Updated | 1 day, 4 hours ago |
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Portfolio | ^US-GBND-10Y Instrument |
Model | Bond-Bill-Utility Timing Model |
Period | 2000-01-01 — 2025-04-21 |
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Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $257,636.79 |
CAGR % | 3.81% |
Max % Drawdown | (9.15%) |
Standard Deviation | 1.44% |
Annualized Sharpe | 0.18 |
Win Rate % | 44.6% |
Longest Drawdown | 49.6 months |
Avg Trades Per Year | 2.57 |
Updated | 1 day, 4 hours ago |
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Portfolio | ^US-GBND-10Y Instrument |
Model | Bond-Bill-Utility Timing Model |
Period | 1980-01-01 — 2025-04-21 |
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Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $2,364,675.68 |
CAGR % | 7.23% |
Max % Drawdown | (9.32%) |
Standard Deviation | 1.84% |
Annualized Sharpe | 0.67 |
Win Rate % | 48.5% |
Longest Drawdown | 49.7 months |
Avg Trades Per Year | 2.27 |
Updated | 1 day, 4 hours ago |
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Portfolio | ^US-GBND-10Y Instrument |
Model | Bond-Bill-Utility Timing Model |
Period | 1950-01-01 — 1979-12-31 |
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Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $367,512.04 |
CAGR % | 4.43% |
Max % Drawdown | (5.49%) |
Standard Deviation | 0.89% |
Annualized Sharpe | 0.46 |
Win Rate % | 59.0% |
Longest Drawdown | 12.5 months |
Avg Trades Per Year | 1.30 |