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 Analysis Results (Sep 2018 - Dec 2021)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
NTSX WisdomTree U.S. Efficient Core Fund 37.00%
GLD SPDR Gold Shares 32.00%
VIESX Virtus KAR Emerging Markets Small-Cap I 9.00%
JOHIX JOHCM International Select Institutional 9.00%
WIGTX Seven Canyons World Innovators Instl 7.00%
GQGPX GQG Partners Emerging Markets Equity Inv 6.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
SPY SPDR S&P 500 ETF Trust 100.00%
Save portfolio »
Portfolio 3
Ticker Name Allocation
SPY SPDR S&P 500 ETF Trust 40.00%
VGTSX Vanguard Total Intl Stock Index Inv 20.00%
VBMFX Vanguard Total Bond Market Index Inv 40.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$16,294 15.77% 12.55%30.12%-4.96%-11.35% 1.152.230.86
Portfolio 2$10,000$17,397 18.07% 18.11%31.22%-13.01%-19.43% 0.951.501.00
Portfolio 3$10,000$14,156 10.99% 10.50%20.22%-7.07%-11.49% 0.951.500.98
   

Trailing Returns

Trailing Returns
NameTotal ReturnAnnualized ReturnAnnualized Standard Deviation
3 MonthYear To Date1 year3 yearFull3 year
Portfolio 14.66%6.54%6.54%19.68%15.77%12.67%
Portfolio 211.07%28.74%28.74%25.99%18.07%17.34%
Portfolio 35.17%12.51%12.51%15.06%10.99%10.16%
Trailing return and volatility are as of last full calendar month ending December 2021
Notes on results:
  • IMPORTANT: The projections or other information generated by Portfolio Visualizer regarding the likelihood of various investment outcomes are hypothetical in nature, do not reflect actual investment results and are not guarantees of future results. Results may vary with each use and over time.
  • 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. All use is subject to terms of service.
  • Investing involves risk, including possible loss of principal. Past performance is not a guarantee of future results.
  • Asset allocation and diversification strategies do not guarantee a profit or protect against a loss.
  • Hypothetical returns do not reflect trading costs, transaction fees, or actual taxes due on investment returns.
  • 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.
  • Refer to the related documentation sections for more details on terms and definitions, methodology, and data sources.
  • The results are based on the total return of assets and assume that all received dividends and distributions are reinvested.
  • The annual results for 2018 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 2Portfolio 3WisdomTree U.S. Efficient Core Fund (NTSX)SPDR Gold Shares (GLD)Virtus KAR Emerging Markets Small-Cap I (VIESX)JOHCM International Select Institutional (JOHIX)Seven Canyons World Innovators Instl (WIGTX)GQG Partners Emerging Markets Equity Inv (GQGPX)SPDR S&P 500 ETF Trust (SPY)Vanguard Total Intl Stock Index Inv (VGTSX)Vanguard Total Bond Market Index Inv (VBMFX)
ReturnBalanceReturnBalanceReturnBalance
2018-0.36%-4.96%$9,504-13.01%$8,699-7.07%$9,293-11.24%6.82%-6.68%-11.38%-13.88%-6.43%-13.01%-11.43%1.04%
20192.29%23.67%$11,75331.22%$11,41520.22%$11,17132.15%17.86%18.28%19.04%20.60%20.92%31.22%21.43%8.61%
20201.36%30.12%$15,29318.37%$13,51312.63%$12,58224.85%24.81%38.88%29.71%68.33%33.74%18.37%11.16%7.61%
20217.04%6.54%$16,29428.74%$17,39712.51%$14,15622.20%-4.15%-1.65%9.21%-12.50%-2.53%28.74%8.61%-1.77%
Annual return for 2018 is from 09/01/2018 to 12/31/2018
Monthly returns for the configured portfolios
YearMonthPortfolio 1Portfolio 2Portfolio 3WisdomTree U.S. Efficient Core Fund (NTSX)SPDR Gold Shares (GLD)Virtus KAR Emerging Markets Small-Cap I (VIESX)JOHCM International Select Institutional (JOHIX)Seven Canyons World Innovators Instl (WIGTX)GQG Partners Emerging Markets Equity Inv (GQGPX)SPDR S&P 500 ETF Trust (SPY)Vanguard Total Intl Stock Index Inv (VGTSX)Vanguard Total Bond Market Index Inv (VBMFX)
ReturnBalanceReturnBalanceReturnBalance
20189-0.28%$9,9720.59%$10,0590.08%$10,008-0.12%-0.66%-0.85%1.41%1.56%-3.16%0.59%0.30%-0.54%
201810-4.15%$9,558-6.91%$9,364-4.74%$9,533-5.95%2.12%-8.03%-8.03%-9.66%-8.15%-6.91%-8.35%-0.73%
2018111.08%$9,6621.85%$9,5381.19%$9,6471.49%0.34%2.88%-0.51%-1.26%5.51%1.85%1.26%0.53%
201812-1.63%$9,504-8.79%$8,699-3.67%$9,293-6.90%4.94%-0.53%-4.50%-4.93%-0.30%-8.79%-4.85%1.80%
201915.79%$10,0548.01%$9,3965.12%$9,7687.86%2.89%5.01%6.73%8.21%5.45%8.01%7.58%1.01%
201921.48%$10,2033.24%$9,7001.66%$9,9312.48%-0.61%2.86%2.25%2.63%1.44%3.24%1.72%-0.06%
201931.45%$10,3521.81%$9,8761.64%$10,0942.86%-1.60%4.30%2.92%-0.49%3.84%1.81%0.72%1.96%
201941.68%$10,5264.09%$10,2792.28%$10,3243.45%-0.66%1.70%0.31%2.70%2.74%4.09%2.76%0.04%
