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Buy and Hold



Updated 6 days ago
Portfolio ^DJ-CBND Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $318,111.30
CAGR % 6.27%
Max % Drawdown (13.66%)
Standard Deviation 1.62%
Annualized Sharpe 0.58
Win Rate % 0.0%
Longest Drawdown 12.6 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^US-GBND-10Y Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $250,753.20
CAGR % 4.95%
Max % Drawdown (10.90%)
Standard Deviation 1.77%
Annualized Sharpe 0.34
Win Rate % 0.0%
Longest Drawdown 30.0 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^US-GBND-5Y Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $196,770.38
CAGR % 3.62%
Max % Drawdown (5.52%)
Standard Deviation 1.05%
Annualized Sharpe 0.18
Win Rate % 0.0%
Longest Drawdown 30.2 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^US-GBND-30Y Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $371,287.80
CAGR % 7.14%
Max % Drawdown (26.77%)
Standard Deviation 3.44%
Annualized Sharpe 0.39
Win Rate % 0.0%
Longest Drawdown 32.6 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^WXU-GBND Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $230,830.19
CAGR % 4.50%
Max % Drawdown (8.52%)
Standard Deviation 1.06%
Annualized Sharpe 0.41
Win Rate % 0.0%
Longest Drawdown 15.0 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^DJ-CBND Instrument
Model Buy and Hold
Period 1980-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,893,566.77
CAGR % 9.00%
Max % Drawdown (14.72%)
Standard Deviation 1.89%
Annualized Sharpe 0.90
Win Rate % 0.0%
Longest Drawdown 22.3 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^US-GBND-10Y Instrument
Model Buy and Hold
Period 1980-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,875,458.91
CAGR % 7.80%
Max % Drawdown (24.32%)
Standard Deviation 2.55%
Annualized Sharpe 0.56
Win Rate % 0.0%
Longest Drawdown 30.0 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^DJ-CBND Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,522,896.11
CAGR % 8.63%
Max % Drawdown (20.74%)
Standard Deviation 1.85%
Annualized Sharpe 0.86
Win Rate % 0.0%
Longest Drawdown 33.6 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^US-GBND-10Y Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,455,494.68
CAGR % 7.20%
Max % Drawdown (24.36%)
Standard Deviation 2.45%
Annualized Sharpe 0.51
Win Rate % 0.0%
Longest Drawdown 30.0 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^US-GBND-30Y Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,267,648.59
CAGR % 7.87%
Max % Drawdown (51.58%)
Standard Deviation 4.65%
Annualized Sharpe 0.37
Win Rate % 0.0%
Longest Drawdown 61.0 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^US-GBND-5Y Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,816,732.44
CAGR % 6.50%
Max % Drawdown (14.16%)
Standard Deviation 1.65%
Annualized Sharpe 0.61
Win Rate % 0.0%
Longest Drawdown 30.2 months
Avg Trades Per Year 0.00
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Updated 6 days ago
Portfolio ^WXU-GBND Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,982,052.78
CAGR % 7.66%
Max % Drawdown (15.52%)
Standard Deviation 1.68%
Annualized Sharpe 0.79
Win Rate % 0.0%
Longest Drawdown 20.0 months
Avg Trades Per Year 0.00
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Updated 6 days 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
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Updated 6 days 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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