| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $388,488.49 |
| CAGR % | 5.44% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.88% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 0.0% |
| Longest Drawdown | 46.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $268,436.61 |
| CAGR % | 3.93% |
| Max % Drawdown | (20.79%) |
| Standard Deviation | 1.80% |
| Annualized Sharpe | 0.17 |
| Win Rate % | 0.0% |
| Longest Drawdown | 60.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $220,897.00 |
| CAGR % | 3.14% |
| Max % Drawdown | (12.72%) |
| Standard Deviation | 1.08% |
| Annualized Sharpe | 0.05 |
| Win Rate % | 0.0% |
| Longest Drawdown | 59.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $344,208.42 |
| CAGR % | 4.94% |
| Max % Drawdown | (41.00%) |
| Standard Deviation | 3.50% |
| Annualized Sharpe | 0.21 |
| Win Rate % | 0.0% |
| Longest Drawdown | 65.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $199,725.48 |
| CAGR % | 2.74% |
| Max % Drawdown | (28.42%) |
| Standard Deviation | 1.45% |
| Annualized Sharpe | (0.03) |
| Win Rate % | 0.0% |
| Longest Drawdown | 65.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,533,908.23 |
| CAGR % | 8.13% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.99% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 0.0% |
| Longest Drawdown | 46.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,008,821.29 |
| CAGR % | 6.80% |
| Max % Drawdown | (24.32%) |
| Standard Deviation | 2.47% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 0.0% |
| Longest Drawdown | 60.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,523,806.95 |
| CAGR % | 7.92% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.95% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 0.0% |
| Longest Drawdown | 46.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,630,118.35 |
| CAGR % | 6.41% |
| Max % Drawdown | (24.36%) |
| Standard Deviation | 2.40% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 0.0% |
| Longest Drawdown | 60.3 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,042,817.19 |
| CAGR % | 5.90% |
| Max % Drawdown | (14.16%) |
| Standard Deviation | 1.61% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 0.0% |
| Longest Drawdown | 59.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,028,603.11 |
| CAGR % | 6.70% |
| Max % Drawdown | (51.58%) |
| Standard Deviation | 4.54% |
| Annualized Sharpe | 0.30 |
| Win Rate % | 0.0% |
| Longest Drawdown | 65.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,580,215.92 |
| CAGR % | 6.37% |
| Max % Drawdown | (28.42%) |
| Standard Deviation | 1.77% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 0.0% |
| Longest Drawdown | 65.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days, 22 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, 22 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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