| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $370,760.29 |
| CAGR % | 5.37% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.90% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 0.0% |
| Longest Drawdown | 39.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $256,767.97 |
| CAGR % | 3.84% |
| Max % Drawdown | (20.79%) |
| Standard Deviation | 1.81% |
| Annualized Sharpe | 0.16 |
| Win Rate % | 0.0% |
| Longest Drawdown | 53.4 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $338,953.36 |
| CAGR % | 5.00% |
| Max % Drawdown | (41.00%) |
| Standard Deviation | 3.52% |
| Annualized Sharpe | 0.22 |
| Win Rate % | 0.0% |
| Longest Drawdown | 58.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $211,108.47 |
| CAGR % | 3.03% |
| Max % Drawdown | (12.72%) |
| Standard Deviation | 1.08% |
| Annualized Sharpe | 0.02 |
| Win Rate % | 0.0% |
| Longest Drawdown | 53.4 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $195,749.69 |
| CAGR % | 2.72% |
| Max % Drawdown | (28.42%) |
| Standard Deviation | 1.45% |
| Annualized Sharpe | (0.03) |
| Win Rate % | 0.0% |
| Longest Drawdown | 58.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,372,604.50 |
| CAGR % | 8.12% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 2.00% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 0.0% |
| Longest Drawdown | 39.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1980-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,920,820.26 |
| CAGR % | 6.78% |
| Max % Drawdown | (24.32%) |
| Standard Deviation | 2.48% |
| Annualized Sharpe | 0.46 |
| Win Rate % | 0.0% |
| Longest Drawdown | 53.4 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,271,674.84 |
| CAGR % | 7.92% |
| Max % Drawdown | (23.72%) |
| Standard Deviation | 1.95% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 0.0% |
| Longest Drawdown | 39.8 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,514,890.48 |
| CAGR % | 6.39% |
| Max % Drawdown | (24.36%) |
| Standard Deviation | 2.41% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 0.0% |
| Longest Drawdown | 53.4 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,982,213.56 |
| CAGR % | 6.74% |
| Max % Drawdown | (51.58%) |
| Standard Deviation | 4.56% |
| Annualized Sharpe | 0.30 |
| Win Rate % | 0.0% |
| Longest Drawdown | 61.0 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,951,085.70 |
| CAGR % | 5.87% |
| Max % Drawdown | (14.16%) |
| Standard Deviation | 1.61% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 0.0% |
| Longest Drawdown | 53.4 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Buy and Hold |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,528,853.28 |
| CAGR % | 6.40% |
| Max % Drawdown | (28.42%) |
| Standard Deviation | 1.77% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 0.0% |
| Longest Drawdown | 58.2 months |
| Avg Trades Per Year | 0.00 |
| Updated | 2 days, 20 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 | 2 days, 20 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 |
© Copyright 2013 - 2025
Extrategic Investing, LLC.
All rights reserved.
