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Buy and Hold



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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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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