Backtest Portfolio Asset Allocation

This online portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs and stocks to analyze and backtest portfolio returns, risk characteristics, standard deviation, annual returns and rolling returns. The results include a visualization of the portfolio growth chart and rolling returns, CAGR, standard deviation, Sharpe ratio, Sortino ratio, annual returns and inflation adjusted returns. A periodic contribution or withdrawal can also be specified together with the preferred portfolio rebalancing strategy. You can also analyze and compare asset class based lazy portfolios with a longer time horizon starting from 1972.

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Portfolio Assets 
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Asset 2
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Asset 3
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Asset 4
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Asset 5
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Asset 6
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Asset 7
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Asset 8
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Asset 9
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Asset 10
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Portfolio Analysis Results (Jan 1997 - Dec 2016)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
Save portfolio »
VTSMX Vanguard Total Stock Market Index Fund 40.00%
VGTSX Vanguard Total International Stock Index Fund 20.00%
VGSIX Vanguard REIT Index Fund 10.00%
VBMFX Vanguard Total Bond Market Index Fd 30.00%

Portfolio Returns

Portfolio performance statistics
#Initial BalanceFinal BalanceCAGRStd.Dev.Best YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
1$10,000$39,645 7.13% 10.77%25.67%-25.82%-39.58% 0.500.720.96
Notes on results:
  • Past performance is not a guarantee of future returns and data and other errors may exist. See Disclaimer and Terms of Use
  • The entered time period is automatically adjusted based on the available return data for the specified assets
  • CAGR = Compound Annual Growth Rate
  • StdDev = Standard Deviation based on annualized standard deviation of monthly log returns
  • Sharpe and Sortino ratios are calculated and annualized from monthly excess returns over risk free rate (1-month t-bills)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdowns are calculated based on monthly returns
  • The backtested results include annual rebalancing of portfolio assets to match the specified allocation
  • The results use total return and assume that all dividends and distributions are reinvested. Taxes and transaction fees are not included
Annual returns for the configured portfolios