20195-2.24%$10,290-6.38%$9,624-3.17%$9,997-4.27%1.76%-5.25%-3.18%-2.81%-1.49%-6.38%-5.55%1.83%
201966.40%$10,9486.96%$10,2934.47%$10,4446.63%8.00%4.28%5.63%2.71%5.64%6.96%5.83%1.15%
201970.29%$10,9801.51%$10,4490.34%$10,4801.33%0.01%0.56%-1.19%-1.20%-1.35%1.51%-1.89%0.23%
201981.85%$11,183-1.67%$10,274-0.13%$10,4670.40%7.91%-3.36%-2.29%-1.52%-1.83%-1.67%-2.35%2.78%
20199-0.74%$11,1001.95%$10,4741.11%$10,5831.09%-3.39%0.75%-0.53%-0.43%-0.85%1.95%2.72%-0.60%
2019101.99%$11,3212.21%$10,7061.68%$10,7601.65%2.56%0.99%1.86%3.28%1.33%2.21%3.38%0.21%
2019110.77%$11,4083.62%$11,0931.74%$10,9473.07%-3.21%1.38%3.35%3.35%-0.62%3.62%1.11%-0.06%
2019123.02%$11,7532.90%$11,4152.05%$11,1712.16%3.66%4.22%2.19%2.93%5.30%2.90%4.27%-0.15%
202011.88%$11,974-0.04%$11,4110.17%$11,1902.03%4.50%-1.10%0.25%0.51%-4.56%-0.04%-3.30%2.11%
20202-4.62%$11,420-7.92%$10,507-3.76%$10,769-6.55%-0.64%-4.53%-7.93%-10.30%-3.13%-7.92%-6.72%1.71%
20203-7.05%$10,615-12.46%$9,198-8.03%$9,905-8.64%-0.22%-15.83%-8.39%-15.81%-12.44%-12.46%-16.11%-0.59%
2020410.56%$11,73612.70%$10,3666.79%$10,57711.76%7.26%14.75%10.14%19.60%9.69%12.70%8.09%1.69%
202055.36%$12,3654.76%$10,8602.90%$10,8835.04%2.59%9.75%8.00%15.83%2.61%4.76%4.80%0.54%
202063.27%$12,7691.78%$11,0521.74%$11,0731.34%2.74%7.00%3.77%6.89%8.44%1.78%4.24%0.70%
202078.38%$13,8395.89%$11,7033.71%$11,4836.08%10.79%3.60%5.94%13.94%12.17%5.89%4.10%1.55%
202083.97%$14,3886.98%$12,5203.13%$11,8436.26%-0.32%5.11%3.43%11.22%6.06%6.98%4.31%-1.02%
20209-2.66%$14,006-3.74%$12,052-1.88%$11,621-3.17%-4.17%1.28%0.22%-1.95%-1.65%-3.74%-1.96%0.08%
202010-1.08%$13,854-2.49%$11,752-1.67%$11,427-3.22%-0.52%-0.87%-2.65%4.17%3.17%-2.49%-2.21%-0.61%
2020114.57%$14,48710.88%$13,0307.19%$12,24910.43%-5.41%7.66%11.98%9.06%5.01%10.88%12.93%1.11%
2020125.57%$15,2933.71%$13,5132.72%$12,5823.29%7.01%10.19%3.82%6.10%6.78%3.71%5.82%0.15%
20211-1.69%$15,035-1.02%$13,375-0.75%$12,488-1.42%-3.22%-1.20%0.00%-1.24%1.06%-1.02%-0.10%-0.80%
20212-1.53%$14,8062.78%$13,7470.97%$12,6090.61%-6.26%0.93%0.07%1.11%0.83%2.78%2.32%-1.51%
202130.34%$14,8564.54%$14,3711.65%$12,8183.09%-1.14%-1.44%0.20%-2.34%-3.18%4.54%1.69%-1.38%
202144.25%$15,4885.29%$15,1323.14%$13,2204.93%3.56%4.32%3.03%7.63%1.13%5.29%2.78%0.95%
202152.84%$15,9280.66%$15,2311.01%$13,3530.74%7.68%0.45%1.38%-1.49%4.04%0.66%3.14%0.24%
20216-0.90%$15,7842.25%$15,5731.14%$13,5063.21%-7.15%2.39%-0.60%-1.55%0.16%2.25%-0.46%0.77%
202171.74%$16,0582.44%$15,9531.23%$13,6723.25%2.53%-0.54%0.35%0.47%-5.06%2.44%-1.28%1.21%
202181.58%$16,3112.98%$16,4281.56%$13,8852.67%-0.08%2.24%2.97%-1.96%3.23%2.98%1.73%-0.20%
20219-4.55%$15,569-4.66%$15,663-3.06%$13,460-5.23%-3.22%-5.24%-4.52%-5.53%-4.17%-4.66%-3.42%-0.91%
2021103.42%$16,1017.02%$16,7623.55%$13,9386.19%1.48%0.85%4.31%-1.58%1.83%7.02%2.61%-0.03%
202111-1.69%$15,829-0.80%$16,627-1.11%$13,782-0.28%-0.69%-5.99%-2.10%-7.04%-3.94%-0.80%-4.41%0.33%
2021122.94%$16,2944.63%$17,3972.71%$14,1562.99%3.30%2.10%4.11%0.98%2.04%4.63%4.09%-0.41%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2Portfolio 3
Large-cap Value3.39%45.71%17.46%
Large-cap Growth38.27%54.29%22.17%
Mid-cap Value0.00%0.00%1.31%
Mid-cap Growth0.00%0.00%0.00%
Small-cap Value0.00%0.00%0.00%
Small-cap Growth0.00%0.00%0.00%
Global ex-US Developed Markets3.57%0.00%13.33%
Emerging Markets14.77%0.00%5.61%
Corporate Bonds27.41%0.00%13.49%
Long-Term Treasuries0.60%0.00%2.37%
Intermediate-Term Treasuries11.99%0.00%5.22%
Short-Term Treasuries0.00%0.00%19.05%
R Squared84.15%99.96%99.89%
Style analysis is based on monthly returns from September 2018 to December 2021 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
TickerNameCategoryWeightTTM YieldExpense RatioP/EContribution
NetGrossReturnRisk
NTSXWisdomTree U.S. Efficient Core FundLarge Blend37.00%0.82%0.20%0.20%25.48$3,05240.76%
GLDSPDR Gold SharesCommodities Focused32.00%0.40%0.40%$1,49220.80%
VIESXVirtus KAR Emerging Markets Small-Cap IDiversified Emerging Mkts9.00%2.34%1.51%1.52%19.56$48510.97%
JOHIXJOHCM International Select InstitutionalForeign Large Growth9.00%0.91%0.98%0.98%18.65$5019.63%
WIGTXSeven Canyons World Innovators InstlForeign Small/Mid Growth7.00%1.56%1.98%39.34$46811.42%
GQGPXGQG Partners Emerging Markets Equity InvDiversified Emerging Mkts6.00%2.24%1.16%1.16%13.18$2956.41%
100.00%0.73%0.60%0.64%24.14$6,294100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryWeightYieldExpense RatioP/EContribution
SECTTMNetGrossReturnRisk
SPYSPDR S&P 500 ETF TrustLarge Blend100.00%1.15%1.20%0.09%0.09%25.14$7,397100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Holdings Based Style Analysis for Portfolio 3

