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 (Jan 2007 - Aug 2020)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
SPY SPDR S&P 500 ETF Trust 80.00%
TLT iShares 20+ Year Treasury Bond ETF 20.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
SPY SPDR S&P 500 ETF Trust 80.00%
PSTIX PIMCO StocksPLUS Short Institutional 20.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$34,701 9.53% 11.45%27.80%-22.66%-38.06% 0.781.150.96
Portfolio 2$10,000$24,753 6.86% 9.47%20.93%-19.73%-30.08% 0.650.950.99
   

Trailing Returns

Trailing Returns
Name3 MonthYTD1 year3 year5 year10 yearFull
Portfolio 111.47%11.91%20.11%13.76%13.23%13.62%9.53%
Portfolio 29.77%4.67%13.20%9.39%9.31%9.64%6.86%
Trailing returns are for full months ending in August 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 2020 are based on monthly returns from January to August
  • 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
Annual returns for the configured portfolios
YearInflationReturnBalanceSPDR S&P 500 ETF Trust (SPY)iShares 20+ Year Treasury Bond ETF (TLT)PIMCO StocksPLUS Short Institutional (PSTIX)
Portfolio 1Portfolio 2Portfolio 1Portfolio 2
20074.08%6.17%5.38%$10,617$10,5385.14%10.29%6.38%
20080.09%-22.66%-19.73%$8,211$8,459-36.81%33.93%48.56%
20092.72%16.73%18.31%$9,585$10,00826.36%-21.80%-13.90%
20101.50%13.85%10.35%$10,913$11,04315.06%9.05%-8.48%
20112.96%8.30%0.54%$11,819$11,1031.89%33.96%-4.84%
20121.74%13.32%11.40%$13,393$12,36915.99%2.63%-6.98%
20131.50%23.17%20.93%$16,496$14,95832.31%-13.37%-24.55%
20140.76%16.23%8.48%$19,173$16,22713.46%27.30%-11.43%
20150.73%0.64%-0.09%$19,297$16,2121.25%-1.79%-5.47%
20162.07%9.84%8.11%$21,195$17,52812.00%1.18%-7.44%
20172.11%19.20%14.55%$25,264$20,07821.70%9.18%-14.05%
20181.91%-3.97%-2.60%$24,262$19,557-4.56%-1.61%5.25%
20192.29%27.80%20.92%$31,007$23,64931.22%14.12%-20.27%
20200.83%11.91%4.67%$34,701$24,7539.68%20.85%-15.37%
Annual returns for 2020 are based on partial year data
Monthly returns for the configured portfolios
YearMonthReturnBalanceSPDR S&P 500 ETF Trust (SPY)iShares 20+ Year Treasury Bond ETF (TLT)PIMCO StocksPLUS Short Institutional (PSTIX)
Portfolio 1Portfolio 2Portfolio 1Portfolio 2
200711.00%0.96%$10,100$10,0961.50%-1.00%-1.22%
20072-0.91%-0.78%$10,008$10,017-1.96%3.39%4.06%
200730.57%0.78%$10,066$10,0951.16%-1.70%-0.70%
200743.72%2.79%$10,441$10,3764.43%0.90%-3.70%
200752.28%1.90%$10,679$10,5743.39%-2.31%-4.46%
20076-1.38%-0.86%$10,532$10,483-1.46%-1.01%1.96%
20077-1.93%-1.65%$10,328$10,310-3.13%3.32%4.97%
200781.38%0.96%$10,471$10,4091.28%1.79%-0.36%
200793.15%2.83%$10,801$10,7043.87%0.23%-1.53%
2007101.44%1.08%$10,957$10,8201.36%1.81%-0.12%
200711-2.10%-1.96%$10,727$10,607-3.87%5.35%6.62%
200712-1.03%-0.65%$10,617$10,538-1.13%-0.64%1.30%
20081-4.42%-2.84%$10,148$10,239-6.05%2.10%9.99%
20082-2.13%-1.21%$9,931$10,116-2.58%-0.46%3.50%
20083-0.24%-0.74%$9,907$10,041-0.90%2.14%-0.21%
200843.15%2.54%$10,220$10,2964.77%-2.48%-4.56%
