| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $376,029.51 |
| CAGR % | 5.45% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.90% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 0.0% |
| Longest Drawdown | 38.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $259,400.35 |
| CAGR % | 3.90% |
| Max % Drawdown | (20.79%) |
| Standard Deviation | 1.81% |
| Annualized Sharpe | 0.17 |
| Win Rate % | 0.0% |
| Longest Drawdown | 52.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $349,199.52 |
| CAGR % | 5.14% |
| Max % Drawdown | (41.00%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.23 |
| Win Rate % | 0.0% |
| Longest Drawdown | 57.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $211,607.39 |
| CAGR % | 3.05% |
| Max % Drawdown | (12.72%) |
| Standard Deviation | 1.08% |
| Annualized Sharpe | 0.03 |
| Win Rate % | 0.0% |
| Longest Drawdown | 52.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $198,088.40 |
| CAGR % | 2.78% |
| Max % Drawdown | (28.42%) |
| Standard Deviation | 1.45% |
| Annualized Sharpe | (0.02) |
| Win Rate % | 0.0% |
| Longest Drawdown | 57.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,420,547.61 |
| CAGR % | 8.18% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 2.00% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 0.0% |
| Longest Drawdown | 38.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,940,672.84 |
| CAGR % | 6.82% |
| Max % Drawdown | (24.32%) |
| Standard Deviation | 2.48% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 0.0% |
| Longest Drawdown | 52.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,346,614.19 |
| CAGR % | 7.96% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.95% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 0.0% |
| Longest Drawdown | 38.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,540,885.29 |
| CAGR % | 6.43% |
| Max % Drawdown | (24.36%) |
| Standard Deviation | 2.41% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 0.0% |
| Longest Drawdown | 52.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,955,760.74 |
| CAGR % | 5.89% |
| Max % Drawdown | (14.16%) |
| Standard Deviation | 1.61% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 0.0% |
| Longest Drawdown | 52.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,072,662.43 |
| CAGR % | 6.82% |
| Max % Drawdown | (51.58%) |
| Standard Deviation | 4.56% |
| Annualized Sharpe | 0.31 |
| Win Rate % | 0.0% |
| Longest Drawdown | 61.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,559,066.70 |
| CAGR % | 6.44% |
| Max % Drawdown | (28.42%) |
| Standard Deviation | 1.77% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 0.0% |
| Longest Drawdown | 57.1 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 7 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 | 6 days, 7 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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