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 6
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Portfolio Analysis Results (Jun 2008 - Oct 2019)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
SPY SPDR S&P 500 ETF Trust 100.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
SPY SPDR S&P 500 ETF Trust 70.00%
LQD iShares iBoxx $ Invmt Grade Corp Bd ETF 30.00%
Save portfolio »
Portfolio 3
Ticker Name Allocation
LQD iShares iBoxx $ Invmt Grade Corp Bd ETF 100.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$27,393 9.23% 15.04%32.31%-34.49%-46.33% 0.630.911.00
Portfolio 2$10,000$25,699 8.62% 11.42%22.02%-23.49%-34.76% 0.731.080.97
Portfolio 3$10,000$19,568 6.06% 7.72%16.20%-3.79%-13.14% 0.731.220.29
   
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 2008 are based on monthly returns from June to December
  • The annual results for 2019 are based on monthly returns from January to October
  • 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 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
YearInflationReturnBalanceSPDR S&P 500 ETF Trust (SPY)iShares iBoxx $ Invmt Grade Corp Bd ETF (LQD)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
2008-2.96%-34.49%-23.49%2.17%$6,551$7,651$10,217-34.49%2.17%
20092.72%26.36%20.99%8.46%$8,279$9,257$11,08126.36%8.46%
20101.50%15.06%13.34%9.33%$9,525$10,492$12,11515.06%9.33%
20112.96%1.89%4.24%9.73%$9,705$10,937$13,2941.89%9.73%
20121.74%15.99%14.37%10.58%$11,257$12,508$14,70015.99%10.58%
20131.50%32.31%22.02%-2.00%$14,893$15,262$14,40732.31%-2.00%
20140.76%13.46%11.89%8.21%$16,898$17,076$15,58913.46%8.21%
20150.73%1.25%0.50%-1.25%$17,110$17,161$15,3941.25%-1.25%
20162.07%12.00%10.26%6.21%$19,163$18,923$16,35012.00%6.21%
20172.11%21.70%17.31%7.06%$23,322$22,198$17,50321.70%7.06%
20181.91%-4.56%-4.33%-3.79%$22,259$21,238$16,840-4.56%-3.79%
20192.43%23.06%21.01%16.20%$27,393$25,699$19,56823.06%16.20%
Annual returns for 2008 and 2019 are based on partial years
Monthly returns for the configured portfolios
YearMonthReturnBalanceSPDR S&P 500 ETF Trust (SPY)iShares iBoxx $ Invmt Grade Corp Bd ETF (LQD)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
20086-8.35%-6.23%-1.29%$9,165$9,377$9,871-8.35%-1.29%
20087-0.90%-0.49%0.39%$9,083$9,331$9,909-0.90%0.39%
200881.55%1.10%0.15%$9,223$9,433$9,9241.55%0.15%
20089-9.44%-9.85%-10.73%$8,353$8,504$8,859-9.44%-10.73%
200810-16.52%-11.96%-1.95%$6,973$7,487$8,686-16.52%-1.95%
200811-6.96%-3.37%3.35%$6,488$7,234$8,977-6.96%3.35%
2008120.98%5.76%13.80%$6,551$7,651$10,2170.98%13.80%
20091-8.21%-6.29%-1.80%$6,013$7,170$10,033-8.21%-1.80%
20092-10.74%-9.00%-5.20%$5,367$6,524$9,511-10.74%-5.20%