Holdings Based Style Analysis for Portfolio 3
TickerNameCategoryWeightYieldExpense RatioP/EDurationContribution
SECTTMNetGrossReturnRisk
SPYSPDR S&P 500 ETF TrustLarge Blend40.00%1.15%1.20%0.09%0.09%25.14$2,90866.66%
VGTSXVanguard Total Intl Stock Index InvForeign Large Blend20.00%2.99%0.17%0.17%14.63$63631.32%
VBMFXVanguard Total Bond Market Index InvIntermediate Core Bond40.00%1.47%1.79%0.15%0.15%6.84$6132.02%
100.00%1.05%1.79%0.13%0.13%21.646.84$4,156100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Fund fundamentals data as of 01/19/2022. (c) 2022 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)1.29%1.53%0.92%
Arithmetic Mean (annualized)16.64%19.96%11.59%
Geometric Mean (monthly)1.23%1.39%0.87%
Geometric Mean (annualized)15.77%18.07%10.99%
Standard Deviation (monthly)3.62%5.23%3.03%
Standard Deviation (annualized)12.55%18.11%10.50%
Downside Deviation (monthly)1.83%3.28%1.88%
Max. Drawdown-11.35%-19.43%-11.49%
US Market Correlation0.861.000.98
Beta(*)0.570.950.54
Alpha (annualized)5.33%1.37%1.29%
R274.07%99.29%96.94%
Sharpe Ratio1.150.950.95
Sortino Ratio2.231.501.50
Treynor Ratio (%)25.4618.2318.39
Calmar Ratio1.731.341.31
Active Return-1.54%0.76%-6.32%
Tracking Error10.38%1.79%8.84%
Information Ratio-0.150.42-0.72
Skewness0.14-0.57-0.61
Excess Kurtosis0.360.671.16
Historical Value-at-Risk (5%)-4.56%-7.96%-3.81%
Analytical Value-at-Risk (5%)-4.67%-7.07%-4.09%
Conditional Value-at-Risk (5%)-5.84%-10.63%-6.39%
Upside Capture Ratio (%)63.1899.4754.26
Downside Capture Ratio (%)48.1596.0754.92
Safe Withdrawal Rate30.59%29.09%27.88%
Perpetual Withdrawal Rate9.24%10.71%5.99%
Positive Periods26 out of 40 (65.00%)28 out of 40 (70.00%)29 out of 40 (72.50%)
Gain/Loss Ratio1.340.890.81
* 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
COVID-19 StartJan 2020Mar 2020-11.35%-19.43%-11.49%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb 2020Mar 20202 monthsMay 20202 months4 months-11.35%
2Sep 2018Dec 20184 monthsJan 20191 month5 months-4.96%
3Sep 2021Sep 20211 month-4.55%
4Sep 2020Oct 20202 monthsNov 20201 month3 months-3.71%
5Jan 2021Feb 20212 monthsApr 20212 months4 months-3.19%
6May 2019May 20191 monthJun 20191 month2 months-2.24%
7Jun 2021Jun 20211 monthJul 20211 month2 months-0.90%
8Sep 2019Sep 20191 monthOct 20191 month2 months-0.74%