200850.63%0.78%$10,284$10,3771.51%-2.69%-1.78%
20086-6.11%-4.77%$9,656$9,881-8.35%2.65%8.19%
20087-0.78%-0.68%$9,580$9,814-0.90%-0.37%0.00%
200881.81%1.03%$9,754$9,9161.55%2.74%-0.52%
20089-6.98%-6.25%$9,073$9,296-9.44%1.47%3.64%
200810-12.92%-8.68%$7,901$8,489-16.52%-1.86%12.58%
200811-1.06%-3.14%$7,817$8,222-6.96%14.34%4.54%
2008125.03%2.88%$8,211$8,4590.98%13.64%6.28%
20091-9.18%-4.69%$7,457$8,062-8.21%-13.07%9.41%
20092-8.98%-6.17%$6,787$7,565-10.74%-1.54%9.18%
200937.46%4.50%$7,293$7,9058.35%4.04%-6.07%
200946.55%5.77%$7,771$8,3619.93%-6.95%-7.41%
200954.18%3.99%$8,095$8,6955.85%-3.69%-2.98%
200960.07%-0.06%$8,101$8,689-0.07%0.76%-0.03%
200976.34%4.81%$8,614$9,1077.46%0.58%-6.06%
200983.47%2.77%$8,913$9,3593.69%2.24%-1.57%
200993.38%2.57%$9,214$9,6003.55%2.46%-2.22%
200910-2.03%-1.29%$9,027$9,476-1.92%-2.62%2.01%
2009115.42%4.40%$9,516$9,8936.16%1.21%-4.47%
2009120.72%1.16%$9,585$10,0081.91%-6.34%-3.02%
20101-2.37%-1.87%$9,358$9,820-3.63%2.69%5.18%
201022.39%1.90%$9,581$10,0073.12%-0.34%-2.56%
201034.42%3.73%$10,005$10,3806.09%-2.06%-5.44%
201041.89%1.14%$10,194$10,4981.55%3.32%-0.64%
20105-5.40%-4.98%$9,643$9,975-7.95%5.11%8.21%
20106-2.80%-2.66%$9,373$9,710-5.17%5.80%6.87%
201075.00%4.02%$9,842$10,1006.83%-0.95%-5.43%
20108-1.63%-2.40%$9,681$9,858-4.50%8.40%5.54%
201096.15%5.20%$10,276$10,3718.96%-2.51%-7.67%
2010101.96%2.50%$10,477$10,6303.82%-4.47%-2.86%
201011-0.36%-0.28%$10,440$10,6000.00%-1.69%-1.47%
2010124.53%4.18%$10,913$11,0436.68%-3.68%-6.82%
201111.25%1.41%$11,049$11,1992.33%-3.08%-2.29%
201123.12%2.22%$11,394$11,4473.47%1.65%-3.04%
201130.01%0.07%$11,396$11,4550.01%0.03%0.35%
201142.79%2.10%$11,714$11,6962.90%2.34%-1.45%
20115-0.27%-0.75%$11,682$11,608-1.12%3.42%0.98%
20116-1.81%-1.11%$11,471$11,479-1.69%-2.33%1.52%
20117-0.76%-1.10%$11,384$11,353-2.00%4.42%2.89%
20118-2.41%-4.08%$11,110$10,890-5.50%9.66%1.87%
20119-2.33%-4.45%$10,851$10,405-6.94%13.20%5.27%
2011107.00%6.42%$11,610$11,07410.91%-3.84%-9.05%
2011110.16%-0.56%$11,629$11,012-0.41%1.98%-1.21%
2011121.63%0.83%$11,819$11,1031.04%3.44%-0.06%
201213.64%3.27%$12,249$11,4664.64%-0.33%-2.22%
201223.01%2.80%$12,618$11,7874.34%-2.59%-3.78%
201231.86%2.06%$12,852$12,0303.22%-4.23%-3.30%
201240.27%-0.23%$12,887$12,002-0.67%4.83%1.92%
20125-3.32%-3.78%$12,460$11,549-6.01%9.03%6.99%
201262.90%2.50%$12,821$11,8384.05%-1.68%-4.07%
201271.69%1.02%$13,037$11,9591.18%3.82%0.26%
201281.75%1.74%$13,266$12,1662.51%-1.32%-1.84%
201291.57%1.79%$13,474$12,3842.54%-2.53%-1.82%
201210-1.58%-1.16%$13,262$12,241-1.82%-0.48%2.19%
2012110.72%0.47%$13,357$12,2980.57%1.38%0.00%
2012120.27%0.58%$13,393$12,3690.90%-2.49%-1.01%
201313.46%3.06%$13,856$12,7485.12%-3.19%-5.16%
201321.27%0.88%$14,032$12,8601.28%1.24%-0.86%
201333.01%2.51%$14,454$13,1833.80%-0.42%-3.31%
201342.42%1.44%$14,804$13,3731.92%4.68%-0.90%
201350.67%1.31%$14,904$13,5492.36%-6.76%-3.93%
20136-1.67%-1.12%$14,655$13,397-1.34%-3.27%0.01%
201373.92%3.64%$15,229$13,8845.17%-2.26%-4.42%
