Backtest Portfolio Asset Allocation

This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns. The results cover both returns and fund fundamentals based portfolio style analysis along with risk and return decomposition by each portfolio asset. You can compare up to three different portfolios against the selected benchmark, and you can also specify any periodic contribution or withdrawal cashflows and the preferred portfolio rebalancing strategy.

The related asset class level portfolio modeling tool allows you to analyze and compare asset class level portfolios with a longer time horizon starting from 1972.

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Portfolio Assets 
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Asset 6
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Portfolio Analysis Results (Jan 2006 - Dec 2016)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
VTSMX Vanguard Total Stock Mkt Idx Inv 100.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
MERKX Merk Hard Currency Inv 100.00%
Save portfolio »
Portfolio 3
Ticker Name Allocation
VTSMX Vanguard Total Stock Mkt Idx Inv 80.00%
MERKX Merk Hard Currency Inv 20.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$22,962 7.85% 15.17%33.35%-37.04%-50.89% 0.510.731.00
Portfolio 2$10,000$11,732 1.46% 9.57%15.18%-12.08%-25.98% 0.090.130.52
Portfolio 3$10,000$20,725 6.85% 13.18%26.13%-30.62%-43.65% 0.490.710.99
   
Notes on results:
  • Past performance is no guarantee of future results, which may vary. All use is subject to terms of service.
  • Investing involves risk, including possible loss of principal. The value of the investments and the income derived from them may fluctuate over time.
  • All portfolio returns presented are hypothetical and backtested. Hypothetical returns do not reflect trading costs, transaction fees, or taxes.
  • The results are based on information from a variety of sources we consider reliable, but we do not represent that the information is accurate or complete.
  • The results do not constitute investment advice or recommendation, are provided solely for informational purposes, and are not an offer to buy or sell any securities.
  • The results are based on the total return of assets and assume that all received dividends and distributions are reinvested.
  • CAGR = Compound Annual Growth Rate
  • Stdev = Annualized standard deviation of monthly returns
  • Sharpe and Sortino ratios are calculated and annualized from monthly excess returns over risk free rate (3-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdowns are calculated based on monthly returns excluding cashflows
  • The backtested results assume annual rebalancing of portfolio assets to match the specified allocation
Annual returns for the configured portfolios
YearInflationReturnBalanceVanguard Total Stock Mkt Idx Inv (VTSMX)Merk Hard Currency Inv (MERKX)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