200938.35%5.77%0.47%$5,815$6,901$9,5568.35%0.47%
200949.93%7.71%2.78%$6,393$7,433$9,8219.93%2.78%
200955.85%4.80%2.32%$6,767$7,789$10,0485.85%2.32%
20096-0.07%0.79%2.89%$6,762$7,851$10,339-0.07%2.89%
200977.46%6.62%4.63%$7,267$8,371$10,8187.46%4.63%
200983.69%3.00%1.31%$7,535$8,622$10,9603.69%1.31%
200993.55%3.04%1.76%$7,802$8,884$11,1533.55%1.76%
200910-1.92%-1.52%-0.49%$7,652$8,749$11,098-1.92%-0.49%
2009116.16%4.96%1.95%$8,124$9,183$11,3156.16%1.95%
2009121.91%0.81%-2.07%$8,279$9,257$11,0811.91%-2.07%
20101-3.63%-2.17%1.25%$7,978$9,056$11,220-3.63%1.25%
201023.12%2.31%0.51%$8,227$9,265$11,2773.12%0.51%
201036.09%4.43%0.65%$8,728$9,676$11,3506.09%0.65%
201041.55%1.65%1.91%$8,863$9,836$11,5671.55%1.91%
20105-7.95%-5.99%-1.31%$8,158$9,247$11,415-7.95%-1.31%
20106-5.17%-2.56%3.28%$7,736$9,010$11,790-5.17%3.28%
201076.83%5.28%2.11%$8,265$9,486$12,0386.83%2.11%
20108-4.50%-2.16%2.86%$7,893$9,281$12,382-4.50%2.86%
201098.96%6.11%0.46%$8,600$9,849$12,4398.96%0.46%
2010103.82%2.53%-0.26%$8,928$10,098$12,4073.82%-0.26%
2010110.00%-0.50%-1.62%$8,928$10,048$12,2060.00%-1.62%
2010126.68%4.42%-0.75%$9,525$10,492$12,1156.68%-0.75%
201112.33%1.64%0.04%$9,747$10,664$12,1192.33%0.04%
201123.47%2.77%1.08%$10,086$10,959$12,2503.47%1.08%
201130.01%-0.15%-0.54%$10,087$10,943$12,1840.01%-0.54%
201142.90%2.78%2.50%$10,379$11,247$12,4892.90%2.50%
20115-1.12%-0.43%1.27%$10,262$11,199$12,647-1.12%1.27%
20116-1.69%-1.43%-0.80%$10,089$11,039$12,546-1.69%-0.80%
20117-2.00%-0.69%2.43%$9,887$10,962$12,851-2.00%2.43%
20118-5.50%-3.72%0.34%$9,344$10,555$12,895-5.50%0.34%
20119-6.94%-4.63%0.35%$8,695$10,066$12,940-6.94%0.35%
20111010.91%8.11%2.51%$9,644$10,882$13,26510.91%2.51%
201111-0.41%-1.28%-3.16%$9,605$10,743$12,846-0.41%-3.16%
2011121.04%1.80%3.49%$9,705$10,937$13,2941.04%3.49%
201214.64%3.89%2.14%$10,155$11,362$13,5794.64%2.14%
201224.34%3.54%1.63%$10,596$11,765$13,8004.34%1.63%
201233.22%1.87%-1.42%$10,936$11,985$13,6043.22%-1.42%
20124-0.67%-0.18%1.08%$10,863$11,964$13,751-0.67%1.08%
20125-6.01%-4.09%0.76%$10,211$11,475$13,856-6.01%0.76%
201264.05%3.10%0.87%$10,625$11,831$13,9764.05%0.87%
201271.18%1.85%3.48%$10,750$12,050$14,4631.18%3.48%
201282.51%1.75%-0.05%$11,020$12,261$14,4552.51%-0.05%
201292.54%2.12%1.10%$11,299$12,520$14,6142.54%1.10%
201210-1.82%-0.91%1.35%$11,094$12,407$14,811-1.82%1.35%
2012110.57%0.28%-0.42%$11,156$12,441$14,7490.57%-0.42%
2012120.90%0.54%-0.33%$11,257$12,508$14,7000.90%-0.33%
201315.12%3.19%-1.30%$11,833$12,908$14,5095.12%-1.30%
201321.28%1.22%1.08%$11,984$13,065$14,6661.28%1.08%
201333.80%2.70%-0.05%$12,439$13,417$14,6593.80%-0.05%
201341.92%1.99%2.17%$12,678$13,684$14,9771.92%2.17%
