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 4
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Asset 5
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Asset 6
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Portfolio Analysis Results (Sep 2007 - Dec 2020)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
BLV Vanguard Long-Term Bond ETF 100.00%
VFINX Vanguard 500 Index Investor 100.00%
CASHX Cash -100.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
PSLDX PIMCO StocksPLUS Long Duration Instl 100.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$79,430 16.82% 19.36%48.01%-28.15%-49.21% 0.871.330.80
Portfolio 2$10,000$80,464 16.93% 18.94%52.60%-33.13%-50.85% 0.891.360.87
   

Trailing Returns

Trailing Returns
NameAnnualized ReturnAnnualized Volatility
3 Month1 year3 year5 year10 yearFull3 year5 year
Portfolio 112.19%33.54%20.94%22.44%21.10%16.82%20.91%17.40%
Portfolio 214.29%35.62%23.18%24.49%21.69%16.93%22.37%18.52%
Trailing annualized return and volatility are for full months ending in December 2020 excluding portfolio cashflows.
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 2007 are based on monthly returns from September 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
  • Drawdown analysis is calculated based on monthly returns excluding cashflows
  • The 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
YearInflationPortfolio 1Portfolio 2Vanguard Long-Term Bond ETF (BLV)Vanguard 500 Index Investor (VFINX)Cash (CASHX)PIMCO StocksPLUS Long Duration Instl (PSLDX)
ReturnBalanceReturnBalance
20071.02%3.36%$10,3364.20%$10,4204.33%0.24%1.23%4.20%
20080.09%-28.15%$7,427-33.13%$6,96810.28%-37.02%1.53%-33.13%
20092.72%26.37%$9,38527.13%$8,8580.06%26.49%0.16%27.13%
20101.50%24.78%$11,71027.60%$11,30310.01%14.91%0.14%27.60%
20112.96%24.83%$14,61721.15%$13,69322.93%1.97%0.07%21.15%
20121.74%23.31%$18,02427.22%$17,4217.57%15.82%0.08%27.22%
20131.50%23.18%$22,20118.86%$20,707-8.95%32.18%0.05%18.86%
20140.76%33.74%$29,69334.23%$27,79420.27%13.51%0.03%34.23%
20150.73%-2.81%$28,860-3.19%$26,908-4.00%1.25%0.05%-3.19%
20162.07%18.35%$34,15620.42%$32,4026.83%11.82%0.30%20.42%
20172.11%31.48%$44,90832.87%$43,05210.74%21.67%0.88%32.87%
20181.91%-10.52%$40,185-9.69%$38,880-4.17%-4.52%1.90%-9.69%
20192.29%48.01%$59,47952.60%$59,33118.99%31.33%2.13%52.60%
20201.36%33.54%$79,43035.62%$80,46415.81%18.25%0.44%35.62%
Annual return for 2007 is from 09/01/2007 to 12/31/2007
Monthly returns for the configured portfolios
YearMonthPortfolio 1Portfolio 2Vanguard Long-Term Bond ETF (BLV)Vanguard 500 Index Investor (VFINX)Cash (CASHX)PIMCO StocksPLUS Long Duration Instl (PSLDX)
