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 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 10
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Portfolio Analysis Results (Jul 2002 - Dec 2019)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
PCRIX PIMCO Commodity Real Ret Strat Instl 100.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
VIPSX Vanguard Inflation-Protected Secs Inv 100.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$15,364 2.48% 18.91%39.92%-43.33%-63.49% 0.160.220.40
Portfolio 2$10,000$21,422 4.45% 5.90%13.24%-8.92%-12.50% 0.550.820.06
   
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.
  • The annual results for 2002 are based on full calendar months from July to December
  • 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
  • Portfolio cashflows and rebalancing for quarterly and annual periods are aligned with calendar periods.
Annual returns for the configured portfolios
YearInflationReturnBalancePIMCO Commodity Real Ret Strat Instl (PCRIX)Vanguard Inflation-Protected Secs Inv (VIPSX)
Portfolio 1Portfolio 2Portfolio 1Portfolio 2
20020.56%24.28%8.61%$12,428$10,86124.28%8.61%
20031.88%29.82%8.00%$16,134$11,73029.82%8.00%
20043.26%16.36%8.24%$18,773$12,69616.36%8.24%
20053.42%20.50%2.59%$22,621$13,02520.50%2.59%
20062.54%-3.04%0.43%$21,933$13,081-3.04%0.43%
20074.08%23.80%11.59%$27,153$14,59723.80%11.59%
20080.09%-43.33%-2.85%$15,387$14,182-43.33%-2.85%
20092.72%39.92%10.80%$21,529$15,71439.92%10.80%
20101.50%24.13%6.17%$26,723$16,68324.13%6.17%
20112.96%-7.56%13.24%$24,702$18,891-7.56%13.24%
20121.74%5.31%6.78%$26,015$20,1705.31%6.78%
20131.50%-14.81%-8.92%$22,163$18,372-14.81%-8.92%
20140.76%-18.06%3.83%$18,160$19,075-18.06%3.83%
20150.73%-25.70%-1.83%$13,493$18,727-25.70%-1.83%
20162.07%14.54%4.52%$15,454$19,57314.54%4.52%
20172.11%2.70%2.81%$15,871$20,1242.70%2.81%
20181.91%-13.77%-1.49%$13,685$19,825-13.77%-1.49%
20192.29%12.27%8.06%$15,364$21,42212.27%8.06%
Annual returns for 2002 are based on partial year data
Monthly returns for the configured portfolios
YearMonthReturnBalancePIMCO Commodity Real Ret Strat Instl (PCRIX)Vanguard Inflation-Protected Secs Inv (VIPSX)
Portfolio 1Portfolio 2Portfolio 1Portfolio 2
200273.20%1.70%$10,320$10,1703.20%1.70%
200287.36%3.60%$11,080$10,5367.36%3.60%
200296.37%2.46%$11,786$10,7966.37%2.46%
200210-2.82%-2.75%$11,453$10,498-2.82%-2.75%
2002110.18%0.00%$11,473$10,4980.18%0.00%
2002128.32%3.45%$12,428$10,8618.32%3.45%
200317.87%0.59%$13,406$10,9257.87%0.59%
200327.22%3.69%$14,374$11,3297.22%3.69%
20033-10.02%-1.62%$12,933$11,145-10.02%-1.62%
20034-0.91%-0.33%$12,815$11,109-0.91%-0.33%
2003510.23%4.73%$14,126$11,63410.23%4.73%
20036-3.25%-0.88%$13,667$11,532-3.25%-0.88%
20037-4.18%-4.47%$13,095$11,016-4.18%-4.47%