20138-2.74%-2.27%$14,813$13,569-3.00%-1.34%1.98%
201392.76%2.41%$15,222$13,8953.17%0.66%-1.79%
2013104.13%3.36%$15,850$14,3634.63%1.43%-3.97%
2013112.10%2.23%$16,182$14,6822.96%-2.70%-2.41%
2013121.94%1.88%$16,496$14,9582.59%-1.87%-2.84%
20141-1.56%-2.02%$16,239$14,656-3.52%6.30%4.01%
201423.68%2.69%$16,837$15,0514.55%0.52%-4.21%
201430.81%0.42%$16,973$15,1140.83%0.73%-1.26%
201440.99%0.49%$17,141$15,1870.70%2.10%-0.37%
201452.45%1.58%$17,561$15,4282.32%2.95%-1.50%
201461.57%1.28%$17,837$15,6252.06%-0.25%-2.11%
20147-0.92%-0.89%$17,673$15,487-1.34%0.67%1.17%
201484.11%2.58%$18,399$15,8853.95%4.72%-3.47%
20149-1.53%-1.04%$18,117$15,720-1.38%-2.11%0.58%
2014102.45%1.59%$18,561$15,9702.36%2.81%-1.99%
2014112.79%1.86%$19,080$16,2682.75%2.97%-2.44%
2014120.49%-0.25%$19,173$16,227-0.26%3.25%-0.20%
20151-0.41%-1.87%$19,095$15,924-2.96%9.82%2.51%
201523.03%3.51%$19,673$16,4835.62%-6.14%-4.49%
20153-1.04%-1.14%$19,469$16,296-1.57%1.10%0.70%
201540.08%0.62%$19,484$16,3970.98%-3.43%-0.85%
201550.56%0.87%$19,594$16,5401.29%-2.37%-0.86%
20156-2.42%-1.34%$19,119$16,318-2.03%-4.07%1.61%
201572.69%1.39%$19,634$16,5462.26%4.55%-2.16%
20158-5.06%-4.14%$18,641$15,861-6.10%-0.69%4.25%
20159-1.64%-2.04%$18,337$15,536-2.54%1.97%-0.11%
2015106.65%5.24%$19,555$16,3518.51%-0.41%-7.07%
2015110.13%0.30%$19,580$16,4000.37%-0.87%0.00%
201512-1.44%-1.14%$19,297$16,212-1.72%-0.30%1.40%
20161-2.87%-3.18%$18,743$15,696-4.98%5.57%4.00%
201620.61%-0.18%$18,857$15,668-0.08%3.09%-0.54%
201635.21%4.19%$19,839$16,3246.72%-0.09%-5.13%
201640.15%0.48%$19,870$16,4030.39%-0.74%0.85%
201651.51%1.04%$20,170$16,5731.70%0.81%-1.69%
201661.72%0.28%$20,517$16,6200.35%6.93%0.00%
201673.31%2.39%$21,196$17,0183.65%2.10%-2.96%
20168-0.12%0.12%$21,170$17,0370.12%-1.01%0.10%
20169-0.32%0.11%$21,102$17,0570.01%-1.51%0.59%
201610-2.29%-1.01%$20,618$16,884-1.73%-4.38%2.25%
2016111.22%2.28%$20,869$17,2693.68%-8.21%-3.83%
2016121.56%1.50%$21,195$17,5282.03%-0.46%-1.00%
201711.59%1.19%$21,533$17,7361.79%0.81%-1.21%
201723.46%2.59%$22,279$18,1953.93%1.59%-2.95%
20173-0.03%0.10%$22,273$18,2130.13%-0.65%0.00%
201741.10%0.67%$22,519$18,3360.99%1.57%-0.73%
201751.50%0.94%$22,858$18,5091.41%1.89%-1.16%
201760.67%0.48%$23,011$18,5990.64%0.79%-0.23%
201771.52%1.41%$23,361$18,8602.06%-0.66%-1.61%
201780.89%0.26%$23,569$18,9090.29%3.41%0.11%
201791.16%1.40%$23,843$19,1752.01%-2.32%-1.55%
2017101.90%1.67%$24,297$19,4942.36%-0.04%-1.79%
2017112.63%2.11%$24,935$19,9053.06%0.74%-2.85%
2017121.32%0.87%$25,264$20,0781.21%1.81%-1.01%
201813.86%3.51%$26,238$20,7835.64%-3.26%-4.99%
20182-3.52%-2.33%$25,314$20,300-3.64%-3.04%3.50%
20183-1.69%-1.68%$24,885$19,958-2.74%2.86%2.71%
201840.01%0.39%$24,887$20,0360.52%-2.09%-0.12%
201852.35%1.56%$25,471$20,3472.43%2.01%-1.89%
201860.59%0.40%$25,621$20,4290.58%0.65%-0.31%
201872.72%2.38%$26,319$20,9153.70%-1.44%-3.14%
201882.85%1.99%$27,068$21,3313.19%1.31%-3.37%
20189-0.03%0.49%$27,060$21,4350.59%-2.86%0.00%