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan 2020Mar 20203 monthsJul 20204 months7 months-19.43%
2Oct 2018Dec 20183 monthsApr 20194 months7 months-13.52%
3May 2019May 20191 monthJun 20191 month2 months-6.38%
4Sep 2020Oct 20202 monthsNov 20201 month3 months-6.14%
5Sep 2021Sep 20211 monthOct 20211 month2 months-4.66%
6Aug 2019Aug 20191 monthSep 20191 month2 months-1.67%
7Jan 2021Jan 20211 monthFeb 20211 month2 months-1.02%
8Nov 2021Nov 20211 monthDec 20211 month2 months-0.80%

Drawdowns for Portfolio 3

Drawdowns for Portfolio 3
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb 2020Mar 20202 monthsJul 20204 months6 months-11.49%
2Oct 2018Dec 20183 monthsMar 20193 months6 months-7.15%
3Sep 2020Oct 20202 monthsNov 20201 month3 months-3.51%
4May 2019May 20191 monthJun 20191 month2 months-3.17%
5Sep 2021Sep 20211 monthOct 20211 month2 months-3.06%
6Nov 2021Nov 20211 monthDec 20211 month2 months-1.11%
7Jan 2021Jan 20211 monthFeb 20211 month2 months-0.75%
8Aug 2019Aug 20191 monthSep 20191 month2 months-0.13%

