| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $368,017.43 |
| CAGR % | 5.45% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.89% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 0.0% |
| Longest Drawdown | 33.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $258,098.16 |
| CAGR % | 3.94% |
| Max % Drawdown | (20.79%) |
| Standard Deviation | 1.80% |
| Annualized Sharpe | 0.18 |
| Win Rate % | 0.0% |
| Longest Drawdown | 47.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $351,798.06 |
| CAGR % | 5.26% |
| Max % Drawdown | (41.00%) |
| Standard Deviation | 3.52% |
| Annualized Sharpe | 0.24 |
| Win Rate % | 0.0% |
| Longest Drawdown | 52.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $209,071.27 |
| CAGR % | 3.05% |
| Max % Drawdown | (12.72%) |
| Standard Deviation | 1.08% |
| Annualized Sharpe | 0.03 |
| Win Rate % | 0.0% |
| Longest Drawdown | 47.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $198,790.00 |
| CAGR % | 2.84% |
| Max % Drawdown | (28.42%) |
| Standard Deviation | 1.41% |
| Annualized Sharpe | (0.01) |
| Win Rate % | 0.0% |
| Longest Drawdown | 52.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,347,648.04 |
| CAGR % | 8.20% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 2.00% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 0.0% |
| Longest Drawdown | 33.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,930,852.17 |
| CAGR % | 6.87% |
| Max % Drawdown | (24.32%) |
| Standard Deviation | 2.48% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 0.0% |
| Longest Drawdown | 47.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,232,665.66 |
| CAGR % | 7.98% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.95% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 0.0% |
| Longest Drawdown | 33.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,528,026.18 |
| CAGR % | 6.47% |
| Max % Drawdown | (24.36%) |
| Standard Deviation | 2.41% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 0.0% |
| Longest Drawdown | 47.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,931,996.32 |
| CAGR % | 5.91% |
| Max % Drawdown | (14.16%) |
| Standard Deviation | 1.62% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 0.0% |
| Longest Drawdown | 47.5 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,095,601.27 |
| CAGR % | 6.89% |
| 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 | 5 days, 23 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,568,130.61 |
| CAGR % | 6.50% |
| Max % Drawdown | (28.42%) |
| Standard Deviation | 1.76% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 0.0% |
| Longest Drawdown | 52.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 5 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 | 5 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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