200385.85%1.70%$13,861$11,2035.85%1.70%
200393.41%3.18%$14,333$11,5603.41%3.18%
2003104.75%0.49%$15,015$11,6164.75%0.49%
2003110.22%0.08%$15,047$11,6260.22%0.08%
2003127.22%0.90%$16,134$11,7307.22%0.90%
200412.71%1.23%$16,570$11,8742.71%1.23%
200428.76%2.18%$18,022$12,1348.76%2.18%
200434.54%1.50%$18,840$12,3164.54%1.50%
20044-6.17%-4.69%$17,677$11,738-6.17%-4.69%
200453.25%1.72%$18,253$11,9403.25%1.72%
20046-4.33%-0.02%$17,463$11,937-4.33%-0.02%
200472.77%0.99%$17,946$12,0552.77%0.99%
200480.47%2.60%$18,030$12,3690.47%2.60%
200496.78%0.24%$19,253$12,3996.78%0.24%
2004102.79%0.88%$19,790$12,5082.79%0.88%
200411-1.36%-0.32%$19,522$12,468-1.36%-0.32%
200412-3.83%1.83%$18,773$12,696-3.83%1.83%
200510.81%0.00%$18,925$12,6960.81%0.00%
200526.61%-0.48%$20,176$12,6366.61%-0.48%
200533.48%0.13%$20,879$12,6533.48%0.13%
20054-4.17%1.84%$20,007$12,886-4.17%1.84%
20055-0.45%0.71%$19,918$12,977-0.45%0.71%
200561.76%0.33%$20,269$13,0201.76%0.33%
200572.18%-1.99%$20,711$12,7612.18%-1.99%
200589.59%2.19%$22,697$13,0419.59%2.19%
200593.93%-0.09%$23,589$13,0283.93%-0.09%
200510-7.75%-1.28%$21,760$12,861-7.75%-1.28%
200511-0.12%0.16%$21,734$12,882-0.12%0.16%
2005124.08%1.11%$22,621$13,0254.08%1.11%
200611.62%0.16%$22,987$13,0471.62%0.16%
20062-6.62%-0.16%$21,465$13,025-6.62%-0.16%
20063-0.50%-2.14%$21,358$12,747-0.50%-2.14%
200646.63%-0.08%$22,774$12,7366.63%-0.08%
200650.74%0.25%$22,941$12,7680.74%0.25%
20066-1.96%0.31%$22,492$12,807-1.96%0.31%
200674.29%1.62%$23,456$13,0154.29%1.62%
20068-2.28%1.68%$22,921$13,234-2.28%1.68%
20069-6.59%0.18%$21,409$13,259-6.59%0.18%
2006104.16%-0.17%$22,300$13,2364.16%-0.17%
2006116.40%1.17%$23,728$13,3926.40%1.17%
200612-7.57%-2.32%$21,933$13,081-7.57%-2.32%
20071-0.43%0.17%$21,839$13,103-0.43%0.17%
200725.11%2.03%$22,954$13,3705.11%2.03%
200730.91%0.18%$23,164$13,3940.91%0.18%
200741.58%0.75%$23,529$13,4951.58%0.75%
20075-1.89%-1.24%$23,084$13,327-1.89%-1.24%
20076-2.13%-0.20%$22,594$13,301-2.13%-0.20%
200773.56%2.25%$23,398$13,5993.56%2.25%
20078-3.44%0.93%$22,594$13,726-3.44%0.93%
200799.91%1.26%$24,834$13,8999.91%1.26%
2007104.46%1.17%$25,942$14,0624.46%1.17%
2007110.38%3.97%$26,040$14,6190.38%3.97%
2007124.27%-0.15%$27,153$14,5974.27%-0.15%
200818.32%3.78%$29,412$15,1488.32%3.78%
2008214.05%1.39%$33,544$15,35914.05%1.39%
20083-7.41%0.09%$31,058$15,373-7.41%0.09%
200841.80%-2.08%$31,618$15,0531.80%-2.08%
200852.47%0.08%$32,397$15,0642.47%0.08%
200869.55%1.90%$35,493$15,3519.55%1.90%
20087-12.59%-0.55%$31,024$15,266-12.59%-0.55%
20088-6.87%0.55%$28,893$15,351-6.87%0.55%
20089-17.21%-3.88%$23,921$14,755-17.21%-3.88%
200810-29.11%-8.83%$16,957$13,452-29.11%-8.83%
200811-10.42%0.18%$15,189$13,476-10.42%0.18%
2008121.30%5.23%$15,387$14,1821.30%5.23%
20091-2.50%0.95%$15,002$14,317-2.50%0.95%