YearInflationVanguard Total Stock Market Index Fund (VTSMX)Vanguard Total International Stock Index Fund (VGTSX)Vanguard REIT Index Fund (VGSIX)Vanguard Total Bond Market Index Fd (VBMFX)Total ReturnInflation Adjusted ReturnYear End Balance
19971.70%30.99%-0.77%18.77%9.43%16.95%14.99%$11,695
19981.61%23.26%15.60%-16.32%8.59%13.37%11.57%$13,259
19992.68%23.81%29.92%-4.04%-0.75%14.88%11.88%$15,232
20003.39%-10.57%-15.61%26.35%11.39%-1.30%-4.53%$15,034
20011.55%-10.97%-20.15%12.35%8.34%-4.68%-6.14%$14,330
20022.38%-20.96%-14.63%3.75%8.40%-8.41%-10.54%$13,124
20031.88%31.35%42.01%35.65%3.88%25.67%23.36%$16,494
20043.26%12.52%20.84%30.69%4.25%13.52%9.94%$18,723
20053.42%5.98%15.57%11.95%2.41%7.42%3.88%$20,113
20062.54%15.51%26.64%35.07%4.28%16.32%13.44%$23,397
20074.08%5.49%15.52%-16.46%6.93%5.73%1.59%$24,738
20080.09%-37.04%-44.10%-37.05%5.07%-25.82%-25.89%$18,351
20092.72%28.70%36.73%29.58%5.93%23.56%20.29%$22,674
20101.50%17.09%11.12%28.30%6.30%13.78%12.10%$25,799
20112.96%0.96%-14.56%8.47%7.58%0.59%-2.30%$25,952
20121.74%16.25%18.14%17.53%4.06%13.10%11.16%$29,352
20131.50%33.35%15.04%2.31%-2.25%15.90%14.19%$34,020
20140.76%12.43%-4.24%30.13%5.76%8.87%8.05%$37,036
20150.73%0.29%-4.37%2.22%0.29%-0.45%-1.17%$36,870
20162.04%12.53%4.65%8.34%2.50%7.53%5.38%$39,645
Monthly returns for the configured portfolios
YearMonthVanguard Total Stock Market Index Fund (VTSMX)Vanguard Total International Stock Index Fund (VGTSX)Vanguard REIT Index Fund (VGSIX)Vanguard Total Bond Market Index Fd (VBMFX)Total ReturnMonth End Balance
199715.46%-2.37%0.16%0.24%1.80%$10,180
19972-0.11%1.82%-0.32%0.11%0.31%$10,211
19973-4.45%-0.10%0.38%-0.97%-2.11%$9,996
199744.50%0.20%-3.10%1.49%1.98%$10,194
199757.10%6.54%2.95%0.88%4.75%$10,678
199764.37%5.40%5.13%1.16%3.73%$11,076
199777.77%1.59%2.85%2.81%4.67%$11,594
19978-3.72%-8.60%-0.75%-0.86%-3.61%$11,175
199795.77%5.51%9.24%1.45%4.84%$11,715
199710-3.40%-9.10%-2.80%1.44%-3.08%$11,354
1997113.33%-1.19%1.73%0.33%1.52%$11,527
1997121.70%0.92%2.48%1.04%1.46%$11,695
199810.44%3.04%-1.27%1.32%1.05%$11,818
199827.34%6.88%-1.65%-0.10%4.13%$12,307
199835.06%3.22%2.55%0.33%3.08%$12,685
199841.10%0.53%-3.36%0.52%0.41%$12,737
19985-2.71%-1.51%-0.89%1.02%-1.25%$12,578
199863.54%-0.27%-0.03%0.81%1.64%$12,785
19987-2.27%1.08%-6.90%0.23%-1.28%$12,622
19988-15.65%-13.66%-9.21%1.90%-9.62%$11,407
199896.68%-2.07%5.99%1.96%3.33%$11,787
1998107.51%10.77%-1.81%-0.56%4.74%$12,346
1998116.17%5.34%1.58%0.48%3.90%$12,827
1998126.45%3.26%-1.80%0.39%3.37%$13,259
199913.65%-0.63%-2.44%0.79%1.33%$13,435
19992-3.73%-2.16%-1.57%-1.77%-2.63%$13,082
199933.93%4.97%-0.44%0.57%2.70%$13,434
199944.68%5.08%9.55%0.40%3.96%$13,966
19995-2.00%-5.00%2.09%-0.88%-1.88%$13,703
199965.16%4.39%-1.87%-0.49%2.65%$14,067
19997-3.20%2.27%-2.91%-0.39%-1.29%$13,885
19998-0.92%0.33%-1.00%-0.08%-0.43%$13,825
19999-2.44%0.82%-4.12%1.26%-0.87%$13,705
