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