Updated | 6 days, 4 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Primas Timing Model |
Period | 2000-01-01 — 2024-07-19 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $364,786.15 |
CAGR % | 5.41% |
Max % Drawdown | (16.15%) |
Standard Deviation | 1.87% |
Annualized Sharpe | 0.39 |
Win Rate % | 63.3% |
Longest Drawdown | 24.2 months |
Avg Trades Per Year | 1.22 |
Updated | 6 days, 4 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Primas Timing Model |
Period | 1980-01-01 — 2024-07-19 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $6,140,738.50 |
CAGR % | 9.68% |
Max % Drawdown | (17.86%) |
Standard Deviation | 2.35% |
Annualized Sharpe | 0.81 |
Win Rate % | 61.2% |
Longest Drawdown | 24.2 months |
Avg Trades Per Year | 1.50 |
Updated | 6 days, 3 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Primas Timing Model |
Period | 1950-01-01 — 1979-12-31 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $1,031,913.80 |
CAGR % | 8.09% |
Max % Drawdown | (12.73%) |
Standard Deviation | 1.71% |
Annualized Sharpe | 0.85 |
Win Rate % | 65.6% |
Longest Drawdown | 20.3 months |
Avg Trades Per Year | 1.07 |