201352.36%0.80%-3.22%$12,977$13,794$14,4952.36%-3.22%
20136-1.34%-1.85%-3.27%$12,804$13,538$14,022-1.34%-3.27%
201375.17%4.09%1.11%$13,466$14,093$14,1775.17%1.11%
20138-3.00%-2.48%-1.00%$13,062$13,742$14,035-3.00%-1.00%
201393.17%2.54%0.74%$13,476$14,091$14,1403.17%0.74%
2013104.63%3.91%1.81%$14,100$14,642$14,3954.63%1.81%
2013112.96%2.19%-0.14%$14,518$14,962$14,3762.96%-0.14%
2013122.59%2.01%0.22%$14,893$15,262$14,4072.59%0.22%
20141-3.52%-1.90%1.88%$14,368$14,972$14,678-3.52%1.88%
201424.55%3.49%1.14%$15,022$15,494$14,8464.55%1.14%
201430.83%0.57%-0.03%$15,147$15,582$14,8410.83%-0.03%
201440.70%0.89%1.33%$15,253$15,720$15,0390.70%1.33%
201452.32%2.08%1.51%$15,607$16,047$15,2662.32%1.51%
201462.06%1.44%0.01%$15,929$16,278$15,2672.06%0.01%
20147-1.34%-1.04%-0.32%$15,715$16,109$15,219-1.34%-0.32%
201483.95%3.36%2.00%$16,335$16,651$15,5243.95%2.00%
20149-1.38%-1.47%-1.68%$16,109$16,406$15,263-1.38%-1.68%
2014102.36%2.02%1.23%$16,489$16,738$15,4512.36%1.23%
2014112.75%2.21%0.91%$16,942$17,108$15,5922.75%0.91%
201412-0.26%-0.19%-0.02%$16,898$17,076$15,589-0.26%-0.02%
20151-2.96%-0.95%3.75%$16,398$16,914$16,174-2.96%3.75%
201525.62%3.41%-1.42%$17,319$17,490$15,9445.62%-1.42%
20153-1.57%-1.04%0.20%$17,047$17,308$15,976-1.57%0.20%
201540.98%0.32%-1.19%$17,214$17,364$15,7860.98%-1.19%
201551.29%0.57%-1.12%$17,436$17,463$15,6091.29%-1.12%
20156-2.03%-1.99%-1.88%$17,082$17,116$15,316-2.03%-1.88%
201572.26%1.84%0.83%$17,468$17,431$15,4432.26%0.83%
20158-6.10%-4.56%-0.83%$16,403$16,636$15,315-6.10%-0.83%
20159-2.54%-1.41%1.19%$15,986$16,400$15,497-2.54%1.19%
2015108.51%6.04%0.57%$17,346$17,391$15,5868.51%0.57%
2015110.37%0.21%-0.15%$17,409$17,428$15,5620.37%-0.15%
201512-1.72%-1.53%-1.08%$17,110$17,161$15,394-1.72%-1.08%
20161-4.98%-3.45%0.12%$16,258$16,570$15,413-4.98%0.12%
20162-0.08%0.27%1.05%$16,245$16,614$15,575-0.08%1.05%
201636.72%5.75%3.62%$17,337$17,570$16,1386.72%3.62%
201640.39%0.75%1.55%$17,405$17,702$16,3890.39%1.55%
201651.70%1.02%-0.51%$17,702$17,881$16,3051.70%-0.51%
201660.35%1.19%3.09%$17,763$18,094$16,8090.35%3.09%
201673.65%2.91%1.29%$18,411$18,621$17,0263.65%1.29%
201680.12%0.14%0.18%$18,433$18,647$17,0570.12%0.18%
201690.01%-0.09%-0.32%$18,435$18,630$17,0030.01%-0.32%
201610-1.73%-1.67%-1.53%$18,115$18,319$16,744-1.73%-1.53%
2016113.68%1.59%-3.17%$18,782$18,610$16,2133.68%-3.17%
2016122.03%1.68%0.84%$19,163$18,923$16,3502.03%0.84%
201711.79%1.30%0.15%$19,506$19,168$16,3731.79%0.15%
201723.93%3.16%1.32%$20,273$19,773$16,5903.93%1.32%
201730.13%0.00%-0.29%$20,298$19,774$16,5410.13%-0.29%
201740.99%1.05%1.19%$20,500$19,981$16,7370.99%1.19%
201751.41%1.39%1.33%$20,789$20,259$16,9611.41%1.33%