1999106.25%3.74%-2.25%0.33%3.21%$14,145
1999113.46%4.08%-1.50%0.02%2.19%$14,454
1999127.59%9.37%3.07%-0.48%5.38%$15,232
20001-4.18%-6.22%0.61%-0.18%-2.91%$14,788
200022.54%2.83%-1.51%1.18%1.76%$15,048
200035.69%3.48%3.50%1.40%3.72%$15,609
20004-5.21%-5.41%6.73%-0.49%-2.64%$15,197
20005-3.41%-2.67%1.03%-0.17%-1.79%$14,925
200064.42%4.27%2.49%2.15%3.47%$15,442
20007-1.95%-4.46%8.77%0.88%-0.36%$15,388
200087.28%1.00%-3.99%1.40%2.94%$15,839
20009-4.67%-5.00%2.93%0.76%-2.20%$15,491
200010-2.04%-3.03%-4.63%0.56%-1.70%$15,228
200011-9.90%-4.44%1.74%1.58%-3.91%$14,633
2000121.78%3.72%6.88%1.79%2.74%$15,034
200113.83%1.10%0.43%1.76%2.32%$15,383
20012-9.41%-7.61%-1.72%0.91%-5.22%$14,579
20013-6.72%-7.15%0.81%0.54%-3.73%$14,036
200148.16%7.89%2.28%-0.46%4.62%$14,685
200151.01%-3.52%2.15%0.74%0.17%$14,710
20016-1.64%-3.84%5.92%0.53%-0.55%$14,629
20017-1.71%-2.43%-2.10%2.23%-0.62%$14,538
20018-6.00%-2.30%3.54%1.11%-1.94%$14,256
20019-9.00%-10.73%-3.87%0.90%-5.33%$13,496
2001102.52%2.97%-3.37%1.86%1.65%$13,719
2001117.63%3.56%5.76%-1.34%3.48%$14,197
2001121.78%1.35%2.47%-0.67%0.94%$14,330
20021-1.24%-4.63%-0.25%0.79%-1.21%$14,156
20022-2.05%0.90%1.98%0.86%-0.18%$14,131
200234.38%5.71%6.24%-1.46%3.03%$14,558
20024-4.90%0.42%0.62%1.70%-1.29%$14,370
20025-1.22%1.16%1.30%0.81%0.16%$14,392
20026-7.06%-4.28%2.81%0.29%-3.15%$13,939
20027-8.02%-9.80%-5.28%0.48%-5.36%$13,191
200280.53%-0.12%0.16%1.66%0.74%$13,289
20029-10.07%-10.88%-3.53%1.53%-5.52%$12,556
2002107.65%5.70%-4.95%-0.61%2.78%$12,905
2002116.36%4.40%4.60%-0.16%3.50%$13,357
200212-5.83%-2.59%0.68%2.27%-1.74%$13,124
20031-2.54%-3.17%-2.70%0.06%-1.90%$12,874
20032-1.69%-1.86%1.74%1.38%-0.44%$12,817
200331.09%-1.93%2.04%-0.12%0.22%$12,846
200348.21%9.70%4.05%0.87%5.78%$13,589
200356.11%6.15%5.52%1.82%4.79%$14,239
200361.43%2.66%2.25%-0.13%1.31%$14,426
200372.36%3.18%5.18%-3.34%1.20%$14,599
200382.39%2.51%0.65%0.61%1.75%$14,854
20039-1.15%2.78%3.41%2.70%1.19%$15,030
2003106.12%6.49%1.63%-0.96%3.78%$15,599
2003111.38%2.13%4.31%0.17%1.54%$15,839
2003124.48%7.80%3.08%0.89%4.13%$16,494
200412.23%1.60%4.28%0.86%1.90%$16,807
200421.43%2.50%1.64%1.03%1.55%$17,067
20043-1.07%0.45%5.43%0.80%0.45%$17,144
20044-2.11%-3.14%-14.56%-2.61%-3.80%$16,492
200451.35%0.46%7.09%-0.42%1.18%$16,688
200462.09%2.40%2.79%0.56%1.77%$16,983
20047-3.80%-3.34%0.51%0.96%-1.88%$16,664
200480.31%0.75%7.83%1.94%1.67%$16,943
200491.74%2.96%-0.23%0.16%1.29%$17,161
2004101.68%3.24%5.39%0.85%2.15%$17,530
2004114.68%7.23%4.15%-0.80%3.53%$18,148
2004123.63%4.44%4.77%0.92%3.17%$18,723
20051-2.68%-1.67%-8.41%0.65%-2.05%$18,340
200522.07%4.68%2.85%-0.62%1.84%$18,677
20053-1.75%-2.93%-1.58%-0.49%-1.60%$18,378
20054-2.32%-2.07%5.81%1.36%-0.38%$18,308
200553.77%0.08%3.24%1.06%2.14%$18,699
200560.81%1.30%4.96%0.55%1.25%$18,933
200574.11%3.68%6.97%-0.99%2.77%$19,458