20062.54%15.51%11.67%14.74%$11,551$11,167$11,47415.51%11.67%
20074.08%5.49%15.18%7.43%$12,185$12,862$12,3275.49%15.18%
20080.09%-37.04%-4.94%-30.62%$7,672$12,227$8,552-37.04%-4.94%
20092.72%28.70%13.84%25.73%$9,874$13,918$10,75228.70%13.84%
20101.50%17.09%4.63%14.60%$11,562$14,564$12,32317.09%4.63%
20112.96%0.96%-0.76%0.62%$11,673$14,452$12,3990.96%-0.76%
20121.74%16.25%4.11%13.82%$13,570$15,046$14,11316.25%4.11%
20131.50%33.35%-2.76%26.13%$18,096$14,630$17,80033.35%-2.76%
20140.76%12.43%-8.48%8.25%$20,345$13,388$19,26712.43%-8.48%
20150.73%0.29%-12.08%-2.18%$20,404$11,771$18,8470.29%-12.08%
20162.07%12.53%-0.33%9.96%$22,962$11,732$20,72512.53%-0.33%
Monthly returns for the configured portfolios
YearMonthReturnBalanceVanguard Total Stock Mkt Idx Inv (VTSMX)Merk Hard Currency Inv (MERKX)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
200613.50%3.59%3.52%$10,350$10,359$10,3523.50%3.59%
200620.00%-1.78%-0.36%$10,350$10,174$10,3150.00%-1.78%
200631.80%0.30%1.51%$10,537$10,205$10,4701.80%0.30%
200641.11%5.43%1.95%$10,654$10,759$10,6751.11%5.43%
20065-3.23%1.05%-2.37%$10,309$10,872$10,422-3.23%1.05%
200660.17%-0.81%-0.03%$10,327$10,784$10,4180.17%-0.81%
20067-0.13%0.67%0.03%$10,313$10,856$10,422-0.13%0.67%
200682.31%0.47%1.93%$10,552$10,907$10,6232.31%0.47%
200692.27%-1.48%1.50%$10,791$10,745$10,7822.27%-1.48%
2006103.53%1.25%3.08%$11,172$10,879$11,1133.53%1.25%
2006112.23%3.23%2.43%$11,422$11,230$11,3832.23%3.23%
2006121.13%-0.56%0.80%$11,551$11,167$11,4741.13%-0.56%
200711.88%-0.66%1.37%$11,768$11,094$11,6321.88%-0.66%
20072-1.61%1.52%-1.00%$11,578$11,262$11,515-1.61%1.52%
200731.11%0.99%1.09%$11,707$11,374$11,6401.11%0.99%
200744.01%2.61%3.73%$12,176$11,671$12,0744.01%2.61%
200753.69%-0.36%2.88%$12,625$11,629$12,4233.69%-0.36%
20076-1.67%0.85%-1.19%$12,414$11,727$12,275-1.67%0.85%
20077-3.41%1.18%-2.51%$11,991$11,866$11,967-3.41%1.18%
200781.45%-0.27%1.10%$12,165$11,834$12,0991.45%-0.27%
200793.59%5.88%4.05%$12,602$12,529$12,5893.59%5.88%
2007101.85%2.82%2.05%$12,835$12,883$12,8471.85%2.82%
200711-4.49%-0.75%-3.72%$12,259$12,786$12,370-4.49%-0.75%
200712-0.60%0.59%-0.35%$12,185$12,862$12,327-0.60%0.59%
20081-6.08%2.68%-4.33%$11,444$13,207$11,793-6.08%2.68%
20082-3.07%2.87%-1.80%$11,093$13,586$11,581-3.07%2.87%
20083-0.58%1.31%-0.16%$11,028$13,765$11,563-0.58%1.31%
200845.02%-0.74%3.71%$11,582$13,663$11,9925.02%-0.74%
200852.09%0.25%1.69%$11,824$13,697$12,1942.09%0.25%
20086-8.19%0.91%-6.23%$10,856$13,821$11,434-8.19%0.91%
20087-0.77%-1.00%-0.82%$10,772$13,683$11,340-0.77%-1.00%
200881.58%-5.61%-0.08%$10,943$12,916$11,3311.58%-5.61%
20089-9.26%-2.40%-7.76%$9,929$12,606$10,452-9.26%-2.40%
200810-17.63%-9.82%-15.82%$8,179$11,369$8,798-17.63%-9.82%
200811-7.90%0.10%-5.92%$7,532$11,380$8,277-7.90%0.10%
2008121.86%7.44%3.33%$7,672$12,227$8,5521.86%7.44%
20091-8.26%-3.76%-7.36%$7,039$11,767$7,923-8.26%-3.76%
