| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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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