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Buy and Hold



Updated 1 day, 17 hours ago
Portfolio ^DJ-CBND Instrument
Model Buy and Hold
Period 2000-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $350,040.65
CAGR % 5.58%
Max % Drawdown (23.72%)
Standard Deviation 1.83%
Annualized Sharpe 0.42
Win Rate % 0.0%
Longest Drawdown 16.3 months
Avg Trades Per Year 0.00
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Updated 1 day, 17 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Buy and Hold
Period 2000-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $255,389.45
CAGR % 4.15%
Max % Drawdown (19.63%)
Standard Deviation 1.78%
Annualized Sharpe 0.21
Win Rate % 0.0%
Longest Drawdown 34.1 months
Avg Trades Per Year 0.00
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Updated 1 day, 17 hours ago
Portfolio ^US-GBND-30Y Instrument
Model Buy and Hold
Period 2000-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $371,937.95
CAGR % 5.86%
Max % Drawdown (36.63%)
Standard Deviation 3.47%
Annualized Sharpe 0.29
Win Rate % 0.0%
Longest Drawdown 34.7 months
Avg Trades Per Year 0.00
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Updated 1 day, 17 hours ago
Portfolio ^US-GBND-5Y Instrument
Model Buy and Hold
Period 2000-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $200,951.67
CAGR % 3.07%
Max % Drawdown (12.72%)
Standard Deviation 1.06%
Annualized Sharpe 0.04
Win Rate % 0.0%
Longest Drawdown 32.4 months
Avg Trades Per Year 0.00
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Updated 1 day, 17 hours ago
Portfolio ^WXU-GBND Instrument
Model Buy and Hold
Period 2000-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $196,217.42
CAGR % 2.96%
Max % Drawdown (27.21%)
Standard Deviation 1.39%
Annualized Sharpe 0.02
Win Rate % 0.0%
Longest Drawdown 34.7 months
Avg Trades Per Year 0.00
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Updated 1 day, 17 hours ago
Portfolio ^DJ-CBND Instrument
Model Buy and Hold
Period 1980-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,184,082.58
CAGR % 8.36%
Max % Drawdown (23.72%)
Standard Deviation 1.97%
Annualized Sharpe 0.78
Win Rate % 0.0%
Longest Drawdown 22.3 months
Avg Trades Per Year 0.00
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Updated 1 day, 17 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Buy and Hold
Period 1980-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,910,423.94
CAGR % 7.09%
Max % Drawdown (24.32%)
Standard Deviation 2.49%
Annualized Sharpe 0.49
Win Rate % 0.0%
Longest Drawdown 34.1 months
Avg Trades Per Year 0.00
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Updated 1 day, 17 hours ago
Portfolio ^DJ-CBND Instrument
Model Buy and Hold
Period 1973-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,976,998.25
CAGR % 8.11%
Max % Drawdown (23.72%)
Standard Deviation 1.93%
Annualized Sharpe 0.76
Win Rate % 0.0%
Longest Drawdown 33.6 months
Avg Trades Per Year 0.00
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Updated 1 day, 17 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Buy and Hold
Period 1973-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,501,277.62
CAGR % 6.64%
Max % Drawdown (24.36%)
Standard Deviation 2.42%
Annualized Sharpe 0.46
Win Rate % 0.0%
Longest Drawdown 34.1 months
Avg Trades Per Year 0.00
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Updated 1 day, 17 hours ago
Portfolio ^US-GBND-5Y Instrument
Model Buy and Hold
Period 1973-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,855,912.68
CAGR % 6.01%
Max % Drawdown (14.16%)
Standard Deviation 1.62%
Annualized Sharpe 0.54
Win Rate % 0.0%
Longest Drawdown 32.4 months
Avg Trades Per Year 0.00
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Updated 1 day, 17 hours ago
Portfolio ^US-GBND-30Y Instrument
Model Buy and Hold
Period 1973-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,273,387.91
CAGR % 7.21%
Max % Drawdown (51.58%)
Standard Deviation 4.58%
Annualized Sharpe 0.33
Win Rate % 0.0%
Longest Drawdown 61.0 months
Avg Trades Per Year 0.00
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Updated 1 day, 17 hours ago
Portfolio ^WXU-GBND Instrument
Model Buy and Hold
Period 1973-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,534,895.79
CAGR % 6.67%
Max % Drawdown (27.21%)
Standard Deviation 1.76%
Annualized Sharpe 0.61
Win Rate % 0.0%
Longest Drawdown 34.7 months
Avg Trades Per Year 0.00
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Updated 1 day, 17 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
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Updated 1 day, 17 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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