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Buy and Hold



Updated 10 hours ago
Portfolio ^DJ-CBND Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $344,653.99
CAGR % 6.57%
Max % Drawdown (13.66%)
Standard Deviation 1.62%
Annualized Sharpe 0.63
Win Rate % 0.0%
Longest Drawdown 13.1 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $264,340.09
CAGR % 5.13%
Max % Drawdown (10.90%)
Standard Deviation 1.76%
Annualized Sharpe 0.36
Win Rate % 0.0%
Longest Drawdown 34.1 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^US-GBND-30Y Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $401,740.20
CAGR % 7.41%
Max % Drawdown (26.77%)
Standard Deviation 3.43%
Annualized Sharpe 0.41
Win Rate % 0.0%
Longest Drawdown 34.5 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^US-GBND-5Y Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $204,071.40
CAGR % 3.74%
Max % Drawdown (5.52%)
Standard Deviation 1.05%
Annualized Sharpe 0.21
Win Rate % 0.0%
Longest Drawdown 32.4 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^WXU-GBND Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $246,265.61
CAGR % 4.74%
Max % Drawdown (8.52%)
Standard Deviation 1.07%
Annualized Sharpe 0.47
Win Rate % 0.0%
Longest Drawdown 17.3 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^DJ-CBND Instrument
Model Buy and Hold
Period 1980-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,135,070.94
CAGR % 9.13%
Max % Drawdown (14.72%)
Standard Deviation 1.89%
Annualized Sharpe 0.92
Win Rate % 0.0%
Longest Drawdown 22.3 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Buy and Hold
Period 1980-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,977,926.66
CAGR % 7.86%
Max % Drawdown (24.32%)
Standard Deviation 2.54%
Annualized Sharpe 0.57
Win Rate % 0.0%
Longest Drawdown 34.1 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^DJ-CBND Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,900,388.68
CAGR % 8.74%
Max % Drawdown (20.74%)
Standard Deviation 1.85%
Annualized Sharpe 0.88
Win Rate % 0.0%
Longest Drawdown 33.6 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,589,665.16
CAGR % 7.26%
Max % Drawdown (24.36%)
Standard Deviation 2.45%
Annualized Sharpe 0.52
Win Rate % 0.0%
Longest Drawdown 34.1 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^US-GBND-30Y Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,536,469.83
CAGR % 7.98%
Max % Drawdown (51.58%)
Standard Deviation 4.64%
Annualized Sharpe 0.37
Win Rate % 0.0%
Longest Drawdown 61.0 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^US-GBND-5Y Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,885,145.75
CAGR % 6.53%
Max % Drawdown (14.16%)
Standard Deviation 1.65%
Annualized Sharpe 0.62
Win Rate % 0.0%
Longest Drawdown 32.4 months
Avg Trades Per Year 0.00
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Updated 10 hours ago
Portfolio ^WXU-GBND Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,181,460.52
CAGR % 7.73%
Max % Drawdown (15.52%)
Standard Deviation 1.68%
Annualized Sharpe 0.80
Win Rate % 0.0%
Longest Drawdown 20.0 months
Avg Trades Per Year 0.00
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Updated 10 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 10 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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