201810-6.21%-4.46%$25,379$20,479-6.91%-2.93%7.24%
2018111.84%1.03%$25,847$20,6891.85%1.79%-2.41%
201812-6.13%-5.47%$24,262$19,557-8.79%5.85%8.92%
201916.48%5.08%$25,834$20,5508.01%0.38%-6.63%
201922.37%2.17%$26,447$20,9953.24%-1.38%-2.82%
201932.49%1.28%$27,106$21,2631.81%5.57%-1.34%
201942.95%2.88%$27,905$21,8764.09%-1.99%-3.22%
20195-4.02%-4.34%$26,782$20,927-6.38%6.84%6.79%
201965.77%4.70%$28,327$21,9106.96%0.95%-6.11%
201971.27%1.11%$28,688$22,1541.51%0.26%-1.06%
201980.71%-1.30%$28,891$21,867-1.67%11.04%0.81%
201990.99%1.42%$29,178$22,1771.95%-2.68%-1.46%
2019101.55%1.63%$29,630$22,5392.21%-1.11%-1.62%
2019112.84%2.65%$30,471$23,1373.62%-0.41%-3.02%
2019121.76%2.21%$31,007$23,6492.90%-3.20%-2.11%
202011.51%0.08%$31,474$23,669-0.04%7.69%0.58%
20202-4.83%-4.65%$29,953$22,569-7.92%6.63%8.36%
20203-7.98%-8.89%$27,562$20,563-12.46%6.38%3.19%
202049.54%6.65%$30,192$21,93012.70%1.22%-10.70%
202053.11%2.83%$31,130$22,5504.76%-1.76%-4.18%
202061.43%1.05%$31,574$22,7861.78%0.34%-1.84%
202075.54%3.76%$33,324$23,6425.89%4.44%-4.97%
202084.13%4.70%$34,701$24,7536.98%-5.05%-5.72%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2
Large-cap Value36.23%26.09%
Large-cap Growth43.40%31.68%
Mid-cap Value0.00%3.22%
Mid-cap Growth0.00%0.11%
Small-cap Value0.00%0.00%
Small-cap Growth0.00%0.00%
Global ex-US Developed Markets0.00%0.90%
Emerging Markets0.00%0.75%
Corporate Bonds0.73%5.54%
Long-Term Treasuries19.43%0.00%
Intermediate-Term Treasuries0.21%0.00%
Short-Term Treasuries0.00%31.70%
R Squared99.91%99.36%
Style analysis is based on monthly returns from Jan 2007 to Aug 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 1

Holdings Based Style Analysis for Portfolio 1
TickerNameCategoryWeightERP/EDurationReturn ContributionRisk Contribution
SPYSPDR S&P 500 ETF TrustLarge Blend80.00%0.09%26.67$20,350102.40%
TLTiShares 20+ Year Treasury Bond ETFLong Government20.00%0.15%18.93$4,351-2.40%
100.00%0.11%26.6718.93$24,701100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryWeightERP/EReturn ContributionRisk Contribution
SPYSPDR S&P 500 ETF TrustLarge Blend80.00%0.09%26.67$17,438125.47%
PSTIXPIMCO StocksPLUS Short InstitutionalBear Market20.00%1.09%-$2,685-25.47%
100.00%0.29%26.67$14,753100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Fund fundamentals data as of 09/28/2020. (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)0.82%0.59%
Arithmetic Mean (annualized)10.25%7.34%
Geometric Mean (monthly)0.76%0.55%
Geometric Mean (annualized)9.53%6.86%
Volatility (monthly)3.30%2.73%
Volatility (annualized)11.45%9.47%
Downside Deviation (monthly)2.20%1.84%
Max. Drawdown-38.06%-30.08%
US Market Correlation0.960.99
Beta(*)0.690.59
Alpha (annualized)2.93%1.26%
R292.46%97.72%
Sharpe Ratio0.780.65
Sortino Ratio1.150.95
Treynor Ratio (%)12.9210.59
Calmar Ratio1.110.72
Active Return0.51%-2.17%
Tracking Error5.87%6.75%
Information Ratio0.09-0.32
Skewness-0.86-0.75
Excess Kurtosis2.151.10
Historical Value-at-Risk (5%)-5.94%-4.68%
