| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2022-05-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $346,455.90 |
| CAGR % | 5.71% |
| Max % Drawdown | (16.15%) |
| Standard Deviation | 1.73% |
| Annualized Sharpe | 0.46 |
| Win Rate % | 0.0% |
| Longest Drawdown | 12.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2022-05-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $262,583.21 |
| CAGR % | 4.41% |
| Max % Drawdown | (14.46%) |
| Standard Deviation | 1.75% |
| Annualized Sharpe | 0.25 |
| Win Rate % | 0.0% |
| Longest Drawdown | 34.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2022-05-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $400,803.81 |
| CAGR % | 6.40% |
| Max % Drawdown | (26.77%) |
| Standard Deviation | 3.42% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 0.0% |
| Longest Drawdown | 34.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2022-05-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $202,635.16 |
| CAGR % | 3.21% |
| Max % Drawdown | (9.10%) |
| Standard Deviation | 1.04% |
| Annualized Sharpe | 0.07 |
| Win Rate % | 0.0% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2022-05-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $209,781.90 |
| CAGR % | 3.37% |
| Max % Drawdown | (18.93%) |
| Standard Deviation | 1.21% |
| Annualized Sharpe | 0.10 |
| Win Rate % | 0.0% |
| Longest Drawdown | 26.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2022-05-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,151,465.97 |
| CAGR % | 8.48% |
| Max % Drawdown | (16.16%) |
| Standard Deviation | 1.93% |
| Annualized Sharpe | 0.81 |
| Win Rate % | 0.0% |
| Longest Drawdown | 22.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2022-05-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,964,676.90 |
| CAGR % | 7.28% |
| Max % Drawdown | (24.32%) |
| Standard Deviation | 2.49% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 0.0% |
| Longest Drawdown | 34.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2022-05-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,926,015.58 |
| CAGR % | 8.21% |
| Max % Drawdown | (20.74%) |
| Standard Deviation | 1.88% |
| Annualized Sharpe | 0.79 |
| Win Rate % | 0.0% |
| Longest Drawdown | 33.6 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2022-05-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,572,316.03 |
| CAGR % | 6.80% |
| Max % Drawdown | (24.36%) |
| Standard Deviation | 2.41% |
| Annualized Sharpe | 0.48 |
| Win Rate % | 0.0% |
| Longest Drawdown | 34.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2022-05-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,528,203.73 |
| CAGR % | 7.48% |
| Max % Drawdown | (51.58%) |
| Standard Deviation | 4.57% |
| Annualized Sharpe | 0.35 |
| Win Rate % | 0.0% |
| Longest Drawdown | 61.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2022-05-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,871,687.66 |
| CAGR % | 6.11% |
| Max % Drawdown | (14.16%) |
| Standard Deviation | 1.62% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 0.0% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2022-05-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,710,133.20 |
| CAGR % | 6.91% |
| Max % Drawdown | (18.93%) |
| Standard Deviation | 1.70% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 0.0% |
| Longest Drawdown | 26.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 5 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 | 2 days, 5 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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