| Updated | 6 days ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $318,111.30 |
| CAGR % | 6.27% |
| Max % Drawdown | (13.66%) |
| Standard Deviation | 1.62% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 0.0% |
| Longest Drawdown | 12.6 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $250,753.20 |
| CAGR % | 4.95% |
| Max % Drawdown | (10.90%) |
| Standard Deviation | 1.77% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 0.0% |
| Longest Drawdown | 30.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $196,770.38 |
| CAGR % | 3.62% |
| Max % Drawdown | (5.52%) |
| Standard Deviation | 1.05% |
| Annualized Sharpe | 0.18 |
| Win Rate % | 0.0% |
| Longest Drawdown | 30.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $371,287.80 |
| CAGR % | 7.14% |
| Max % Drawdown | (26.77%) |
| Standard Deviation | 3.44% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 0.0% |
| Longest Drawdown | 32.6 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $230,830.19 |
| CAGR % | 4.50% |
| Max % Drawdown | (8.52%) |
| Standard Deviation | 1.06% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 0.0% |
| Longest Drawdown | 15.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,893,566.77 |
| CAGR % | 9.00% |
| Max % Drawdown | (14.72%) |
| Standard Deviation | 1.89% |
| Annualized Sharpe | 0.90 |
| Win Rate % | 0.0% |
| Longest Drawdown | 22.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,875,458.91 |
| CAGR % | 7.80% |
| Max % Drawdown | (24.32%) |
| Standard Deviation | 2.55% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 0.0% |
| Longest Drawdown | 30.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,522,896.11 |
| CAGR % | 8.63% |
| Max % Drawdown | (20.74%) |
| Standard Deviation | 1.85% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 0.0% |
| Longest Drawdown | 33.6 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,455,494.68 |
| CAGR % | 7.20% |
| Max % Drawdown | (24.36%) |
| Standard Deviation | 2.45% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 0.0% |
| Longest Drawdown | 30.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,267,648.59 |
| CAGR % | 7.87% |
| 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 | 6 days ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,816,732.44 |
| CAGR % | 6.50% |
| Max % Drawdown | (14.16%) |
| Standard Deviation | 1.65% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 0.0% |
| Longest Drawdown | 30.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,982,052.78 |
| CAGR % | 7.66% |
| Max % Drawdown | (15.52%) |
| Standard Deviation | 1.68% |
| Annualized Sharpe | 0.79 |
| Win Rate % | 0.0% |
| Longest Drawdown | 20.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days 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 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 - 2019
Extrategic Investing, LLC.
All rights reserved.
