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Buy and Hold



Updated 1 day ago
Portfolio ^DJ-CBND Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $330,995.44
CAGR % 6.43%
Max % Drawdown (13.66%)
Standard Deviation 1.62%
Annualized Sharpe 0.61
Win Rate % 0.0%
Longest Drawdown 13.1 months
Avg Trades Per Year 0.00
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Updated 1 day ago
Portfolio ^US-GBND-10Y Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $256,371.85
CAGR % 5.02%
Max % Drawdown (10.90%)
Standard Deviation 1.76%
Annualized Sharpe 0.35
Win Rate % 0.0%
Longest Drawdown 32.4 months
Avg Trades Per Year 0.00
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Updated 1 day ago
Portfolio ^US-GBND-5Y Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $199,812.66
CAGR % 3.67%
Max % Drawdown (5.52%)
Standard Deviation 1.05%
Annualized Sharpe 0.19
Win Rate % 0.0%
Longest Drawdown 32.4 months
Avg Trades Per Year 0.00
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Updated 1 day ago
Portfolio ^US-GBND-30Y Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $381,802.01
CAGR % 7.22%
Max % Drawdown (26.77%)
Standard Deviation 3.43%
Annualized Sharpe 0.40
Win Rate % 0.0%
Longest Drawdown 32.6 months
Avg Trades Per Year 0.00
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Updated 1 day ago
Portfolio ^WXU-GBND Instrument
Model Buy and Hold
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $239,249.50
CAGR % 4.64%
Max % Drawdown (8.52%)
Standard Deviation 1.07%
Annualized Sharpe 0.45
Win Rate % 0.0%
Longest Drawdown 15.3 months
Avg Trades Per Year 0.00
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Updated 1 day ago
Portfolio ^DJ-CBND Instrument
Model Buy and Hold
Period 1980-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,010,795.79
CAGR % 9.07%
Max % Drawdown (14.72%)
Standard Deviation 1.89%
Annualized Sharpe 0.91
Win Rate % 0.0%
Longest Drawdown 22.3 months
Avg Trades Per Year 0.00
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Updated 1 day ago
Portfolio ^US-GBND-10Y Instrument
Model Buy and Hold
Period 1980-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,917,832.91
CAGR % 7.82%
Max % Drawdown (24.32%)
Standard Deviation 2.54%
Annualized Sharpe 0.56
Win Rate % 0.0%
Longest Drawdown 32.4 months
Avg Trades Per Year 0.00
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Updated 1 day ago
Portfolio ^DJ-CBND Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,706,135.53
CAGR % 8.69%
Max % Drawdown (20.74%)
Standard Deviation 1.85%
Annualized Sharpe 0.87
Win Rate % 0.0%
Longest Drawdown 33.6 months
Avg Trades Per Year 0.00
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Updated 1 day ago
Portfolio ^US-GBND-10Y Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,510,978.87
CAGR % 7.22%
Max % Drawdown (24.36%)
Standard Deviation 2.45%
Annualized Sharpe 0.52
Win Rate % 0.0%
Longest Drawdown 32.4 months
Avg Trades Per Year 0.00
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Updated 1 day ago
Portfolio ^US-GBND-30Y Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,360,463.69
CAGR % 7.90%
Max % Drawdown (51.58%)
Standard Deviation 4.65%
Annualized Sharpe 0.37
Win Rate % 0.0%
Longest Drawdown 61.0 months
Avg Trades Per Year 0.00
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Updated 1 day ago
Portfolio ^US-GBND-5Y Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,845,239.76
CAGR % 6.51%
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 1 day ago
Portfolio ^WXU-GBND Instrument
Model Buy and Hold
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,090,820.56
CAGR % 7.71%
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 1 day 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 1 day 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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