20092-6.26%-1.63%$14,063$14,083-6.26%-1.63%
200938.49%5.99%$15,256$14,9278.49%5.99%
200941.92%-1.90%$15,549$14,6431.92%-1.90%
2009515.83%1.85%$18,010$14,91415.83%1.85%
20096-2.16%0.33%$17,620$14,964-2.16%0.33%
200974.62%0.08%$18,435$14,9764.62%0.08%
200981.07%1.07%$18,632$15,1361.07%1.07%
200993.50%1.87%$19,284$15,4193.50%1.87%
2009104.94%1.44%$20,237$15,6414.94%1.44%
2009115.70%2.76%$21,391$16,0725.70%2.76%
2009120.65%-2.23%$21,529$15,7140.65%-2.23%
20101-5.56%1.51%$20,333$15,952-5.56%1.51%
201023.45%-1.18%$21,035$15,7643.45%-1.18%
20103-0.94%0.04%$20,836$15,771-0.94%0.04%
201043.58%2.47%$21,583$16,1613.58%2.47%
20105-7.65%0.08%$19,931$16,173-7.65%0.08%
201061.34%1.32%$20,198$16,3861.34%1.32%
201077.45%-0.08%$21,703$16,3737.45%-0.08%
20108-1.77%1.93%$21,320$16,689-1.77%1.93%
201098.56%0.70%$23,146$16,8078.56%0.70%
2010106.81%2.56%$24,723$17,2376.81%2.56%
201011-1.48%-1.69%$24,357$16,946-1.48%-1.69%
2010129.72%-1.55%$26,723$16,6839.72%-1.55%
201112.05%0.00%$27,270$16,6832.05%0.00%
201122.00%0.92%$27,817$16,8372.00%0.92%
201132.95%0.91%$28,636$16,9912.95%0.91%
201145.26%2.43%$30,143$17,4045.26%2.43%
20115-4.90%0.30%$28,666$17,455-4.90%0.30%
20116-5.09%0.65%$27,205$17,569-5.09%0.65%
201175.15%3.87%$28,606$18,2495.15%3.87%
201180.44%0.86%$28,731$18,4060.44%0.86%
20119-15.91%0.06%$24,160$18,418-15.91%0.06%
2011108.39%1.93%$26,187$18,7748.39%1.93%
201111-2.37%0.42%$25,566$18,853-2.37%0.42%
201112-3.38%0.20%$24,702$18,891-3.38%0.20%
201214.89%2.20%$25,911$19,3064.89%2.20%
201222.92%-0.42%$26,666$19,2252.92%-0.42%
20123-4.41%-1.07%$25,491$19,019-4.41%-1.07%
201240.60%2.05%$25,643$19,4080.60%2.05%
20125-8.32%1.80%$23,510$19,757-8.32%1.80%
201264.76%-0.62%$24,629$19,6354.76%-0.62%
201277.32%1.85%$26,432$19,9987.32%1.85%
201281.89%-0.20%$26,931$19,9581.89%-0.20%
201292.52%0.49%$27,610$20,0562.52%0.49%
201210-3.78%0.67%$26,566$20,191-3.78%0.67%
2012110.73%0.47%$26,759$20,2850.73%0.47%
201212-2.78%-0.57%$26,015$20,170-2.78%-0.57%
201312.56%-0.69%$26,681$20,0322.56%-0.69%
20132-3.96%0.14%$25,623$20,059-3.96%0.14%
201330.94%0.21%$25,864$20,1020.94%0.21%
20134-2.44%0.76%$25,234$20,256-2.44%0.76%
20135-5.15%-4.26%$23,935$19,392-5.15%-4.26%
20136-8.42%-3.94%$21,920$18,627-8.42%-3.94%
201372.53%0.90%$22,475$18,7942.53%0.90%
201381.94%-1.71%$22,911$18,4741.94%-1.71%
20139-1.01%1.68%$22,680$18,783-1.01%1.68%
201310-1.05%0.45%$22,442$18,868-1.05%0.45%
201311-1.24%-1.04%$22,164$18,671-1.24%-1.04%
201312-0.01%-1.60%$22,163$18,372-0.01%-1.60%
201410.73%2.16%$22,324$18,7680.73%2.16%
201426.87%0.30%$23,858$18,8256.87%0.30%
201430.00%-0.47%$23,858$18,7370.00%-0.47%
201443.05%1.36%$24,585$18,9923.05%1.36%
20145-1.81%2.01%$24,141$19,374-1.81%2.01%
201461.17%0.31%$24,423$19,4351.17%0.31%
20147-5.29%0.00%$23,131$19,435-5.29%0.00%