201760.64%0.59%0.48%$20,922$20,378$17,0420.64%0.48%
201772.06%1.68%0.77%$21,352$20,721$17,1732.06%0.77%
201780.29%0.40%0.68%$21,414$20,804$17,2890.29%0.68%
201792.01%1.42%-0.05%$21,845$21,100$17,2802.01%-0.05%
2017102.36%1.74%0.19%$22,360$21,467$17,3142.36%0.19%
2017113.06%2.17%-0.12%$23,044$21,932$17,2923.06%-0.12%
2017121.21%1.21%1.22%$23,322$22,198$17,5031.21%1.22%
201815.64%3.58%-1.23%$24,636$22,992$17,2885.64%-1.23%
20182-3.64%-3.24%-2.24%$23,741$22,248$16,902-3.64%-2.24%
20183-2.74%-1.79%0.56%$23,090$21,850$16,996-2.74%0.56%
201840.52%-0.10%-1.57%$23,209$21,828$16,7300.52%-1.57%
201852.43%1.87%0.52%$23,773$22,237$16,8172.43%0.52%
201860.58%0.27%-0.49%$23,910$22,298$16,7350.58%-0.49%
201873.70%3.03%1.34%$24,796$22,973$16,9603.70%1.34%
201883.19%2.30%0.02%$25,587$23,502$16,9643.19%0.02%
201890.59%0.39%-0.14%$25,740$23,594$16,9400.59%-0.14%
201810-6.91%-5.58%-2.05%$23,961$22,277$16,593-6.91%-2.05%
2018111.85%1.23%-0.36%$24,405$22,551$16,5331.85%-0.36%
201812-8.79%-5.82%1.86%$22,259$21,238$16,840-8.79%1.86%
201918.01%6.62%3.37%$24,041$22,642$17,4088.01%3.37%
201923.24%2.24%-0.20%$24,821$23,150$17,3723.24%-0.20%
201931.81%2.13%2.93%$25,269$23,642$17,8811.81%2.93%
201944.09%3.04%0.44%$26,302$24,361$17,9594.09%0.44%
20195-6.38%-4.14%1.65%$24,625$23,353$18,256-6.38%1.65%
201966.96%5.86%3.25%$26,338$24,721$18,8486.96%3.25%
201971.51%1.15%0.25%$26,736$25,005$18,8961.51%0.25%
20198-1.67%-0.09%3.88%$26,289$24,984$19,630-1.67%3.88%
201991.95%1.14%-0.76%$26,801$25,270$19,4821.95%-0.76%
2019102.21%1.70%0.44%$27,393$25,699$19,5682.21%0.44%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2Portfolio 3
Large-cap Value46.02%32.22%0.00%
Large-cap Growth53.66%37.56%0.00%
Mid-cap Value0.00%0.00%0.00%
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 Markets0.00%0.00%0.00%
Emerging Markets0.07%0.05%0.00%
Corporate Bonds0.25%30.18%100.00%
Long-Term Treasuries0.00%0.00%0.00%
Intermediate-Term Treasuries0.00%0.00%0.00%
Short-Term Treasuries0.00%0.00%0.00%
R Squared99.93%99.94%100.00%
Style analysis is based on monthly returns from Jun 2008 to Oct 2019 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/EReturn ContributionRisk Contribution
SPYSPDR S&P 500 ETF TrustLarge Blend100.00%0.09%22.28$17,393100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Holdings Based Style Analysis for Portfolio 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryWeightERP/EDurationReturn ContributionRisk Contribution
SPYSPDR S&P 500 ETF TrustLarge Blend70.00%0.09%22.28$12,79090.07%
LQDiShares iBoxx $ Invmt Grade Corp Bd ETFCorporate Bond30.00%0.14%9.00$2,9089.93%
100.00%0.11%22.289.00$15,699100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 3