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
NTSXWisdomTree U.S. Efficient Core Fund19.08%15.69%32.15%-11.24%-14.63%1.131.940.98
GLDSPDR Gold Shares13.07%14.33%24.81%-4.15%-13.74%0.861.630.12
VIESXVirtus KAR Emerging Markets Small-Cap I13.11%18.34%38.88%-6.68%-20.54%0.711.110.84
JOHIXJOHCM International Select Institutional12.81%15.42%29.71%-11.38%-15.66%0.791.340.92
WIGTXSeven Canyons World Innovators Instl13.60%23.82%68.33%-13.88%-24.48%0.611.080.82
GQGPXGQG Partners Emerging Markets Equity Inv12.37%16.78%33.74%-6.43%-19.04%0.721.180.72
SPYSPDR S&P 500 ETF Trust18.07%18.11%31.22%-13.01%-19.43%0.951.501.00
VGTSXVanguard Total Intl Stock Index Inv8.15%17.57%21.43%-11.43%-24.33%0.480.680.93
VBMFXVanguard Total Bond Market Index Inv4.55%3.59%8.61%-1.77%-3.94%1.002.040.03

Portfolio Asset Performance

Performance of portfolio assets
NameTotal ReturnAnnualized ReturnExpense Ratio
3 MonthYear To Date1 year3 yearNetGross
WisdomTree U.S. Efficient Core Fund9.06%22.20%22.20%26.33%0.20%0.20%
SPDR Gold Shares4.10%-4.15%-4.15%12.13%0.40%0.40%
Virtus KAR Emerging Markets Small-Cap I-3.20%-1.65%-1.65%17.34%1.51%1.52%
JOHCM International Select Institutional6.33%9.21%9.21%19.03%0.98%0.98%
Seven Canyons World Innovators Instl-7.61%-12.50%-12.50%21.11%1.56%1.98%
GQG Partners Emerging Markets Equity Inv-0.18%-2.53%-2.53%16.38%1.16%1.16%
SPDR S&P 500 ETF Trust11.07%28.74%28.74%25.99%0.09%0.09%
Vanguard Total Intl Stock Index Inv2.09%8.61%8.61%13.60%0.17%0.17%
Vanguard Total Bond Market Index Inv-0.11%-1.77%-1.77%4.71%0.15%0.15%
Trailing returns as of last calendar month ending December 2021

Monthly Correlations

Correlations for the portfolio assets
TickerNameNTSXGLDVIESXJOHIXWIGTXGQGPXSPYVGTSXVBMFXPortfolio 1Portfolio 2Portfolio 3
NTSXWisdomTree U.S. Efficient Core Fund1.000.210.800.920.800.680.980.870.170.890.980.97
GLDSPDR Gold Shares0.211.000.220.210.310.360.140.150.490.580.140.20
VIESXVirtus KAR Emerging Markets Small-Cap I0.800.221.000.860.870.840.810.880.190.850.810.86
JOHIXJOHCM International Select Institutional0.920.210.861.000.850.750.910.910.150.880.910.94
WIGTXSeven Canyons World Innovators Instl0.800.310.870.851.000.780.800.810.170.870.800.82
GQGPXGQG Partners Emerging Markets Equity Inv0.680.360.840.750.781.000.700.810.190.810.700.76
SPYSPDR S&P 500 ETF Trust0.980.140.810.910.800.701.000.910.030.861.000.98
VGTSXVanguard Total Intl Stock Index Inv0.870.150.880.910.810.810.911.000.030.830.910.95
VBMFXVanguard Total Bond Market Index Inv0.170.490.190.150.170.190.030.031.000.330.030.15

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
NTSXWisdomTree U.S. Efficient Core Fund$3,052
GLDSPDR Gold Shares$1,492
VIESXVirtus KAR Emerging Markets Small-Cap I$485
JOHIXJOHCM International Select Institutional$501
WIGTXSeven Canyons World Innovators Instl$468
GQGPXGQG Partners Emerging Markets Equity Inv$295
SPYSPDR S&P 500 ETF Trust$7,397$2,908
VGTSXVanguard Total Intl Stock Index Inv$636
VBMFXVanguard Total Bond Market Index Inv$613
Return attribution decomposes portfolio gains into its constituent parts and identifies the contribution to returns by each of the holdings.

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
NTSXWisdomTree U.S. Efficient Core Fund40.76%
GLDSPDR Gold Shares20.80%
VIESXVirtus KAR Emerging Markets Small-Cap I10.97%
JOHIXJOHCM International Select Institutional9.63%
WIGTXSeven Canyons World Innovators Instl11.42%
GQGPXGQG Partners Emerging Markets Equity Inv6.41%
SPYSPDR S&P 500 ETF Trust100.00%66.66%
VGTSXVanguard Total Intl Stock Index Inv31.32%
VBMFXVanguard Total Bond Market Index Inv2.02%
Risk attribution decomposes portfolio risk into its constituent parts and identifies the contribution to overall volatility by each of the holdings.

Annual Asset Returns