20148-1.05%0.51%$22,889$19,535-1.05%0.51%
20149-7.55%-2.49%$21,160$19,049-7.55%-2.49%
201410-0.77%0.75%$20,998$19,192-0.77%0.75%
201411-4.25%0.30%$20,106$19,249-4.25%0.30%
201412-9.68%-0.91%$18,160$19,075-9.68%-0.91%
20151-2.01%3.11%$17,796$19,668-2.01%3.11%
201522.96%-1.40%$18,323$19,3932.96%-1.40%
20153-5.97%-0.42%$17,228$19,312-5.97%-0.42%
201546.12%0.67%$18,282$19,4426.12%0.67%
20155-3.10%-1.04%$17,714$19,239-3.10%-1.04%
201561.88%-0.90%$18,048$19,0661.88%-0.90%
20157-10.71%0.46%$16,116$19,152-10.71%0.46%
20158-2.04%-0.91%$15,787$18,979-2.04%-0.91%
20159-4.29%-0.46%$15,109$18,892-4.29%-0.46%
2015100.00%0.23%$15,109$18,9350.00%0.23%
201511-7.49%-0.15%$13,978$18,906-7.49%-0.15%
201512-3.47%-0.95%$13,493$18,727-3.47%-0.95%
20161-1.74%1.56%$13,258$19,018-1.74%1.56%
20162-2.26%1.07%$12,958$19,223-2.26%1.07%
201635.94%1.90%$13,728$19,5875.94%1.90%
201648.72%0.15%$14,925$19,6168.72%0.15%
20165-0.72%-0.67%$14,819$19,485-0.72%-0.67%
201665.20%2.26%$15,589$19,9265.20%2.26%
20167-4.95%0.66%$14,817$20,057-4.95%0.66%
20168-1.88%-0.44%$14,538$19,970-1.88%-0.44%
201693.90%0.73%$15,105$20,1153.90%0.73%
201610-0.57%-0.51%$15,019$20,013-0.57%-0.51%
2016110.86%-2.04%$15,148$19,6050.86%-2.04%
2016122.02%-0.16%$15,454$19,5732.02%-0.16%
201710.84%1.00%$15,584$19,7690.84%1.00%
201720.14%0.38%$15,605$19,8450.14%0.38%
20173-2.56%0.01%$15,206$19,846-2.56%0.01%
20174-1.57%0.46%$14,967$19,937-1.57%0.46%
20175-1.60%0.00%$14,728$19,937-1.60%0.00%
20176-0.91%-0.95%$14,593$19,747-0.91%-0.95%
201772.76%0.54%$14,996$19,8522.76%0.54%
201780.60%0.91%$15,086$20,0340.60%0.91%
20179-0.13%-0.71%$15,067$19,891-0.13%-0.71%
2017102.59%0.23%$15,457$19,9372.59%0.23%
201711-0.59%0.08%$15,365$19,952-0.59%0.08%
2017123.29%0.86%$15,871$20,1243.29%0.86%
201811.92%-0.92%$16,176$19,9391.92%-0.92%
20182-2.17%-0.93%$15,824$19,754-2.17%-0.93%
201830.00%0.92%$15,824$19,9360.00%0.92%
201842.52%-0.08%$16,223$19,9212.52%-0.08%
201851.45%0.23%$16,457$19,9671.45%0.23%
20186-3.30%0.69%$15,913$20,105-3.30%0.69%
20187-2.40%-0.54%$15,531$19,996-2.40%-0.54%
20188-1.69%0.62%$15,268$20,121-1.69%0.62%
201891.83%-0.95%$15,547$19,9301.83%-0.95%
201810-3.44%-1.42%$15,013$19,648-3.44%-1.42%
201811-2.27%0.40%$14,673$19,726-2.27%0.40%
201812-6.73%0.50%$13,685$19,825-6.73%0.50%
201916.68%1.44%$14,599$20,1116.68%1.44%
201921.86%-0.16%$14,871$20,0791.86%-0.16%
201930.65%1.90%$14,968$20,4610.65%1.90%
201940.33%0.23%$15,018$20,5090.33%0.23%
20195-3.97%1.71%$14,422$20,858-3.97%1.71%
201963.21%0.80%$14,884$21,0263.21%0.80%
20197-0.68%0.23%$14,784$21,074-0.68%0.23%
20198-2.90%2.27%$14,356$21,553-2.90%2.27%
201990.77%-1.07%$14,466$21,3230.77%-1.07%
2019102.30%-0.15%$14,799$21,2912.30%-0.15%
201911-2.42%0.23%$14,441$21,339-2.42%0.23%
2019126.39%0.39%$15,364$21,4226.39%0.39%

