- Portfolio Overview
- Holdings
- Performance
- Calculators
- Rolling Returns
- Drawdowns
Portfolio Overview
Since Whilshire total stock market index is no longer available. We now change it to S&P 500.
Holdings
Historical Performance
P Hussman Peak PE SO SU Market Timing Strategy Weekly Historical Returns
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| P Hussman Peak PE SO SU Market Timing Strategy Weekly | NA | 0.03% | 0.73% | 0.74% | 4.52% | 6.77% | 5.43% | … | … |
| SPY (SPDR S&P 500 ETF Trust) | NA | 31.20% | 17.97% | 17.91% | 16.22% | 10.81% | 9.19% | … | … |
| Ticker/Portfolio | Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | P Hussman Pe…gy Weekly | 0.00 | 0.03 | 0.73 | 0.74 | 4.52 | 6.77 | 5.43 | … | … | NA | NA | NA | NA | NA | 0.02 | 0.23 | 1.42 | 1.34 | 0.63 | 0.21 | 0.03 | 0.02 | 24.27 | 15.99 | 1.89 | 15.06 | 26.36 | 15.47 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 | NA | NA | NA | NA | NA | NA | NA | NA |
| SPY (SPDR S&P…TF Trust) | 0.80 | 31.20 | 17.97 | 17.91 | 16.22 | 10.81 | 9.19 | … | … | NA | 17.72 | 24.89 | 26.18 | -18.18 | 28.73 | 18.33 | 31.22 | -4.57 | 21.71 | 12.00 | 1.23 | 13.46 | 32.31 | 15.99 | 1.89 | 15.06 | 26.35 | -36.79 | 5.15 | 15.85 | 4.83 | 10.69 | 28.18 | -21.59 | -11.76 | -9.74 | 20.39 | 28.69 | 33.47 | 22.49 | 38.05 | 0.39 | 8.70 | |
| Sharpe Ratio | P Hussman Pe…gy Weekly | NA | 0.13 | 0.31 | 0.25 | 0.63 | NA | NA | … | … | NA | NA | NA | NA | NA | 0.02 | 0.05 | 1.02 | 2.00 | 0.06 | 0.91 | -0.20 | 0.14 | 2.33 | 1.25 | 0.08 | 0.83 | 0.99 | 0.93 | 1.06 | 2.84 | 0.96 | 0.31 | 0.05 | 0.01 | 0.01 | NA | NA | NA | NA | NA | NA | NA | NA |
| SPY (SPDR S&P…TF Trust) | NA | 2.28 | 1.33 | 0.68 | 0.77 | NA | NA | … | … | 2.04 | 0.77 | 1.69 | 1.74 | -0.81 | 2.21 | 0.54 | 2.37 | -0.35 | 3.13 | 0.90 | 0.08 | 1.19 | 2.91 | 1.26 | 0.08 | 0.83 | 0.99 | -0.91 | 0.13 | 1.25 | 0.25 | 0.87 | 1.66 | -0.86 | -0.65 | -0.59 | 0.94 | 1.13 | 1.47 | 1.43 | 3.98 | -0.25 | 0.80 | |
| Standard Deviation(%) | P Hussman Pe…gy Weekly | NA | 0.00 | 0.04 | 0.04 | 5.99 | NA | NA | … | … | NA | NA | NA | NA | NA | 0.00 | 0.02 | 0.01 | 0.01 | 0.01 | 0.00 | 0.00 | 0.00 | 10.40 | 12.73 | 23.10 | 17.94 | 26.61 | 15.57 | 0.03 | 0.01 | 0.02 | 0.02 | 0.00 | 0.01 | 0.05 | NA | NA | NA | NA | NA | NA | NA | NA |
| SPY (SPDR S&P…TF Trust) | NA | 11.83 | 15.04 | 17.02 | 17.97 | NA | NA | … | … | 13.39 | 19.33 | 12.58 | 13.07 | 24.26 | 12.99 | 33.65 | 12.53 | 17.08 | 6.74 | 13.08 | 15.45 | 11.26 | 11.08 | 12.73 | 23.10 | 17.94 | 26.60 | 41.16 | 15.94 | 10.01 | 10.31 | 11.14 | 16.51 | 26.38 | 22.18 | 23.47 | 18.09 | 22.30 | 20.16 | 13.05 | 8.55 | 10.55 | 9.14 | |
| Draw Down(%) | P Hussman Pe…gy Weekly | NA | 0.00 | 0.00 | 0.00 | 9.69 | NA | NA | … | … | NA | NA | NA | NA | NA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 5.55 | 9.69 | 18.61 | 15.70 | 27.13 | 8.86 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | NA | NA | NA | NA | NA | NA | NA | NA |
| SPY (SPDR S&P…TF Trust) | NA | 8.88 | 18.76 | 24.50 | 33.72 | NA | NA | … | … | 8.88 | 18.76 | 8.41 | 9.97 | 24.50 | 5.11 | 33.72 | 6.62 | 19.35 | 2.61 | 10.31 | 11.91 | 7.27 | 5.55 | 9.69 | 18.61 | 15.70 | 27.13 | 47.58 | 9.92 | 7.59 | 6.96 | 7.53 | 13.73 | 32.97 | 28.82 | 17.13 | 11.70 | 19.03 | 11.20 | 7.63 | 2.60 | 8.54 | 4.68 | |
| Yield(%) | P Hussman Pe…gy Weekly | NA | 0.03 | 0.64 | 0.74 | 0.86 | NA | NA | … | … | NA | NA | NA | NA | NA | 0.02 | 0.23 | 1.42 | 1.34 | 0.63 | 0.21 | 0.03 | 0.02 | 1.64 | 2.45 | 2.04 | 2.01 | 2.36 | 1.84 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.33 | NA | NA | NA | NA | NA | NA | NA | NA |
| SPY (SPDR S&P…TF Trust) | 0.00 | 1.24 | 1.66 | 1.59 | 2.82 | 3.98 | 3.52 | … | … | 0.26 | 1.25 | 1.49 | 1.74 | 1.32 | 1.55 | 1.75 | 2.25 | 1.90 | 2.13 | 2.26 | 2.05 | 2.10 | 2.29 | 2.43 | 2.03 | 2.00 | 2.34 | 1.88 | 1.91 | 1.93 | 1.79 | 1.97 | 1.78 | 1.29 | 1.10 | 1.03 | 1.17 | 1.45 | 1.85 | 2.18 | 2.78 | 2.63 | 2.57 |
Data as of 08/31/2021, Common starting date is 12/31/2000
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P Hussman Peak PE SO SU Market Timing Strategy Weekly Historical Return Chart
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Rolling Returns
From 12/31/2000 to 11/04/2021, the worst annualized return of 3-year rolling returns for P Hussman Peak PE SO SU Market Timing Strategy Weekly is
0.07%.
From 12/31/2000 to 11/04/2021, the worst annualized return of 5-year rolling returns for P Hussman Peak PE SO SU Market Timing Strategy Weekly is
0.39%.
From 12/31/2000 to 11/04/2021, the worst annualized return of 10-year rolling returns for P Hussman Peak PE SO SU Market Timing Strategy Weekly is
3.43%.
From 12/31/2000 to 11/04/2021, the worst annualized return of 20-year rolling returns for P Hussman Peak PE SO SU Market Timing Strategy Weekly is
5.41%.
Maximum Drawdown
P Hussman Peak PE SO SU Market Timing Strategy Weekly Maximum Drawdown