| Updated | 3 days, 11 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-10-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $397,796.13 |
| CAGR % | 5.49% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.88% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 0.0% |
| Longest Drawdown | 49.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 11 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-10-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $275,063.56 |
| CAGR % | 4.00% |
| Max % Drawdown | (20.79%) |
| Standard Deviation | 1.79% |
| Annualized Sharpe | 0.19 |
| Win Rate % | 0.0% |
| Longest Drawdown | 62.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 11 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-10-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $361,208.51 |
| CAGR % | 5.10% |
| Max % Drawdown | (41.00%) |
| Standard Deviation | 3.49% |
| Annualized Sharpe | 0.23 |
| Win Rate % | 0.0% |
| Longest Drawdown | 67.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 11 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-10-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $223,723.35 |
| CAGR % | 3.17% |
| Max % Drawdown | (12.72%) |
| Standard Deviation | 1.08% |
| Annualized Sharpe | 0.06 |
| Win Rate % | 0.0% |
| Longest Drawdown | 59.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 11 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-10-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $202,531.92 |
| CAGR % | 2.77% |
| Max % Drawdown | (28.42%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | (0.02) |
| Win Rate % | 0.0% |
| Longest Drawdown | 67.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 11 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2025-10-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,618,595.74 |
| CAGR % | 8.15% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.99% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 0.0% |
| Longest Drawdown | 49.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 11 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2025-10-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,058,799.50 |
| CAGR % | 6.82% |
| Max % Drawdown | (24.32%) |
| Standard Deviation | 2.46% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 0.0% |
| Longest Drawdown | 62.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 11 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-10-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,656,181.09 |
| CAGR % | 7.94% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.94% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 0.0% |
| Longest Drawdown | 49.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 11 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-10-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,695,559.43 |
| CAGR % | 6.43% |
| Max % Drawdown | (24.36%) |
| Standard Deviation | 2.39% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 0.0% |
| Longest Drawdown | 62.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 11 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-10-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,178,672.86 |
| CAGR % | 6.77% |
| Max % Drawdown | (51.58%) |
| Standard Deviation | 4.54% |
| Annualized Sharpe | 0.31 |
| Win Rate % | 0.0% |
| Longest Drawdown | 67.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 11 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-10-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,069,291.76 |
| 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 | 3 days, 11 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-10-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,616,471.84 |
| CAGR % | 6.37% |
| Max % Drawdown | (28.42%) |
| Standard Deviation | 1.76% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 0.0% |
| Longest Drawdown | 67.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 3 days, 11 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 | 3 days, 11 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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