| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $397,801.92 |
| CAGR % | 5.52% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.88% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 0.0% |
| Longest Drawdown | 47.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $274,337.19 |
| CAGR % | 4.01% |
| Max % Drawdown | (20.79%) |
| Standard Deviation | 1.80% |
| Annualized Sharpe | 0.19 |
| Win Rate % | 0.0% |
| Longest Drawdown | 61.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $223,451.41 |
| CAGR % | 3.18% |
| Max % Drawdown | (12.72%) |
| Standard Deviation | 1.08% |
| Annualized Sharpe | 0.06 |
| Win Rate % | 0.0% |
| Longest Drawdown | 59.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $358,480.75 |
| CAGR % | 5.10% |
| Max % Drawdown | (41.00%) |
| Standard Deviation | 3.50% |
| Annualized Sharpe | 0.23 |
| Win Rate % | 0.0% |
| Longest Drawdown | 66.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $201,128.69 |
| CAGR % | 2.76% |
| Max % Drawdown | (28.42%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | (0.02) |
| Win Rate % | 0.0% |
| Longest Drawdown | 66.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,618,648.39 |
| CAGR % | 8.17% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.99% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 0.0% |
| Longest Drawdown | 47.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,053,321.47 |
| CAGR % | 6.84% |
| Max % Drawdown | (24.32%) |
| Standard Deviation | 2.47% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 0.0% |
| Longest Drawdown | 61.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,656,263.39 |
| CAGR % | 7.96% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.95% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 0.0% |
| Longest Drawdown | 47.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,688,386.54 |
| CAGR % | 6.45% |
| Max % Drawdown | (24.36%) |
| Standard Deviation | 2.39% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 0.0% |
| Longest Drawdown | 61.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,154,593.27 |
| CAGR % | 6.77% |
| Max % Drawdown | (51.58%) |
| Standard Deviation | 4.54% |
| Annualized Sharpe | 0.31 |
| Win Rate % | 0.0% |
| Longest Drawdown | 66.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,066,743.55 |
| CAGR % | 5.92% |
| Max % Drawdown | (14.16%) |
| Standard Deviation | 1.60% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 0.0% |
| Longest Drawdown | 59.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,598,343.74 |
| CAGR % | 6.38% |
| Max % Drawdown | (28.42%) |
| Standard Deviation | 1.76% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 0.0% |
| Longest Drawdown | 66.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 19 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 | 4 days, 19 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 |
© Copyright 2013 - 2025
Extrategic Investing, LLC.
All rights reserved.