ReturnBalanceReturnBalance
200793.21%$10,3213.80%$10,380-0.19%3.72%0.33%3.80%
2007103.48%$10,6802.79%$10,6702.28%1.58%0.31%2.79%
200711-1.80%$10,487-1.69%$10,4902.74%-4.19%0.32%-1.69%
200712-1.44%$10,336-0.67%$10,420-0.53%-0.70%0.26%-0.67%
20081-4.74%$9,845-3.99%$10,0041.55%-6.02%0.28%-3.99%
20082-3.92%$9,459-3.85%$9,619-0.52%-3.25%0.16%-3.85%
20083-0.36%$9,425-0.43%$9,5770.22%-0.44%0.15%-0.43%
200844.55%$9,8545.10%$10,066-0.12%4.85%0.11%5.10%
20085-1.74%$9,682-1.24%$9,941-2.75%1.29%0.12%-1.24%
20086-7.55%$8,951-8.73%$9,0731.18%-8.44%0.15%-8.73%
20087-1.54%$8,813-1.49%$8,938-0.46%-0.83%0.16%-1.49%
200882.78%$9,0582.45%$9,1561.27%1.45%0.14%2.45%
20089-13.65%$7,822-14.25%$7,852-4.00%-8.91%0.14%-14.25%
200810-26.66%$5,736-22.84%$6,058-6.96%-16.79%0.08%-22.84%
2008115.66%$6,0612.58%$6,2158.95%-7.17%0.04%2.58%
20081222.53%$7,42712.12%$6,96812.96%1.07%0.00%12.12%
20091-14.86%$6,323-13.73%$6,011-6.44%-8.41%0.01%-13.73%
20092-14.21%$5,425-12.76%$5,244-2.47%-10.66%0.02%-12.76%
2009312.63%$6,11010.09%$5,7732.28%8.76%0.02%10.09%
200947.44%$6,5649.12%$6,300-2.54%9.56%0.02%9.12%
200957.66%$7,0676.86%$6,7321.44%5.62%0.01%6.86%
200963.46%$7,3121.84%$6,8563.33%0.22%0.01%1.84%
2009710.60%$8,08711.90%$7,6722.76%7.58%0.02%11.90%
200985.93%$8,5665.39%$8,0852.54%3.60%0.02%5.39%
200996.11%$9,0905.85%$8,5582.78%3.72%0.01%5.85%
200910-2.75%$8,840-2.25%$8,366-1.09%-1.87%0.01%-2.25%
2009116.79%$9,4407.41%$8,9851.07%5.98%0.00%7.41%
200912-0.59%$9,385-1.42%$8,858-3.06%1.95%0.01%-1.42%
20101-1.61%$9,233-1.43%$8,7312.00%-3.60%0.01%-1.43%
201023.24%$9,5332.91%$8,9850.21%3.09%0.01%2.91%
201035.52%$10,0595.91%$9,516-0.35%6.01%0.01%5.91%
201044.27%$10,4894.41%$9,9352.88%1.58%0.01%4.41%
20105-6.23%$9,836-7.27%$9,2131.54%-8.01%0.01%-7.27%
20106-0.66%$9,771-1.30%$9,0934.21%-5.24%0.01%-1.30%
201077.36%$10,4908.52%$9,8681.04%7.00%0.02%8.52%
201081.58%$10,6560.83%$9,9505.63%-4.53%0.01%0.83%
201095.96%$11,2918.06%$10,752-1.46%8.92%0.01%8.06%
2010100.90%$11,3922.20%$10,988-2.43%3.79%0.01%2.20%
201011-1.56%$11,215-1.94%$10,775-1.65%0.00%0.01%-1.94%
2010124.42%$11,7104.89%$11,303-1.69%6.67%0.01%4.89%
201110.99%$11,8260.91%$11,405-1.35%2.36%0.01%0.91%
201124.88%$12,4034.94%$11,9681.46%3.42%0.01%4.94%
20113-0.34%$12,3610.00%$11,968-0.38%0.03%0.01%0.00%
201145.57%$13,0505.71%$12,6512.78%2.95%0.01%5.71%
201151.61%$13,2601.62%$12,8562.97%-1.15%0.00%1.62%
20116-3.66%$12,774-3.53%$12,402-2.22%-1.67%0.01%-3.53%
201172.10%$13,0431.94%$12,6424.33%-2.05%0.00%1.94%
20118-0.16%$13,021-2.99%$12,2655.09%-5.45%0.01%-2.99%