20058-0.91%2.85%-3.74%1.36%0.19%$19,495
200590.82%4.73%0.57%-1.10%1.02%$19,694
200510-1.86%-3.37%-2.35%-0.81%-1.93%$19,314
2005113.97%2.67%4.25%0.48%2.71%$19,837
2005120.14%5.14%-0.10%0.99%1.39%$20,113
200613.50%6.87%7.53%-0.11%3.49%$20,816
200620.00%-0.72%1.83%0.38%0.15%$20,848
200631.80%3.17%4.83%-1.00%1.59%$21,179
200641.11%5.12%-3.63%-0.20%1.06%$21,403
20065-3.23%-4.45%-2.80%-0.09%-2.57%$20,852
200660.17%-0.38%5.29%0.10%0.57%$20,970
20067-0.13%1.15%3.49%1.35%0.95%$21,170
200682.31%2.53%3.72%1.64%2.32%$21,661
200692.27%0.25%1.90%0.81%1.39%$21,962
2006103.53%4.00%6.11%0.72%3.13%$22,648
2006112.23%3.73%4.69%1.11%2.52%$23,220
2006121.13%3.09%-1.81%-0.48%0.76%$23,397
200711.88%0.96%8.52%-0.08%1.77%$23,811
20072-1.61%0.06%-2.41%1.51%-0.45%$23,705
200731.11%2.80%-2.37%0.02%0.76%$23,884
200744.01%3.92%-0.04%0.51%2.54%$24,490
200753.69%3.09%-0.11%-0.78%1.88%$24,952
20076-1.67%0.61%-9.26%-0.38%-1.56%$24,562
20077-3.41%-1.06%-7.77%0.84%-2.08%$24,052
200781.45%-0.72%6.49%1.34%1.38%$24,382
200793.59%6.38%4.25%0.72%3.39%$25,209
2007101.85%5.90%1.22%0.93%2.41%$25,816
200711-4.49%-4.57%-9.32%1.81%-3.14%$25,006
200712-0.60%-2.28%-5.11%0.31%-1.07%$24,738
20081-6.08%-8.55%-0.34%1.79%-3.64%$23,838
20082-3.07%0.33%-3.73%0.10%-1.49%$23,483
20083-0.58%-0.71%6.45%0.30%0.39%$23,574
200845.02%5.85%5.89%-0.40%3.53%$24,406
200852.09%1.51%0.14%-0.69%0.90%$24,626
20086-8.19%-8.99%-10.77%-0.01%-6.14%$23,115
20087-0.77%-3.67%3.15%0.00%-0.67%$22,961
200881.58%-5.10%2.25%0.70%0.13%$22,991
20089-9.26%-13.09%-0.11%-1.11%-6.25%$21,554
200810-17.63%-22.09%-31.23%-2.53%-14.71%$18,383
200811-7.90%-6.29%-23.39%3.64%-4.55%$17,547
2008121.86%8.16%17.39%3.33%4.58%$18,351
20091-8.26%-11.96%-17.39%-0.70%-7.64%$16,948
20092-10.45%-9.58%-20.76%-0.43%-7.97%$15,597
200938.65%9.31%3.76%1.48%5.90%$16,517
2009410.61%12.78%31.31%0.36%9.16%$18,030
200955.38%14.35%2.36%0.85%5.51%$19,022
200960.34%-1.32%-3.25%0.54%-0.28%$18,970
200977.82%9.96%10.64%1.43%6.63%$20,227
200983.67%3.42%13.99%1.01%3.78%$20,991
200994.18%5.22%6.69%1.19%3.84%$21,796
200910-2.57%-2.10%-4.64%0.41%-1.87%$21,388
2009115.63%3.79%6.85%1.36%4.17%$22,279
2009122.86%1.53%7.03%-1.68%1.77%$22,674
20101-3.50%-5.07%-5.32%1.57%-2.47%$22,114
201023.36%0.22%5.55%0.20%1.97%$22,550
201036.27%6.71%10.16%-0.08%4.80%$23,632
201042.17%-1.71%7.03%0.93%1.57%$24,002
20105-8.00%-10.78%-5.41%0.88%-5.65%$22,645
20106-5.66%-1.17%-5.24%1.61%-2.55%$22,067
201076.99%10.33%9.73%0.93%5.93%$23,375
20108-4.75%-3.22%-1.24%1.48%-2.14%$22,875
201099.47%10.41%4.37%-0.01%6.03%$24,255
2010103.94%3.55%4.80%0.36%2.88%$24,953
2010110.58%-4.52%-2.04%-0.57%-1.05%$24,689
2010126.81%8.34%4.63%-1.14%4.50%$25,799
201112.19%0.70%3.32%0.08%1.37%$26,153
201123.60%2.71%4.58%0.16%2.50%$26,808
201130.45%-0.43%-1.44%-0.00%-0.05%$26,794
201142.99%5.24%5.66%1.32%3.23%$27,658
20115-1.16%-2.87%1.36%1.31%-0.54%$27,509
