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Buy and Hold



Updated 2 days, 13 hours ago
Portfolio ^DJ-CBND Instrument
Model Buy and Hold
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $379,426.19
CAGR % 5.53%
Max % Drawdown (23.72%)
Standard Deviation 1.89%
Annualized Sharpe 0.40
Win Rate % 0.0%
Longest Drawdown 36.6 months
Avg Trades Per Year 0.00
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Updated 2 days, 13 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Buy and Hold
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $263,409.38
CAGR % 3.99%
Max % Drawdown (20.79%)
Standard Deviation 1.80%
Annualized Sharpe 0.18
Win Rate % 0.0%
Longest Drawdown 50.2 months
Avg Trades Per Year 0.00
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Updated 2 days, 13 hours ago
Portfolio ^US-GBND-5Y Instrument
Model Buy and Hold
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $213,209.88
CAGR % 3.10%
Max % Drawdown (12.72%)
Standard Deviation 1.08%
Annualized Sharpe 0.04
Win Rate % 0.0%
Longest Drawdown 50.2 months
Avg Trades Per Year 0.00
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Updated 2 days, 13 hours ago
Portfolio ^US-GBND-30Y Instrument
Model Buy and Hold
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $358,750.74
CAGR % 5.29%
Max % Drawdown (41.00%)
Standard Deviation 3.51%
Annualized Sharpe 0.24
Win Rate % 0.0%
Longest Drawdown 55.0 months
Avg Trades Per Year 0.00
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Updated 2 days, 13 hours ago
Portfolio ^WXU-GBND Instrument
Model Buy and Hold
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $199,491.61
CAGR % 2.83%
Max % Drawdown (28.42%)
Standard Deviation 1.44%
Annualized Sharpe (0.01)
Win Rate % 0.0%
Longest Drawdown 55.0 months
Avg Trades Per Year 0.00
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Updated 2 days, 13 hours ago
Portfolio ^DJ-CBND Instrument
Model Buy and Hold
Period 1980-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,451,453.02
CAGR % 8.23%
Max % Drawdown (23.72%)
Standard Deviation 2.00%
Annualized Sharpe 0.75
Win Rate % 0.0%
Longest Drawdown 36.6 months
Avg Trades Per Year 0.00
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Updated 2 days, 13 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Buy and Hold
Period 1980-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,970,907.62
CAGR % 6.88%
Max % Drawdown (24.32%)
Standard Deviation 2.48%
Annualized Sharpe 0.47
Win Rate % 0.0%
Longest Drawdown 50.2 months
Avg Trades Per Year 0.00
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Updated 2 days, 13 hours ago
Portfolio ^DJ-CBND Instrument
Model Buy and Hold
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,394,922.11
CAGR % 8.01%
Max % Drawdown (23.72%)
Standard Deviation 1.95%
Annualized Sharpe 0.74
Win Rate % 0.0%
Longest Drawdown 36.6 months
Avg Trades Per Year 0.00
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Updated 2 days, 13 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Buy and Hold
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,580,474.48
CAGR % 6.48%
Max % Drawdown (24.36%)
Standard Deviation 2.41%
Annualized Sharpe 0.44
Win Rate % 0.0%
Longest Drawdown 50.2 months
Avg Trades Per Year 0.00
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Updated 2 days, 13 hours ago
Portfolio ^US-GBND-5Y Instrument
Model Buy and Hold
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,970,776.68
CAGR % 5.93%
Max % Drawdown (14.16%)
Standard Deviation 1.61%
Annualized Sharpe 0.53
Win Rate % 0.0%
Longest Drawdown 50.2 months
Avg Trades Per Year 0.00
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Updated 2 days, 13 hours ago
Portfolio ^US-GBND-30Y Instrument
Model Buy and Hold
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,156,976.69
CAGR % 6.89%
Max % Drawdown (51.58%)
Standard Deviation 4.56%
Annualized Sharpe 0.31
Win Rate % 0.0%
Longest Drawdown 61.0 months
Avg Trades Per Year 0.00
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Updated 2 days, 13 hours ago
Portfolio ^WXU-GBND Instrument
Model Buy and Hold
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,577,194.52
CAGR % 6.48%
Max % Drawdown (28.42%)
Standard Deviation 1.77%
Annualized Sharpe 0.57
Win Rate % 0.0%
Longest Drawdown 55.0 months
Avg Trades Per Year 0.00
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Updated 2 days, 13 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 2 days, 13 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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