Holdings Based Style Analysis for Portfolio 3
TickerNameCategoryWeightERDurationReturn ContributionRisk Contribution
LQDiShares iBoxx $ Invmt Grade Corp Bd ETFCorporate Bond100.00%0.14%9.00$9,568100.00%

Asset Allocation

Fixed Income Credit Quality

Fixed Income Maturity

Fund fundamentals data as of 06/30/2020. (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 2Portfolio 3
Arithmetic Mean (monthly)0.83%0.75%0.52%
Arithmetic Mean (annualized)10.47%9.33%6.37%
Geometric Mean (monthly)0.74%0.69%0.49%
Geometric Mean (annualized)9.23%8.62%6.06%
Volatility (monthly)4.34%3.30%2.23%
Volatility (annualized)15.04%11.42%7.72%
Downside Deviation (monthly)2.99%2.23%1.32%
Max. Drawdown-46.33%-34.76%-13.14%
US Market Correlation1.000.970.29
Beta(*)0.960.720.15
Alpha (annualized)0.32%1.77%4.72%
R299.37%94.85%8.63%
Sharpe Ratio0.630.730.73
Sortino Ratio0.911.081.22
Treynor Ratio (%)9.8011.7538.67
Calmar Ratio1.091.200.96
Active Return0.05%-0.56%-3.13%
Tracking Error1.31%5.12%15.19%
Information Ratio0.04-0.11-0.21
Skewness-0.79-0.870.52
Excess Kurtosis1.631.9512.71
Historical Value-at-Risk (5%)-7.97%-5.84%-2.33%
Analytical Value-at-Risk (5%)-6.31%-4.67%-3.15%
Conditional Value-at-Risk (5%)-10.34%-8.22%-4.79%
Upside Capture Ratio (%)97.4974.8624.02
Downside Capture Ratio (%)96.6369.895.28
Safe Withdrawal Rate10.69%11.45%11.96%
Perpetual Withdrawal Rate7.32%6.77%4.43%
Positive Periods93 out of 137 (67.88%)92 out of 137 (67.15%)86 out of 137 (62.77%)
Gain/Loss Ratio0.760.891.21
* US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jun 2008Feb 20099 monthsFeb 20112 years2 years 9 months-46.33%
2May 2011Sep 20115 monthsFeb 20125 months10 months-16.23%
3Oct 2018Dec 20183 monthsApr 20194 months7 months-13.52%
4Aug 2015Sep 20152 monthsMay 20168 months10 months-8.48%
5Apr 2012May 20122 monthsAug 20123 months5 months-6.63%
6May 2019May 20191 monthJun 20191 month2 months-6.38%
7Feb 2018Mar 20182 monthsJul 20184 months6 months-6.28%
8Jan 2014Jan 20141 monthFeb 20141 month2 months-3.52%
9Dec 2014Jan 20152 monthsFeb 20151 month3 months-3.21%
10Aug 2013Aug 20131 monthSep 20131 month2 months-3.00%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jun 2008Feb 20099 monthsOct 20101 year 8 months2 years 5 months-34.76%
2May 2011Sep 20115 monthsJan 20124 months9 months-10.50%
3Oct 2018Dec 20183 monthsMar 20193 months6 months-9.99%
4Mar 2015Sep 20157 monthsMar 20166 months1 year 1 month-6.23%
5Feb 2018Apr 20183 monthsAug 20184 months7 months-5.06%
6Apr 2012May 20122 monthsJul 20122 months4 months-4.26%
7May 2019May 20191 monthJun 20191 month2 months-4.14%
8Aug 2013Aug 20131 monthOct 20132 months3 months-2.48%
9Jan 2014Jan 20141 monthFeb 20141 month2 months-1.90%
10Jun 2013Jun 20131 monthJul 20131 month2 months-1.85%
Worst 10 drawdowns included above

Drawdowns for Portfolio 3

Drawdowns for Portfolio 3 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jun 2008Oct 20085 monthsDec 20082 months7 months-13.14%
2Jan 2009Feb 20092 monthsJun 20094 months6 months-6.91%
3May 2013Jun 20132 monthsApr 201410 months1 year-6.38%
4Jan 2018Nov 201811 monthsMar 20194 months1 year 3 months-5.54%
5Feb 2015Aug 20157 monthsApr 20168 months1 year 3 months-5.31%
6Sep 2016Nov 20163 monthsJul 20178 months11 months-4.95%
7Nov 2011Nov 20111 monthDec 20111 month2 months-3.16%
8Oct 2010Dec 20103 monthsApr 20114 months7 months-2.61%
9Dec 2009Dec 20091 monthMar 20103 months4 months-2.07%
10Nov 2012Jan 20133 monthsApr 20133 months6 months-2.03%
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 Trust9.23%15.04%32.31%-34.49%-46.33%0.630.911.00
LQDiShares iBoxx $ Invmt Grade Corp Bd ETF6.06%7.72%16.20%-3.79%-13.14%0.731.220.29

Monthly Correlations

Correlations for the portfolio assets
TickerNameSPYLQDPortfolio 1Portfolio 2Portfolio 3
SPYSPDR S&P 500 ETF Trust1.000.301.000.980.30
LQDiShares iBoxx $ Invmt Grade Corp Bd ETF0.301.000.300.491.00

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
SPYSPDR S&P 500 ETF Trust$17,393$12,790
LQDiShares iBoxx $ Invmt Grade Corp Bd ETF$2,908$9,568

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
SPYSPDR S&P 500 ETF Trust100.00%90.07%
LQDiShares iBoxx $ Invmt Grade Corp Bd ETF9.93%100.00%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2Portfolio 3
AverageHighLowAverageHighLowAverageHighLow
1 year13.55%32.31%-4.56%11.06%22.02%-4.33%5.25%10.58%-3.79%
3 years13.18%20.31%8.77%10.95%16.01%7.36%5.41%9.88%1.55%
5 years14.04%17.85%8.37%11.46%14.81%6.83%5.01%7.12%3.17%
7 years13.42%14.70%12.59%11.06%12.23%9.94%5.14%6.03%3.44%
10 years13.01%13.01%13.01%10.75%10.75%10.75%5.12%5.12%5.12%
Result statistics are based on annualized rolling returns over full calendar year periods