20116-1.79%-1.51%-3.35%-0.39%-1.49%$27,098
20117-2.25%-1.53%1.55%1.57%-0.59%$26,937
20118-6.02%-8.45%-5.53%1.47%-4.20%$25,805
20119-7.75%-12.29%-10.98%0.89%-6.20%$24,204
20111011.51%10.22%14.39%0.16%7.70%$26,069
201111-0.29%-2.88%-3.73%-0.30%-1.12%$25,777
2011120.80%-2.64%4.61%1.08%0.68%$25,952
201215.08%7.27%6.49%0.87%4.40%$27,094
201224.26%5.14%-1.12%-0.05%2.64%$27,810
201233.07%-0.75%5.14%-0.58%1.44%$28,210
20124-0.65%-1.78%2.88%1.14%-0.03%$28,202
20125-6.24%-11.07%-4.60%0.95%-5.03%$26,783
201263.91%5.95%5.64%0.04%3.33%$27,674
201271.03%0.44%1.93%1.39%1.12%$27,983
201282.48%2.72%-0.14%0.03%1.54%$28,413
201292.58%3.62%-1.83%0.11%1.61%$28,869
201210-1.76%0.56%-0.83%0.12%-0.68%$28,674
2012110.74%1.82%-0.37%0.20%0.69%$28,872
2012121.19%4.17%3.69%-0.20%1.66%$29,352
201315.50%3.34%3.71%-0.71%3.02%$30,240
201321.28%-1.23%1.24%0.55%0.56%$30,409
201333.88%0.90%2.89%0.08%2.10%$31,046
201341.70%3.44%6.70%0.91%2.33%$31,768
201352.32%-2.95%-5.96%-1.71%-0.72%$31,538
20136-1.27%-3.75%-1.96%-1.66%-1.92%$30,931
201375.49%4.56%0.83%0.20%3.37%$31,975
20138-2.82%-1.63%-6.86%-0.64%-2.40%$31,206
201393.66%7.21%3.28%0.96%3.57%$32,321
2013104.22%3.41%4.46%0.78%3.16%$33,344
2013112.88%0.12%-5.23%-0.35%0.72%$33,584
2013122.63%1.25%0.26%-0.65%1.30%$34,020
20141-3.11%-4.78%4.19%1.54%-1.32%$33,572
201424.73%5.39%4.96%0.48%3.57%$34,771
201430.51%0.41%0.49%-0.15%0.29%$34,872
201440.06%1.31%3.37%0.78%0.88%$35,178
201452.17%1.88%2.35%1.05%1.80%$35,811
201462.54%1.74%1.14%0.11%1.51%$36,352
20147-1.98%-1.61%0.04%-0.26%-1.18%$35,922
201484.18%1.05%2.97%1.13%2.53%$36,832
20149-2.14%-5.01%-6.00%-0.73%-2.72%$35,831
2014102.74%-0.31%9.93%0.94%2.41%$36,692
2014112.41%-0.25%1.98%0.65%1.36%$37,190
201412-0.01%-3.65%1.93%0.09%-0.41%$37,036
20151-2.77%0.13%6.72%2.31%0.28%$37,141
201525.76%5.52%-3.59%-1.08%2.63%$38,116
20153-1.04%-1.54%1.72%0.40%-0.44%$37,948
201540.42%5.08%-5.92%-0.36%0.49%$38,132
201551.39%-0.94%-0.27%-0.45%0.19%$38,206
20156-1.71%-2.69%-4.60%-1.00%-1.98%$37,448
201571.63%-0.80%5.60%0.76%1.23%$37,911
20158-6.01%-7.29%-6.25%-0.35%-4.63%$36,157
20159-2.95%-3.90%3.02%0.76%-1.43%$35,639
2015107.84%6.26%5.78%0.01%4.87%$37,373
2015110.54%-1.32%-0.64%-0.27%-0.19%$37,304
201512-2.03%-2.07%1.79%-0.38%-1.16%$36,870
20161-5.67%-5.59%-3.36%1.43%-3.29%$35,656
20162-0.04%-2.27%-0.43%0.66%-0.29%$35,551
201637.01%8.19%10.41%0.94%5.65%$37,558
201640.63%2.22%-2.41%0.38%0.55%$37,764
201651.79%-1.02%2.36%0.02%0.75%$38,048
201660.23%-0.94%6.88%1.94%1.20%$38,503
201673.95%4.41%4.18%0.64%3.06%$39,681
201680.26%0.74%-3.68%-0.17%-0.21%$39,598
201690.15%1.37%-1.83%-0.08%0.11%$39,642
201610-2.21%-1.72%-5.72%-0.80%-2.06%$38,824
2016114.44%-2.15%-1.73%-2.65%0.39%$38,975
2016121.92%2.02%4.66%0.24%1.72%$39,645
Portfolio return and risk metrics
MetricPortfolio #1
(*) Beta and market correlation are calculated against the US stock market.
