 1980-01-01 — 2019-03-22
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $8,410,581.07
CAGR % 11.96%
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
Loading...

Updated 1 day ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 1980-01-01 — 2019-03-22
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $160,947.73
CAGR % 1.22%
Max % Drawdown (57.67%)
Standard Deviation 3.29%
Annualized Sharpe (0.10)
Win Rate % 75.0%
Longest Drawdown 220.5 months
Avg Trades Per Year 0.61
Loading...

Updated 1 day 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 1 day 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...