20119-0.17%$12,999-2.94%$11,9045.94%-7.04%0.00%-2.94%
2011108.73%$14,13311.54%$13,278-0.22%10.91%0.00%11.54%
201111-1.06%$13,984-1.16%$13,123-0.87%-0.23%0.00%-1.16%
2011124.53%$14,6174.34%$13,6933.70%1.02%0.00%4.34%
201215.38%$15,4036.27%$14,5510.91%4.46%0.00%6.27%
201223.55%$15,9513.64%$15,080-0.74%4.31%0.01%3.64%
201230.62%$16,0500.40%$15,141-2.88%3.28%0.01%0.40%
201242.39%$16,4342.83%$15,5693.45%-0.64%0.01%2.83%
20125-1.58%$16,175-1.55%$15,3274.94%-6.02%0.01%-1.55%
201263.48%$16,7393.89%$15,923-0.43%4.11%0.01%3.89%
201275.26%$17,6195.53%$16,8034.31%1.37%0.01%5.53%
201281.42%$17,8701.78%$17,103-0.69%2.24%0.01%1.78%
201291.72%$18,1771.90%$17,427-0.75%2.58%0.01%1.90%
201210-1.33%$17,935-0.87%$17,2760.48%-1.86%0.01%-0.87%
2012110.87%$18,0910.99%$17,4460.41%0.56%0.01%0.99%
201212-0.37%$18,024-0.15%$17,421-1.37%0.90%0.01%-0.15%
201312.26%$18,4322.83%$17,914-2.91%5.18%0.00%2.83%
201323.08%$18,9992.51%$18,3651.80%1.34%0.01%2.51%
201333.24%$19,6153.51%$19,009-0.57%3.74%0.01%3.51%
201345.49%$20,6925.32%$20,0203.94%1.91%0.01%5.32%
20135-2.83%$20,106-2.79%$19,461-5.75%2.33%0.00%-2.79%
20136-4.84%$19,132-6.45%$18,205-3.99%-1.35%0.00%-6.45%
201374.87%$20,0654.65%$19,052-0.64%5.07%0.00%4.65%
20138-4.24%$19,214-4.33%$18,227-1.34%-2.91%0.00%-4.33%
201393.90%$19,9644.04%$18,9630.60%3.12%0.00%4.04%
2013106.87%$21,3356.28%$20,1542.33%4.59%0.00%6.28%
2013111.81%$21,7211.42%$20,441-1.77%3.03%0.00%1.42%
2013122.21%$22,2011.30%$20,707-0.62%2.51%0.01%1.30%
201411.49%$22,5311.05%$20,9244.96%-3.47%0.01%1.05%
201425.37%$23,7426.07%$22,1951.00%4.56%0.00%6.07%
201431.67%$24,1371.12%$22,4430.90%0.82%0.00%1.12%
201443.04%$24,8712.76%$23,0632.41%0.72%0.00%2.76%
201454.16%$25,9064.97%$24,2092.07%2.33%0.00%4.97%
201462.05%$26,4382.18%$24,7370.22%2.05%0.00%2.18%
20147-1.26%$26,105-1.13%$24,457-0.01%-1.39%0.00%-1.13%
201487.36%$28,0277.25%$26,2303.98%3.98%0.00%7.25%
20149-3.53%$27,038-3.75%$25,246-2.49%-1.41%0.00%-3.75%
2014103.95%$28,1054.58%$26,4021.92%2.42%0.00%4.58%
2014113.90%$29,2014.50%$27,5901.70%2.68%0.00%4.50%
2014121.69%$29,6930.74%$27,7942.14%-0.26%0.00%0.74%
201513.53%$30,7432.75%$28,5606.56%-3.02%0.00%2.75%
201521.09%$31,0772.55%$29,288-4.16%5.74%0.00%2.55%
20153-0.92%$30,792-1.10%$28,9660.66%-1.59%0.00%-1.10%
20154-1.53%$30,320-1.59%$28,506-2.47%0.95%0.00%-1.59%
20155-1.07%$29,997-0.40%$28,391-2.38%1.27%0.00%-0.40%
20156-5.29%$28,409-5.41%$26,856-3.43%-1.93%0.00%-5.41%
201575.24%$29,8964.58%$28,0853.07%2.08%0.00%4.58%
20158-7.28%$27,720-7.52%$25,972-1.11%-6.05%0.01%-7.52%
20159-1.54%$27,294-2.26%$25,3841.02%-2.48%0.01%-2.26%
2015109.39%$29,8569.42%$27,7760.68%8.42%0.00%9.42%