Holdings Based Style Analysis for Portfolio 1

Holdings Based Style Analysis for Portfolio 1
TickerNameCategoryERWeightReturn ContributionRisk Contribution
PCRIXPIMCO Commodity Real Ret Strat InstlCommodities Broad Basket1.46%100.00%$5,364100.00%

Asset Allocation

Holdings Based Style Analysis for Portfolio 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryDurationERWeightReturn ContributionRisk Contribution
VIPSXVanguard Inflation-Protected Secs InvInflation-Protected Bond7.380.20%100.00%$11,422100.00%

Asset Allocation

Fixed Income Credit Quality

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 2
Arithmetic Mean (monthly)0.36%0.38%
Arithmetic Mean (annualized)4.39%4.63%
Geometric Mean (monthly)0.20%0.36%
Geometric Mean (annualized)2.48%4.45%
Volatility (monthly)5.46%1.70%
Volatility (annualized)18.91%5.90%
Downside Deviation (monthly)3.96%1.10%
Max. Drawdown-63.49%-12.50%
US Market Correlation0.400.06
Beta(*)0.540.03
Alpha (annualized)-1.09%4.28%
R216.39%0.38%
Sharpe Ratio0.160.55
Sortino Ratio0.220.82
Treynor Ratio (%)5.62127.96
Calmar Ratio-0.011.29
Active Return-6.93%-4.97%
Tracking Error18.52%15.13%
Information Ratio-0.37-0.33
Skewness-0.90-0.72
Excess Kurtosis3.974.73
Historical Value-at-Risk (5%)-8.01%-2.18%
Analytical Value-at-Risk (5%)-8.62%-2.42%
Conditional Value-at-Risk (5%)-13.24%-3.99%
Upside Capture Ratio (%)39.439.49
Downside Capture Ratio (%)50.66-13.35
Safe Withdrawal Rate8.22%7.37%
Perpetual Withdrawal Rate0.41%2.22%
Positive Periods115 out of 210 (54.76%)136 out of 210 (64.76%)
Gain/Loss Ratio0.950.96
* 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 2
Subprime CrisisNov 2007Mar 2009-60.38%-12.50%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jul 2008Feb 20167 years 8 months-63.49%
2Mar 2003Apr 20032 monthsOct 20036 months8 months-10.85%
3Oct 2005Mar 20066 monthsNov 20068 months1 year 2 months-9.46%
4Dec 2006Jan 20072 monthsSep 20078 months10 months-7.96%
5Mar 2008Mar 20081 monthJun 20083 months4 months-7.41%
6Apr 2004Jun 20043 monthsSep 20043 months6 months-7.31%
7Nov 2004Dec 20042 monthsFeb 20052 months4 months-5.14%
8Apr 2005May 20052 monthsAug 20053 months5 months-4.60%
9Oct 2002Oct 20021 monthDec 20022 months3 months-2.82%

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Apr 2008Oct 20087 monthsSep 200911 months1 year 6 months-12.50%
2Dec 2012Dec 20131 year 1 monthMar 20195 years 3 months6 years 4 months-9.43%
3Jun 2003Jul 20032 monthsDec 20035 months7 months-5.32%
4Apr 2004Apr 20041 monthAug 20044 months5 months-4.69%
5Nov 2010Dec 20102 monthsApr 20114 months6 months-3.22%
6Oct 2002Oct 20021 monthDec 20022 months3 months-2.75%
7Feb 2006Apr 20063 monthsAug 20064 months7 months-2.38%
8Dec 2006Dec 20061 monthMar 20073 months4 months-2.32%
9Dec 2009Dec 20091 monthApr 20104 months5 months-2.23%
10Jul 2005Jul 20051 monthAug 20051 month2 months-1.99%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
PCRIXPIMCO Commodity Real Ret Strat Instl2.48%18.91%39.92%-43.33%-63.49%0.160.220.40
VIPSXVanguard Inflation-Protected Secs Inv4.45%5.90%13.24%-8.92%-12.50%0.550.820.06

Monthly Correlations

Correlations for the portfolio assets
TickerNamePCRIXVIPSXPortfolio 1Portfolio 2
PCRIXPIMCO Commodity Real Ret Strat Instl-0.531.000.53
VIPSXVanguard Inflation-Protected Secs Inv0.53-0.531.00

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2
PCRIXPIMCO Commodity Real Ret Strat Instl$5,364
VIPSXVanguard Inflation-Protected Secs Inv$11,422

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2
PCRIXPIMCO Commodity Real Ret Strat Instl100.00%
VIPSXVanguard Inflation-Protected Secs Inv100.00%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2
AverageHighLowAverageHighLow
1 year3.71%39.92%-43.33%4.23%13.24%-8.92%
3 years0.37%22.10%-19.66%3.81%10.03%-2.45%
5 years-1.21%16.92%-12.77%3.83%7.63%-0.05%
7 years-1.16%8.17%-8.09%3.93%6.45%0.69%
10 years-0.95%7.67%-5.23%4.09%6.39%3.15%
15 years-0.26%1.64%-1.33%3.77%4.20%3.55%
Result statistics are based on annualized rolling returns over full calendar year periods