Mean Return (monthly)0.62%
Mean Return (annualized)7.74%
Compound Return (monthly)0.58%
Compound Return (annualized)7.13%
Volatility (monthly)3.07%
Volatility (annualized)10.77%
Max. Drawdown-39.58%
Market Correlation0.96
Beta(*)0.65
Alpha (annualized)1.74%
R291.69%
Sharpe Ratio0.50
Sortino Ratio0.72
Treynor Ratio (%)8.27
Diversification Ratio1.21
Skewness-0.86
Excess Kurtosis2.54
Historical Value-at-Risk (95%)-5.21%
Delta Normal Value-at-Risk (95%)-5.16%
Conditional Value-at-Risk (95%)-7.14%
Positive Periods152 out of 240 (63.33%)
Gain/Loss Ratio0.97

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1
RankDrawdown StartDrawdown EndDrawdown LengthRecovery ByRecovery TimeDrawdown
1Nov 2007Feb 20091 year 4 monthsJan 20113 years 3 months-39.58%
2Sep 2000Sep 20022 years 1 monthDec 20033 years 4 months-20.73%
3May 2011Sep 20115 monthsFeb 201210 months-12.49%
4Jul 1998Aug 19982 monthsNov 19985 months-10.77%
5Jun 2015Feb 20169 monthsJun 20161 year 1 month-6.95%
6Apr 2012May 20122 monthsAug 20125 months-5.06%
7Apr 2000May 20002 monthsAug 20005 months-4.38%
8Apr 2004Apr 20041 monthSep 20046 months-3.80%
9Aug 1997Aug 19971 monthSep 19972 months-3.61%
10Jun 2007Jul 20072 monthsSep 20074 months-3.61%
11Oct 1997Oct 19971 monthJan 19984 months-3.08%
12Jan 2000Jan 20001 monthMar 20003 months-2.91%
13Sep 2014Sep 20141 monthNov 20143 months-2.72%
14May 2013Jun 20132 monthsJul 20133 months-2.63%
15Feb 1999Feb 19991 monthApr 19993 months-2.63%
16Jul 1999Sep 19993 monthsOct 19994 months-2.57%
17May 2006May 20061 monthAug 20064 months-2.57%
18Aug 2013Aug 20131 monthSep 20132 months-2.40%
19Jan 2005Apr 20054 monthsJun 20056 months-2.22%
20Aug 2016Oct 20163 months-2.16%
21Mar 1997Mar 19971 monthMay 19973 months-2.11%
22Oct 2005Oct 20051 monthNov 20052 months-1.93%
23May 1999May 19991 monthJun 19992 months-1.88%
24Jan 2014Jan 20141 monthFeb 20142 months-1.32%
25May 1998May 19981 monthJun 19982 months-1.25%
26Jul 2014Jul 20141 monthAug 20142 months-1.18%
27Oct 2012Oct 20121 monthNov 20122 months-0.68%
28Feb 2007Feb 20071 monthMar 20072 months-0.45%
29Mar 2015Mar 20151 monthApr 20152 months-0.44%
30Dec 2014Dec 20141 monthFeb 20153 months-0.41%
31Mar 2011Mar 20111 monthApr 20112 months-0.05%

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdDevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VTSMXVanguard Total Stock Market Index Fund7.84%15.90%33.35%-37.04%-50.89%0.430.611.00
VGTSXVanguard Total International Stock Index Fund4.37%17.90%42.01%-44.10%-58.50%0.210.300.86
VGSIXVanguard REIT Index Fund9.54%21.22%35.65%-37.05%-68.28%0.450.640.58
VBMFXVanguard Total Bond Market Index Fd5.06%3.48%11.39%-2.25%-4.00%0.841.38-0.06

Monthly Correlations

Correlations for the portfolio assets
TickerNameVTSMXVGTSXVGSIXVBMFXPF #1
VTSMXVanguard Total Stock Market Index Fund-0.860.58-0.060.96
VGTSXVanguard Total International Stock Index Fund0.86-0.570.010.93
VGSIXVanguard REIT Index Fund0.580.57-0.170.72
VBMFXVanguard Total Bond Market Index Fd-0.060.010.17-0.10

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePF #1
VTSMXVanguard Total Stock Market Index Fund55.27%
VGTSXVanguard Total International Stock Index Fund30.06%
VGSIXVanguard REIT Index Fund13.67%
VBMFXVanguard Total Bond Market Index Fd1.00%

Annual Asset Returns