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Buy and Hold



Updated 18 hours ago
Portfolio ^DJ-CBND Instrument
Model Buy and Hold
Period 2000-01-01 — 2024-05-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $361,561.57
CAGR % 5.42%
Max % Drawdown (23.72%)
Standard Deviation 1.90%
Annualized Sharpe 0.38
Win Rate % 0.0%
Longest Drawdown 31.8 months
Avg Trades Per Year 0.00
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Updated 18 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Buy and Hold
Period 2000-01-01 — 2024-05-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $252,987.45
CAGR % 3.88%
Max % Drawdown (20.79%)
Standard Deviation 1.81%
Annualized Sharpe 0.17
Win Rate % 0.0%
Longest Drawdown 45.4 months
Avg Trades Per Year 0.00
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Updated 18 hours ago
Portfolio ^US-GBND-5Y Instrument
Model Buy and Hold
Period 2000-01-01 — 2024-05-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $205,271.55
CAGR % 3.00%
Max % Drawdown (12.72%)
Standard Deviation 1.08%
Annualized Sharpe 0.02
Win Rate % 0.0%
Longest Drawdown 45.4 months
Avg Trades Per Year 0.00
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Updated 18 hours ago
Portfolio ^US-GBND-30Y Instrument
Model Buy and Hold
Period 2000-01-01 — 2024-05-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $343,390.00
CAGR % 5.19%
Max % Drawdown (41.00%)
Standard Deviation 3.53%
Annualized Sharpe 0.23
Win Rate % 0.0%
Longest Drawdown 50.2 months
Avg Trades Per Year 0.00
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Updated 18 hours ago
Portfolio ^WXU-GBND Instrument
Model Buy and Hold
Period 2000-01-01 — 2024-05-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $196,919.04
CAGR % 2.82%
Max % Drawdown (28.42%)
Standard Deviation 1.42%
Annualized Sharpe (0.01)
Win Rate % 0.0%
Longest Drawdown 50.2 months
Avg Trades Per Year 0.00
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Updated 18 hours ago
Portfolio ^DJ-CBND Instrument
Model Buy and Hold
Period 1980-01-01 — 2024-05-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,288,908.09
CAGR % 8.19%
Max % Drawdown (23.72%)
Standard Deviation 2.01%
Annualized Sharpe 0.74
Win Rate % 0.0%
Longest Drawdown 31.8 months
Avg Trades Per Year 0.00
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Updated 18 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Buy and Hold
Period 1980-01-01 — 2024-05-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,892,308.87
CAGR % 6.85%
Max % Drawdown (24.32%)
Standard Deviation 2.49%
Annualized Sharpe 0.47
Win Rate % 0.0%
Longest Drawdown 45.4 months
Avg Trades Per Year 0.00
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Updated 18 hours ago
Portfolio ^DJ-CBND Instrument
Model Buy and Hold
Period 1973-01-01 — 2024-05-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,140,849.88
CAGR % 7.97%
Max % Drawdown (23.72%)
Standard Deviation 1.96%
Annualized Sharpe 0.73
Win Rate % 0.0%
Longest Drawdown 33.6 months
Avg Trades Per Year 0.00
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Updated 18 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Buy and Hold
Period 1973-01-01 — 2024-05-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,477,557.88
CAGR % 6.45%
Max % Drawdown (24.36%)
Standard Deviation 2.41%
Annualized Sharpe 0.44
Win Rate % 0.0%
Longest Drawdown 45.4 months
Avg Trades Per Year 0.00
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Updated 18 hours ago
Portfolio ^US-GBND-5Y Instrument
Model Buy and Hold
Period 1973-01-01 — 2024-05-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,896,391.58
CAGR % 5.89%
Max % Drawdown (14.16%)
Standard Deviation 1.62%
Annualized Sharpe 0.52
Win Rate % 0.0%
Longest Drawdown 45.4 months
Avg Trades Per Year 0.00
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Updated 18 hours ago
Portfolio ^US-GBND-30Y Instrument
Model Buy and Hold
Period 1973-01-01 — 2024-05-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,021,387.20
CAGR % 6.86%
Max % Drawdown (51.58%)
Standard Deviation 4.58%
Annualized Sharpe 0.31
Win Rate % 0.0%
Longest Drawdown 61.0 months
Avg Trades Per Year 0.00
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Updated 18 hours ago
Portfolio ^WXU-GBND Instrument
Model Buy and Hold
Period 1973-01-01 — 2024-05-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,543,959.99
CAGR % 6.50%
Max % Drawdown (28.42%)
Standard Deviation 1.76%
Annualized Sharpe 0.58
Win Rate % 0.0%
Longest Drawdown 50.2 months
Avg Trades Per Year 0.00
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Updated 18 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 18 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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