201511-0.55%$29,691-0.14%$27,737-0.86%0.29%0.01%-0.14%
201512-2.80%$28,860-2.99%$26,908-1.18%-1.59%0.02%-2.99%
20161-2.65%$28,095-3.34%$26,0082.34%-4.98%0.01%-3.34%
201622.05%$28,6721.65%$26,4372.11%-0.15%0.03%1.65%
201639.84%$31,49410.26%$29,1503.23%6.78%0.03%10.26%
201641.44%$31,9461.77%$29,6651.12%0.37%0.02%1.77%
201651.69%$32,4842.03%$30,2660.07%1.78%0.02%2.03%
201665.18%$34,1695.16%$31,8275.14%0.25%0.03%5.16%
201675.85%$36,1666.64%$33,9402.73%3.68%0.02%6.64%
20168-0.20%$36,0940.25%$34,026-0.31%0.13%0.02%0.25%
20169-0.85%$35,786-0.86%$33,734-0.89%0.01%0.03%-0.86%
201610-4.49%$34,180-4.50%$32,214-3.07%-1.83%0.02%-4.50%
201611-2.72%$33,249-2.29%$31,476-6.30%3.70%0.03%-2.29%
2016122.73%$34,1562.94%$32,4020.98%1.96%0.04%2.94%
201712.40%$34,9772.51%$33,2160.56%1.88%0.04%2.51%
201725.67%$36,9605.91%$35,1781.80%3.96%0.04%5.91%
20173-0.61%$36,735-0.41%$35,034-0.70%0.10%0.04%-0.41%
201742.44%$37,6312.60%$35,9441.58%1.02%0.06%2.60%
201753.08%$38,7883.20%$37,0931.90%1.39%0.07%3.20%
201761.34%$39,3081.23%$37,5500.89%0.61%0.08%1.23%
201772.22%$40,1812.30%$38,4150.39%2.04%0.08%2.30%
201782.08%$41,0162.25%$39,2812.08%0.29%0.09%2.25%
201791.09%$41,4631.08%$39,704-0.84%2.06%0.08%1.08%
2017102.12%$42,3412.58%$40,7280.02%2.32%0.09%2.58%
2017113.45%$43,8023.23%$42,0450.75%3.06%0.09%3.23%
2017122.52%$44,9082.40%$43,0521.87%1.10%0.10%2.40%
201813.43%$46,4493.88%$44,724-2.17%5.71%0.11%3.88%
20182-6.86%$43,264-6.54%$41,798-3.14%-3.69%0.12%-6.54%
20183-1.36%$42,677-1.27%$41,2691.51%-2.56%0.14%-1.27%
20184-1.83%$41,897-1.75%$40,547-2.05%0.37%0.14%-1.75%
201853.67%$43,4352.97%$41,7501.28%2.39%0.15%2.97%
20186-0.10%$43,3890.46%$41,944-0.59%0.61%0.16%0.46%
201874.17%$45,1973.74%$43,5110.42%3.71%0.16%3.74%
201883.70%$46,8703.74%$45,1380.48%3.25%0.17%3.74%
20189-0.75%$46,520-1.04%$44,669-1.27%0.55%0.17%-1.04%
201810-10.35%$41,706-9.52%$40,415-3.22%-6.85%0.18%-9.52%
2018112.42%$42,7142.41%$41,3870.40%2.03%0.19%2.41%
201812-5.92%$40,185-6.06%$38,8804.36%-9.04%0.19%-6.06%
201919.66%$44,0689.75%$42,6711.86%8.00%0.20%9.75%
201922.23%$45,0532.91%$43,912-0.79%3.20%0.20%2.91%
201936.13%$47,8146.19%$46,6324.88%1.94%0.20%6.19%
201943.15%$49,3213.41%$48,221-0.60%4.04%0.20%3.41%
20195-2.71%$47,983-2.29%$47,1164.16%-6.36%0.20%-2.29%
201968.79%$52,2008.92%$51,3192.69%7.03%0.19%8.92%
201971.60%$53,0342.06%$52,3750.51%1.43%0.17%2.06%
201985.47%$55,9355.91%$55,4728.25%-1.59%0.17%5.91%
20199-0.25%$55,7960.05%$55,499-1.94%1.86%0.16%0.05%
2019101.49%$56,6281.86%$56,532-0.29%2.15%0.15%1.86%
2019113.31%$58,5043.52%$58,5240.32%3.62%0.13%3.52%