20092-10.45%-1.66%-8.62%$6,303$11,572$7,240-10.45%-1.66%
200938.65%3.48%7.50%$6,849$11,974$7,7838.65%3.48%
2009410.61%1.34%8.61%$7,575$12,135$8,45310.61%1.34%
200955.38%7.77%5.86%$7,982$13,077$8,9485.38%7.77%
200960.34%-2.28%-0.19%$8,010$12,778$8,9310.34%-2.28%
200977.82%3.60%6.98%$8,636$13,238$9,5547.82%3.60%
200983.63%0.61%3.04%$8,949$13,318$9,8443.63%0.61%
200994.23%3.45%4.08%$9,328$13,778$10,2464.23%3.45%
200910-2.57%0.83%-1.93%$9,088$13,893$10,048-2.57%0.83%
2009115.63%3.06%5.13%$9,599$14,318$10,5645.63%3.06%
2009122.86%-2.79%1.79%$9,874$13,918$10,7522.86%-2.79%
20101-3.50%-2.34%-3.27%$9,528$13,593$10,401-3.50%-2.34%
201023.36%0.26%2.73%$9,849$13,628$10,6863.36%0.26%
201036.27%0.78%5.19%$10,466$13,734$11,2406.27%0.78%
201042.17%0.34%1.83%$10,694$13,781$11,4462.17%0.34%
20105-8.00%-6.11%-7.65%$9,838$12,939$10,570-8.00%-6.11%
20106-5.66%0.49%-4.50%$9,281$13,003$10,095-5.66%0.49%
201076.99%4.16%6.43%$9,930$13,544$10,7446.99%4.16%
20108-4.75%-1.30%-4.08%$9,459$13,368$10,306-4.75%-1.30%
201099.47%6.07%8.79%$10,354$14,180$11,2129.47%6.07%
2010103.94%1.66%3.50%$10,763$14,415$11,6043.94%1.66%
2010110.58%-3.18%-0.15%$10,825$13,956$11,5870.58%-3.18%
2010126.81%4.35%6.35%$11,562$14,564$12,3236.81%4.35%
201112.19%-0.33%1.68%$11,814$14,516$12,5302.19%-0.33%
201123.60%2.13%3.31%$12,239$14,825$12,9453.60%2.13%
201130.45%1.34%0.62%$12,294$15,024$13,0250.45%1.34%
201142.99%4.69%3.32%$12,662$15,729$13,4582.99%4.69%
20115-1.16%-2.05%-1.34%$12,515$15,406$13,278-1.16%-2.05%
20116-1.79%-0.21%-1.48%$12,291$15,374$13,082-1.79%-0.21%
20117-2.28%1.79%-1.47%$12,011$15,649$12,889-2.28%1.79%
20118-5.99%0.08%-4.75%$11,291$15,661$12,277-5.99%0.08%
20119-7.75%-7.58%-7.72%$10,415$14,474$11,330-7.75%-7.58%
20111011.51%4.47%9.99%$11,614$15,122$12,46211.51%4.47%
201111-0.29%-2.30%-0.70%$11,580$14,774$12,374-0.29%-2.30%
2011120.80%-2.18%0.20%$11,673$14,452$12,3990.80%-2.18%
201215.08%3.31%4.73%$12,266$14,931$12,9855.08%3.31%
201224.26%0.58%3.53%$12,788$15,016$13,4434.26%0.58%
201233.07%-1.63%2.17%$13,180$14,771$13,7343.07%-1.63%
20124-0.65%0.08%-0.52%$13,094$14,783$13,663-0.65%0.08%
20125-6.24%-5.81%-6.16%$12,278$13,925$12,822-6.24%-5.81%
201263.91%2.91%3.72%$12,758$14,329$13,2993.91%2.91%
201271.03%1.11%1.05%$12,889$14,489$13,4391.03%1.11%
201282.48%1.27%2.26%$13,209$14,673$13,7422.48%1.27%
201292.58%1.76%2.43%$13,550$14,931$14,0762.58%1.76%
201210-1.76%-0.41%-1.51%$13,312$14,869$13,863-1.76%-0.41%
2012110.74%0.33%0.66%$13,410$14,918$13,9550.74%0.33%
2012121.19%0.85%1.13%$13,570$15,046$14,1131.19%0.85%
201315.50%1.73%4.75%$14,316$15,306$14,7825.50%1.73%
201321.28%-3.24%0.40%$14,499$14,810$14,8411.28%-3.24%
201333.88%-0.42%3.08%$15,062$14,748$15,2983.88%-0.42%
201341.70%0.84%1.55%$15,318$14,872$15,5341.70%0.84%
201352.32%-2.66%1.43%$15,674$14,476$15,7562.32%-2.66%
20136-1.27%-2.22%-1.44%$15,474$14,154$15,529-1.27%-2.22%
201375.49%2.62%5.00%$16,323$14,526$16,3055.49%2.62%
20138-2.82%-0.51%-2.44%$15,862$14,451$15,908-2.82%-0.51%
