| Updated | 5 days, 12 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $358,466.15 |
| CAGR % | 5.39% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.90% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 0.0% |
| Longest Drawdown | 31.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $251,161.02 |
| CAGR % | 3.86% |
| Max % Drawdown | (20.79%) |
| Standard Deviation | 1.81% |
| Annualized Sharpe | 0.16 |
| Win Rate % | 0.0% |
| Longest Drawdown | 44.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $337,652.68 |
| CAGR % | 5.13% |
| Max % Drawdown | (41.00%) |
| Standard Deviation | 3.53% |
| Annualized Sharpe | 0.23 |
| Win Rate % | 0.0% |
| Longest Drawdown | 49.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $204,594.45 |
| CAGR % | 2.99% |
| Max % Drawdown | (12.72%) |
| Standard Deviation | 1.08% |
| Annualized Sharpe | 0.01 |
| Win Rate % | 0.0% |
| Longest Drawdown | 44.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 12 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $195,515.81 |
| CAGR % | 2.79% |
| Max % Drawdown | (28.42%) |
| Standard Deviation | 1.42% |
| Annualized Sharpe | (0.02) |
| Win Rate % | 0.0% |
| Longest Drawdown | 49.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 12 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,260,743.70 |
| CAGR % | 8.18% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 2.01% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 0.0% |
| Longest Drawdown | 31.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,878,534.52 |
| CAGR % | 6.84% |
| Max % Drawdown | (24.32%) |
| Standard Deviation | 2.49% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 0.0% |
| Longest Drawdown | 44.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 12 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,096,826.43 |
| CAGR % | 7.96% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.95% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 0.0% |
| Longest Drawdown | 33.6 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,459,521.87 |
| CAGR % | 6.44% |
| Max % Drawdown | (24.36%) |
| Standard Deviation | 2.41% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 0.0% |
| Longest Drawdown | 44.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,970,731.73 |
| CAGR % | 6.83% |
| Max % Drawdown | (51.58%) |
| Standard Deviation | 4.58% |
| Annualized Sharpe | 0.31 |
| Win Rate % | 0.0% |
| Longest Drawdown | 61.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,890,046.88 |
| CAGR % | 5.89% |
| Max % Drawdown | (14.16%) |
| Standard Deviation | 1.62% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 0.0% |
| Longest Drawdown | 44.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 12 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,525,831.88 |
| CAGR % | 6.49% |
| Max % Drawdown | (28.42%) |
| Standard Deviation | 1.76% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 0.0% |
| Longest Drawdown | 49.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 12 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $375,396.80 |
| CAGR % | 4.51% |
| Max % Drawdown | (10.92%) |
| Standard Deviation | 1.18% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 0.0% |
| Longest Drawdown | 26.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $249,164.37 |
| CAGR % | 3.09% |
| Max % Drawdown | (12.12%) |
| Standard Deviation | 1.42% |
| Annualized Sharpe | 0.04 |
| Win Rate % | 0.0% |
| Longest Drawdown | 25.9 months |
| Avg Trades Per Year | 0.00 |
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