Analytical Value-at-Risk (5%)-4.72%-4.07%
Conditional Value-at-Risk (5%)-8.06%-6.24%
Upside Capture Ratio (%)74.8761.11
Downside Capture Ratio (%)64.9459.80
Safe Withdrawal Rate9.96%9.19%
Perpetual Withdrawal Rate7.36%4.92%
Positive Periods112 out of 164 (68.29%)110 out of 164 (67.07%)
Gain/Loss Ratio0.890.85
* 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 2009-38.06%-30.08%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsJan 20111 year 11 months3 years 3 months-38.06%
2Feb 2020Mar 20202 monthsJun 20203 months5 months-12.43%
3Sep 2018Dec 20184 monthsMar 20193 months7 months-10.37%
4May 2011Sep 20115 monthsDec 20113 months8 months-7.36%
5Mar 2015Sep 20157 monthsMar 20166 months1 year 1 month-6.79%
6Feb 2018Mar 20182 monthsJul 20184 months6 months-5.16%
7May 2019May 20191 monthJun 20191 month2 months-4.02%
8May 2012May 20121 monthJul 20122 months3 months-3.32%
9Jun 2007Jul 20072 monthsSep 20072 months4 months-3.28%
10Aug 2013Aug 20131 monthOct 20132 months3 months-2.74%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsDec 20101 year 10 months3 years 2 months-30.08%
2Feb 2020Mar 20202 monthsAug 20205 months7 months-13.12%
3May 2011Sep 20115 monthsFeb 20125 months10 months-11.03%
4Oct 2018Dec 20183 monthsApr 20194 months7 months-8.76%
5Aug 2015Sep 20152 monthsMay 20168 months10 months-6.10%
6May 2019May 20191 monthJun 20191 month2 months-4.34%
7Apr 2012May 20122 monthsAug 20123 months5 months-4.00%
8Feb 2018Mar 20182 monthsJul 20184 months6 months-3.97%
9Jun 2007Jul 20072 monthsSep 20072 months4 months-2.49%
10Aug 2013Aug 20131 monthSep 20131 month2 months-2.27%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
SPYSPDR S&P 500 ETF Trust9.00%15.38%32.31%-36.81%-50.80%0.580.841.00
TLTiShares 20+ Year Treasury Bond ETF7.86%13.81%33.96%-21.80%-21.80%0.550.99-0.35
PSTIXPIMCO StocksPLUS Short Institutional-6.60%13.62%48.56%-24.55%-79.16%-0.50-0.70-0.94

Monthly Correlations

Correlations for the portfolio assets
TickerNameSPYTLTPSTIXPortfolio 1Portfolio 2
SPYSPDR S&P 500 ETF Trust1.00-0.34-0.940.970.99
TLTiShares 20+ Year Treasury Bond ETF-0.341.000.38-0.10-0.33
PSTIXPIMCO StocksPLUS Short Institutional-0.940.381.00-0.90-0.91

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2
SPYSPDR S&P 500 ETF Trust$20,350$17,438
TLTiShares 20+ Year Treasury Bond ETF$4,351
PSTIXPIMCO StocksPLUS Short Institutional-$2,685

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2
SPYSPDR S&P 500 ETF Trust102.40%125.47%
TLTiShares 20+ Year Treasury Bond ETF-2.40%
PSTIXPIMCO StocksPLUS Short Institutional-25.47%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2
AverageHighLowAverageHighLow
1 year9.89%27.80%-22.66%7.43%20.93%-19.73%
3 years9.93%17.50%-1.40%7.43%13.48%0.03%
5 years10.46%14.97%3.40%7.63%12.08%2.12%
7 years11.07%12.98%7.41%8.20%9.74%5.92%
10 years10.19%12.46%7.80%7.54%8.98%5.77%
Result statistics are based on annualized rolling returns over full calendar year periods