| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $353,645.06 |
| CAGR % | 5.42% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.88% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 0.0% |
| Longest Drawdown | 26.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $251,503.43 |
| CAGR % | 3.93% |
| Max % Drawdown | (20.79%) |
| Standard Deviation | 1.80% |
| Annualized Sharpe | 0.17 |
| Win Rate % | 0.0% |
| Longest Drawdown | 39.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $203,652.38 |
| CAGR % | 3.02% |
| Max % Drawdown | (12.72%) |
| Standard Deviation | 1.07% |
| Annualized Sharpe | 0.02 |
| Win Rate % | 0.0% |
| Longest Drawdown | 39.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $343,753.98 |
| CAGR % | 5.30% |
| Max % Drawdown | (41.00%) |
| Standard Deviation | 3.50% |
| Annualized Sharpe | 0.24 |
| Win Rate % | 0.0% |
| Longest Drawdown | 44.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $196,919.04 |
| CAGR % | 2.87% |
| Max % Drawdown | (27.21%) |
| Standard Deviation | 1.40% |
| Annualized Sharpe | (0.00) |
| Win Rate % | 0.0% |
| Longest Drawdown | 44.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,216,878.06 |
| CAGR % | 8.22% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 2.00% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 0.0% |
| Longest Drawdown | 26.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,881,116.88 |
| CAGR % | 6.91% |
| Max % Drawdown | (24.32%) |
| Standard Deviation | 2.49% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 0.0% |
| Longest Drawdown | 39.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,028,260.51 |
| CAGR % | 8.00% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.95% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 0.0% |
| Longest Drawdown | 33.6 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,462,903.18 |
| CAGR % | 6.49% |
| Max % Drawdown | (24.36%) |
| Standard Deviation | 2.41% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 0.0% |
| Longest Drawdown | 39.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,881,219.32 |
| CAGR % | 5.93% |
| Max % Drawdown | (14.16%) |
| Standard Deviation | 1.62% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 0.0% |
| Longest Drawdown | 39.9 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,024,591.49 |
| CAGR % | 6.93% |
| Max % Drawdown | (51.58%) |
| Standard Deviation | 4.57% |
| Annualized Sharpe | 0.31 |
| Win Rate % | 0.0% |
| Longest Drawdown | 61.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2023-12-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,543,959.99 |
| CAGR % | 6.56% |
| Max % Drawdown | (27.21%) |
| Standard Deviation | 1.76% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 0.0% |
| Longest Drawdown | 44.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 23 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 | 6 days, 23 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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