201393.66%1.63%3.32%$16,443$14,687$16,4363.66%1.63%
2013104.22%-0.08%3.50%$17,138$14,674$17,0114.22%-0.08%
2013112.88%-0.84%2.28%$17,632$14,550$17,3992.88%-0.84%
2013122.63%0.55%2.30%$18,096$14,630$17,8002.63%0.55%
20141-3.11%-1.56%-2.80%$17,533$14,402$17,302-3.11%-1.56%
201424.73%2.64%4.31%$18,363$14,782$18,0474.73%2.64%
201430.51%-0.14%0.38%$18,457$14,761$18,1160.51%-0.14%
201440.06%0.35%0.12%$18,469$14,812$18,1380.06%0.35%
201452.17%-1.46%1.45%$18,870$14,595$18,4012.17%-1.46%
201462.54%1.50%2.34%$19,349$14,813$18,8312.54%1.50%
20147-1.98%-2.08%-2.00%$18,966$14,505$18,454-1.98%-2.08%
201484.18%-0.71%3.25%$19,759$14,402$19,0544.18%-0.71%
20149-2.14%-3.57%-2.40%$19,337$13,889$18,596-2.14%-3.57%
2014102.74%-1.20%2.02%$19,867$13,722$18,9732.74%-1.20%
2014112.41%-1.03%1.80%$20,346$13,581$19,3152.41%-1.03%
201412-0.01%-1.42%-0.25%$20,345$13,388$19,267-0.01%-1.42%
20151-2.77%-5.08%-3.23%$19,781$12,708$18,644-2.77%-5.08%
201525.76%-0.91%4.45%$20,921$12,593$19,4755.76%-0.91%
20153-1.04%-3.26%-1.45%$20,704$12,182$19,192-1.04%-3.26%
201540.42%3.27%0.94%$20,791$12,580$19,3730.42%3.27%
201551.39%-1.53%0.84%$21,080$12,387$19,5361.39%-1.53%
20156-1.71%0.52%-1.30%$20,719$12,451$19,282-1.71%0.52%
201571.63%-3.51%0.68%$21,058$12,015$19,4121.63%-3.51%
20158-6.03%1.18%-4.74%$19,789$12,156$18,491-6.03%1.18%
20159-2.93%-1.16%-2.60%$19,208$12,015$18,011-2.93%-1.16%
2015107.84%0.21%6.38%$20,715$12,041$19,1607.84%0.21%
2015110.54%-3.30%-0.16%$20,827$11,643$19,1300.54%-3.30%
201512-2.03%1.10%-1.48%$20,404$11,771$18,847-2.03%1.10%
20161-5.67%0.22%-4.49%$19,247$11,797$18,000-5.67%0.22%
20162-0.04%3.70%0.74%$19,239$12,233$18,134-0.04%3.70%
201637.01%2.94%6.13%$20,588$12,593$19,2467.01%2.94%
201640.63%2.55%1.03%$20,717$12,913$19,4440.63%2.55%
201651.79%-4.17%0.52%$21,089$12,374$19,5461.79%-4.17%
201660.23%1.35%0.45%$21,136$12,541$19,6350.23%1.35%
201673.95%0.10%3.16%$21,971$12,554$20,2563.95%0.10%
201680.26%-0.61%0.09%$22,028$12,477$20,2730.26%-0.61%
201690.15%0.51%0.22%$22,061$12,541$20,3180.15%0.51%
201610-2.21%-2.66%-2.30%$21,572$12,207$19,850-2.21%-2.66%
2016114.44%-3.26%2.92%$22,529$11,810$20,4304.44%-3.26%
2016121.92%-0.65%1.44%$22,962$11,732$20,7251.92%-0.65%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 3
Large-cap Value37.69%26.31%
Large-cap Growth42.62%31.97%
Mid-cap Value5.04%8.82%
Mid-cap Growth8.01%3.17%
Small-cap Value3.10%2.83%
Small-cap Growth2.35%0.00%
Global ex-US Developed Markets0.76%7.85%
Emerging Markets0.43%4.41%
REITs0.00%0.00%
Corporate Bonds0.00%0.00%
Long-Term Treasuries0.00%0.00%
Intermediate-Term Treasuries0.00%0.93%
Short-Term Treasuries0.00%13.71%
R Squared99.89%99.11%
Style analysis is based on monthly returns from Jan 2006 to Dec 2016 and uses total portfolio return with monthly rebalancing. Returns based style analysis aims to explain the portfolio returns based on asset class exposures, it does not identify the actual portfolio holdings.

