SPY — S&P 500 Index
| Month | Avg Return % | Consistency % | Std Dev % | Rel. Vol | Max Drawdown % | Score |
|---|---|---|---|---|---|---|
| 0.71% | 50% | 3.54% | 5.02 | -5.27% | 8.8 | |
| -1.11% | 67% | 4.22% | 3.81 | -7.92% | -24.5 | |
| -0.46% | 33% | 6.38% | 13.90 | -12.46% | -1.6 | |
| 0.98% | 50% | 6.83% | 6.94 | -8.78% | 9.7 | |
| 2.91% | 100% | 2.51% | 0.86 | 0.23% | 325.3 | |
| 1.82% | 83% | 4.78% | 2.63 | -8.25% | 70.3 | |
| 4.05% | 100% | 2.72% | 0.67 | 1.21% | 547.5 | |
| 1.32% | 60% | 3.84% | 2.91 | -4.08% | 31.2 | |
|
Next
September
|
-4.06% | 80% | 3.63% | 0.89 | -9.24% | -333.7 |
| 1.92% | 40% | 4.66% | 2.43 | -2.49% | 31.3 | |
| 6.15% | 80% | 4.00% | 0.65 | -0.80% | 641.9 | |
| 0.95% | 60% | 4.25% | 4.49 | -5.76% | 16.2 |
Avg Return chip: green = positive, red = negative
“Next” marks the upcoming calendar month.