2019121.67%$59,4791.38%$59,331-1.04%3.01%0.13%1.38%
202015.14%$62,5395.74%$62,7375.32%-0.05%0.13%5.74%
20202-4.46%$59,753-4.67%$59,8063.49%-8.24%0.13%-4.67%
20203-13.48%$51,701-16.39%$50,002-1.93%-12.37%0.10%-16.39%
2020415.94%$59,94017.04%$58,5223.36%12.81%0.01%17.04%
202054.90%$62,8795.31%$61,6270.58%4.76%0.01%5.31%
202063.56%$65,1153.74%$63,9341.71%1.98%0.01%3.74%
2020710.22%$71,76810.43%$70,6005.10%5.63%0.01%10.43%
202082.01%$73,2143.75%$73,250-4.12%7.18%0.01%3.75%
20209-3.30%$70,799-3.89%$70,4040.10%-3.81%0.01%-3.89%
202010-4.15%$67,859-4.72%$67,083-1.87%-2.67%0.01%-4.72%
20201113.76%$77,20015.35%$77,3784.04%10.94%0.01%15.35%
2020122.89%$79,4303.99%$80,464-0.52%3.84%0.01%3.99%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 2
Large-cap Value0.00%
Large-cap Growth39.02%
Mid-cap Value21.50%
Mid-cap Growth0.99%
Small-cap Value0.00%
Small-cap Growth0.00%
Global ex-US Developed Markets11.05%
Emerging Markets8.73%
Corporate Bonds0.00%
Long-Term Treasuries18.71%
Intermediate-Term Treasuries0.00%
Short-Term Treasuries0.00%
R Squared80.83%
Style analysis is based on monthly returns from September 2007 to December 2020 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 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryWeightYieldFeesDurationReturn ContributionRisk Contribution
PSLDXPIMCO StocksPLUS Long Duration Instl85%+ Equity100.00%25.09%0.61%15.72$70,464100.00%

Asset Allocation

Fixed Income Maturity

Fund fundamentals data as of 10/21/2021. (c) 2021 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)1.46%1.46%
Arithmetic Mean (annualized)19.04%19.05%
Geometric Mean (monthly)1.30%1.31%
Geometric Mean (annualized)16.82%16.93%
Volatility (monthly)5.59%5.47%
Volatility (annualized)19.36%18.94%
Downside Deviation (monthly)3.64%3.56%
Max. Drawdown-49.21%-50.85%
US Market Correlation0.800.87
Beta(*)0.951.00
Alpha (annualized)7.50%6.94%
R264.73%75.41%
Sharpe Ratio0.870.89
Sortino Ratio1.331.36
Treynor Ratio (%)17.8216.88
Calmar Ratio1.211.14
Active Return7.16%7.27%
Tracking Error11.53%9.39%
Information Ratio0.620.77
Skewness-0.82-0.84
Excess Kurtosis5.273.15
Historical Value-at-Risk (5%)-6.88%-7.28%
Analytical Value-at-Risk (5%)-7.39%-7.53%
Conditional Value-at-Risk (5%)-13.50%-13.22%
Upside Capture Ratio (%)110.50114.45
Downside Capture Ratio (%)79.2183.56
Safe Withdrawal Rate12.12%11.59%
Perpetual Withdrawal Rate12.36%12.44%
Positive Periods102 out of 160 (63.75%)105 out of 160 (65.63%)
Gain/Loss Ratio1.181.05
* 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 2009-49.21%-50.85%
