| Updated | 4 days, 4 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $372,802.94 |
| CAGR % | 5.43% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.90% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 0.0% |
| Longest Drawdown | 37.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $258,039.20 |
| CAGR % | 3.89% |
| Max % Drawdown | (20.79%) |
| Standard Deviation | 1.81% |
| Annualized Sharpe | 0.17 |
| Win Rate % | 0.0% |
| Longest Drawdown | 51.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $348,742.11 |
| CAGR % | 5.15% |
| Max % Drawdown | (41.00%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.23 |
| Win Rate % | 0.0% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $210,528.57 |
| CAGR % | 3.04% |
| Max % Drawdown | (12.72%) |
| Standard Deviation | 1.09% |
| Annualized Sharpe | 0.03 |
| Win Rate % | 0.0% |
| Longest Drawdown | 51.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 4 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $198,790.00 |
| CAGR % | 2.80% |
| Max % Drawdown | (28.42%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | (0.01) |
| Win Rate % | 0.0% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 4 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,391,190.02 |
| CAGR % | 8.17% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 2.00% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 0.0% |
| Longest Drawdown | 37.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,930,407.50 |
| CAGR % | 6.82% |
| Max % Drawdown | (24.32%) |
| Standard Deviation | 2.48% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 0.0% |
| Longest Drawdown | 51.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 4 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,300,725.67 |
| CAGR % | 7.95% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.95% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 0.0% |
| Longest Drawdown | 37.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,527,443.94 |
| CAGR % | 6.42% |
| Max % Drawdown | (24.36%) |
| Standard Deviation | 2.41% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 0.0% |
| Longest Drawdown | 51.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,068,624.62 |
| 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 | 4 days, 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,945,651.84 |
| CAGR % | 5.89% |
| Max % Drawdown | (14.16%) |
| Standard Deviation | 1.61% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 0.0% |
| Longest Drawdown | 51.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 4 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,568,130.61 |
| CAGR % | 6.46% |
| Max % Drawdown | (28.42%) |
| Standard Deviation | 1.77% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 0.0% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 4 days, 4 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, 4 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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