| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $396,216.25 |
| CAGR % | 5.45% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.87% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 0.0% |
| Longest Drawdown | 50.6 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $274,575.96 |
| CAGR % | 3.97% |
| Max % Drawdown | (20.79%) |
| Standard Deviation | 1.79% |
| Annualized Sharpe | 0.18 |
| Win Rate % | 0.0% |
| Longest Drawdown | 64.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $353,108.68 |
| CAGR % | 4.98% |
| Max % Drawdown | (41.00%) |
| Standard Deviation | 3.49% |
| Annualized Sharpe | 0.22 |
| Win Rate % | 0.0% |
| Longest Drawdown | 69.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $224,360.61 |
| CAGR % | 3.16% |
| Max % Drawdown | (12.72%) |
| Standard Deviation | 1.07% |
| Annualized Sharpe | 0.06 |
| Win Rate % | 0.0% |
| Longest Drawdown | 59.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $198,322.25 |
| CAGR % | 2.67% |
| Max % Drawdown | (28.42%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | (0.04) |
| Win Rate % | 0.0% |
| Longest Drawdown | 69.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,604,220.86 |
| CAGR % | 8.11% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.99% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 0.0% |
| Longest Drawdown | 50.6 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,055,122.23 |
| CAGR % | 6.80% |
| Max % Drawdown | (24.32%) |
| Standard Deviation | 2.46% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 0.0% |
| Longest Drawdown | 64.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,633,711.87 |
| CAGR % | 7.91% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.94% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 0.0% |
| Longest Drawdown | 50.6 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,690,744.44 |
| CAGR % | 6.42% |
| Max % Drawdown | (24.36%) |
| Standard Deviation | 2.39% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 0.0% |
| Longest Drawdown | 64.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,075,263.18 |
| CAGR % | 5.90% |
| Max % Drawdown | (14.16%) |
| Standard Deviation | 1.60% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 0.0% |
| Longest Drawdown | 59.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,107,170.90 |
| CAGR % | 6.71% |
| Max % Drawdown | (51.58%) |
| Standard Deviation | 4.53% |
| Annualized Sharpe | 0.30 |
| Win Rate % | 0.0% |
| Longest Drawdown | 69.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,562,087.81 |
| CAGR % | 6.32% |
| Max % Drawdown | (28.42%) |
| Standard Deviation | 1.76% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 0.0% |
| Longest Drawdown | 69.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 12 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, 12 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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