Holdings Based Style Analysis for Portfolio 1

Holdings Based Style Analysis for Portfolio 1
TickerNameCategoryDurationERWeightReturn ContributionRisk Contribution
VTSMXVanguard Total Stock Mkt Idx InvLarge Blend0.14%100.00%$12,962100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryDurationERWeightReturn ContributionRisk Contribution
MERKXMerk Hard Currency InvWorld Bond1.38%100.00%$1,732100.00%

Asset Allocation

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 3

Holdings Based Style Analysis for Portfolio 3
TickerNameCategoryDurationERWeightReturn ContributionRisk Contribution
VTSMXVanguard Total Stock Mkt Idx InvLarge Blend0.14%80.00%$10,70390.98%
MERKXMerk Hard Currency InvWorld Bond1.38%20.00%$21.339.02%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Fund fundamentals data as of 02/05/2020. (c) 2020 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.

Portfolio return and risk metrics
MetricPortfolio 1Portfolio 2Portfolio 3
Arithmetic Mean (monthly)0.73%0.16%0.63%
Arithmetic Mean (annualized)9.10%1.93%7.78%
Geometric Mean (monthly)0.63%0.12%0.55%
Geometric Mean (annualized)7.85%1.46%6.85%
Volatility (monthly)4.38%2.76%3.80%
Volatility (annualized)15.17%9.57%13.18%
Downside Deviation (monthly)3.03%1.92%2.61%
Max. Drawdown-50.89%-25.98%-43.65%
US Market Correlation1.000.520.99
Beta(*)1.000.330.86
Alpha (annualized)0.00%-0.96%-0.02%
R2100.00%27.05%98.38%
Sharpe Ratio0.510.090.49
Sortino Ratio0.730.130.71
Treynor Ratio (%)7.692.617.50
Calmar Ratio0.93-0.330.66
Active Return0.00%-6.39%-1.00%
Tracking Error0.00%13.06%2.69%
Information Ratio0.26-0.49-0.37
Skewness-0.76-0.27-0.76
Excess Kurtosis2.011.382.26
Historical Value-at-Risk (5%)-7.94%-4.49%-6.63%
Analytical Value-at-Risk (5%)-6.47%-4.38%-5.64%
Conditional Value-at-Risk (5%)-10.30%-6.67%-9.16%
Upside Capture Ratio (%)100.0023.0684.17
Downside Capture Ratio (%)100.0028.7385.65
Safe Withdrawal Rate10.60%10.51%10.87%
Perpetual Withdrawal Rate5.54%0.00%4.65%
Positive Periods85 out of 132 (64.39%)74 out of 132 (56.06%)82 out of 132 (62.12%)
Gain/Loss Ratio0.840.920.94
* US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

