| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $350,040.65 |
| CAGR % | 5.58% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.83% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 0.0% |
| Longest Drawdown | 16.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $255,389.45 |
| CAGR % | 4.15% |
| Max % Drawdown | (19.63%) |
| Standard Deviation | 1.78% |
| Annualized Sharpe | 0.21 |
| Win Rate % | 0.0% |
| Longest Drawdown | 34.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $371,937.95 |
| CAGR % | 5.86% |
| Max % Drawdown | (36.63%) |
| Standard Deviation | 3.47% |
| Annualized Sharpe | 0.29 |
| Win Rate % | 0.0% |
| Longest Drawdown | 34.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $200,951.67 |
| CAGR % | 3.07% |
| Max % Drawdown | (12.72%) |
| Standard Deviation | 1.06% |
| Annualized Sharpe | 0.04 |
| Win Rate % | 0.0% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $196,217.42 |
| CAGR % | 2.96% |
| Max % Drawdown | (27.21%) |
| Standard Deviation | 1.39% |
| Annualized Sharpe | 0.02 |
| Win Rate % | 0.0% |
| Longest Drawdown | 34.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,184,082.58 |
| CAGR % | 8.36% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 0.0% |
| Longest Drawdown | 22.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,910,423.94 |
| CAGR % | 7.09% |
| Max % Drawdown | (24.32%) |
| Standard Deviation | 2.49% |
| Annualized Sharpe | 0.49 |
| Win Rate % | 0.0% |
| Longest Drawdown | 34.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,976,998.25 |
| CAGR % | 8.11% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.93% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 0.0% |
| Longest Drawdown | 33.6 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,501,277.62 |
| CAGR % | 6.64% |
| Max % Drawdown | (24.36%) |
| Standard Deviation | 2.42% |
| Annualized Sharpe | 0.46 |
| Win Rate % | 0.0% |
| Longest Drawdown | 34.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,855,912.68 |
| CAGR % | 6.01% |
| Max % Drawdown | (14.16%) |
| Standard Deviation | 1.62% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 0.0% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,273,387.91 |
| CAGR % | 7.21% |
| Max % Drawdown | (51.58%) |
| Standard Deviation | 4.58% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 0.0% |
| Longest Drawdown | 61.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,534,895.79 |
| CAGR % | 6.67% |
| Max % Drawdown | (27.21%) |
| Standard Deviation | 1.76% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 0.0% |
| Longest Drawdown | 34.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 1 day, 17 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 | 1 day, 17 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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