COVID-19 StartJan 2020Mar 2020-17.33%-20.30%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsSep 20101 year 7 months2 years 11 months-49.21%
2Feb 2020Mar 20202 monthsMay 20202 months4 months-17.33%
3Sep 2018Dec 20184 monthsMar 20193 months7 months-14.26%
4Mar 2015Sep 20157 monthsMar 20166 months1 year 1 month-12.18%
5Feb 2018Apr 20183 monthsAug 20184 months7 months-9.80%
6Aug 2016Nov 20164 monthsFeb 20173 months7 months-8.07%
7May 2013Jun 20132 monthsOct 20134 months6 months-7.54%
8Sep 2020Oct 20202 monthsNov 20201 month3 months-7.31%
9Jun 2011Jun 20111 monthOct 20114 months5 months-3.66%
10Sep 2014Sep 20141 monthOct 20141 month2 months-3.53%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsSep 20101 year 7 months2 years 11 months-50.85%
2Feb 2020Mar 20202 monthsJun 20203 months5 months-20.30%
3Sep 2018Dec 20184 monthsMar 20193 months7 months-13.86%
4Mar 2015Sep 20157 monthsApr 20167 months1 year 2 months-13.33%
5Feb 2018Apr 20183 monthsAug 20184 months7 months-9.34%
6May 2013Jun 20132 monthsOct 20134 months6 months-9.07%
7Sep 2020Oct 20202 monthsNov 20201 month3 months-8.42%
8Sep 2016Nov 20163 monthsFeb 20173 months6 months-7.49%
9Jun 2011Sep 20114 monthsOct 20111 month5 months-7.41%
10Sep 2014Sep 20141 monthOct 20141 month2 months-3.75%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
BLVVanguard Long-Term Bond ETF7.88%10.00%22.93%-8.95%-11.76%0.741.34-0.01
VFINXVanguard 500 Index Investor9.42%15.85%32.18%-37.02%-50.97%0.610.891.00
CASHXCash0.67%0.27%2.13%0.03%0.00%N/AN/A-0.16
PSLDXPIMCO StocksPLUS Long Duration Instl16.93%18.94%52.60%-33.13%-50.85%0.891.360.87

Monthly Correlations

Correlations for the portfolio assets
TickerNameBLVVFINXCASHXPSLDXPortfolio 1Portfolio 2
BLVVanguard Long-Term Bond ETF1.00-0.010.010.480.570.48
VFINXVanguard 500 Index Investor-0.011.00-0.150.870.810.87
CASHXCash0.01-0.151.00-0.13-0.15-0.13
PSLDXPIMCO StocksPLUS Long Duration Instl0.480.87-0.131.000.981.00

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2
BLVVanguard Long-Term Bond ETF$28,674
VFINXVanguard 500 Index Investor$43,451
CASHXCash-$2,696
PSLDXPIMCO StocksPLUS Long Duration Instl$70,464

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2
BLVVanguard Long-Term Bond ETF30.55%
VFINXVanguard 500 Index Investor69.24%
CASHXCash0.21%
PSLDXPIMCO StocksPLUS Long Duration Instl100.00%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2
AverageHighLowAverageHighLow
1 year18.63%75.74%-46.29%18.59%71.33%-45.48%
3 years19.31%43.26%2.14%19.38%42.20%-0.17%
5 years19.40%34.35%10.92%19.40%33.45%10.12%
7 years19.53%26.85%14.75%19.46%26.03%13.54%
10 years19.27%23.58%14.77%19.34%23.68%14.33%