Drawdowns for Historical Market Stress Periods

Drawdowns for Historical Market Stress Periods
Stress PeriodStartEndPortfolio 1Portfolio 2Portfolio 3
Subprime CrisisNov 2007Mar 2009-50.89%-17.74%-43.65%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsMar 20123 years 1 month4 years 5 months-50.89%
2Jun 2015Sep 20154 monthsMay 20168 months1 year-8.88%
3Apr 2012May 20122 monthsAug 20123 months5 months-6.85%
4Jun 2007Jul 20072 monthsOct 20073 months5 months-5.02%
5May 2006May 20061 monthSep 20064 months5 months-3.23%
6Jan 2014Jan 20141 monthFeb 20141 month2 months-3.11%
7Aug 2013Aug 20131 monthSep 20131 month2 months-2.82%
8Dec 2014Jan 20152 monthsFeb 20151 month3 months-2.78%
9Oct 2016Oct 20161 monthNov 20161 month2 months-2.21%
10Sep 2014Sep 20141 monthOct 20141 month2 months-2.14%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1May 2011Nov 20154 years 7 months-25.98%
2Jul 2008Oct 20084 monthsOct 20091 year1 year 4 months-17.74%
3Dec 2009May 20106 monthsOct 20105 months11 months-9.63%
4Nov 2010Nov 20101 monthDec 20101 month2 months-3.18%
5Feb 2006Feb 20061 monthApr 20062 months3 months-1.78%
6Sep 2006Sep 20061 monthNov 20062 months3 months-1.48%
7Dec 2006Jan 20072 monthsFeb 20071 month3 months-1.21%
8Jun 2006Jun 20061 monthAug 20062 months3 months-0.81%
9Nov 2007Nov 20071 monthJan 20082 months3 months-0.75%
10Apr 2008Apr 20081 monthJun 20082 months3 months-0.74%
Worst 10 drawdowns included above

Drawdowns for Portfolio 3

Drawdowns for Portfolio 3 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsFeb 20112 years3 years 4 months-43.65%
2May 2011Sep 20115 monthsMar 20126 months11 months-15.81%
3Jun 2015Jan 20168 monthsMay 20164 months1 year-7.86%
4Apr 2012May 20122 monthsAug 20123 months5 months-6.64%
5Jun 2007Jul 20072 monthsSep 20072 months4 months-3.67%
6Dec 2014Jan 20152 monthsFeb 20151 month3 months-3.47%
7Jan 2014Jan 20141 monthFeb 20141 month2 months-2.80%
8Aug 2013Aug 20131 monthSep 20131 month2 months-2.44%
9May 2006Jun 20062 monthsSep 20063 months5 months-2.40%
10Sep 2014Sep 20141 monthNov 20142 months3 months-2.40%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VTSMXVanguard Total Stock Mkt Idx Inv7.85%15.17%33.35%-37.04%-50.89%0.510.731.00
MERKXMerk Hard Currency Inv1.46%9.57%15.18%-12.08%-25.98%0.090.130.52

Monthly Correlations

Correlations for the portfolio assets
TickerNameVTSMXMERKXPortfolio 1Portfolio 2Portfolio 3
VTSMXVanguard Total Stock Mkt Idx Inv-0.521.000.520.99
MERKXMerk Hard Currency Inv0.52-0.521.000.62

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
VTSMXVanguard Total Stock Mkt Idx Inv$12,962$10,703
MERKXMerk Hard Currency Inv$1,732$21.33

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
VTSMXVanguard Total Stock Mkt Idx Inv100.00%90.98%
MERKXMerk Hard Currency Inv100.00%9.02%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2Portfolio 3
AverageHighLowAverageHighLowAverageHighLow
1 year9.60%33.35%-37.04%1.82%15.18%-12.08%8.04%26.13%-30.62%
3 years7.80%20.34%-8.45%1.09%7.62%-7.86%6.63%15.83%-5.08%
5 years9.45%18.72%0.21%1.56%7.81%-4.17%8.06%15.79%1.56%
7 years9.30%15.00%4.46%1.51%6.01%-2.41%7.98%11.95%5.04%
10 years7.25%7.39%7.11%1.07%1.64%0.49%6.32%6.54%6.09%
Result statistics are based on annualized rolling returns over full calendar year periods