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 (Jan 2014 - Feb 2020)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
IVV iShares Core S&P 500 ETF 60.00%
IEF iShares 7-10 Year Treasury Bond ETF 40.00%
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Portfolio 2
Ticker Name Allocation
VYM Vanguard High Dividend Yield ETF 5.00%
VEU Vanguard FTSE All-Wld ex-US ETF 30.00%
USRT iShares Core US REIT ETF 10.00%
PFF iShares Preferred&Income Securities ETF 20.00%
LQD iShares iBoxx $ Invmt Grade Corp Bd ETF 10.00%
AGG iShares Core US Aggregate Bond ETF 10.00%
VTI Vanguard Total Stock Market ETF 15.00%
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Portfolio 3
Ticker Name Allocation
VTI Vanguard Total Stock Market ETF 6.00%
RPV Invesco S&P 500 Pure Value ETF 6.00%
IJR iShares Core S&P Small-Cap ETF 6.00%
SLYV SPDR S&P 600 Small Cap Value ETF 6.00%
VNQ Vanguard Real Estate ETF 6.00%
VEA Vanguard FTSE Developed Markets ETF 6.00%
EFV iShares MSCI EAFE Value ETF 6.00%
FNDC Schwab Fundamental Intl Sm Co ETF 6.00%
DLS WisdomTree International SmallCp Div ETF 6.00%
DGS WisdomTree Emerging Markets SmCp Div ETF 6.00%
VGSH Vanguard Short-Term Treasury ETF 12.00%
SPTI SPDR Portfolio Intmdt Term Trs ETF 20.00%
VTIP Vanguard Short-Term Infl-Prot Secs ETF 8.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$16,182 8.12% 6.67%21.96%-2.46%-7.15% 1.071.730.95
Portfolio 2$10,000$14,055 5.67% 7.43%20.71%-7.07%-8.73% 0.661.010.90
Portfolio 3$10,000$12,595 3.81% 7.04%15.90%-7.04%-8.74% 0.440.640.93
   

Trailing Returns

Trailing Returns
Name3 MonthYTD1 year3 year5 yearFull
Portfolio 1-0.97%-2.46%11.29%8.49%7.21%8.12%
Portfolio 2-3.31%-5.39%5.68%5.56%4.66%5.67%
Portfolio 3-4.36%-6.39%1.14%3.50%3.63%3.81%
Trailing returns are for full months ending in February 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 February
  • 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
YearInflationReturnBalanceiShares Core S&P 500 ETF (IVV)iShares 7-10 Year Treasury Bond ETF (IEF)Vanguard High Dividend Yield ETF (VYM)Vanguard FTSE All-Wld ex-US ETF (VEU)iShares Core US REIT ETF (USRT)iShares Preferred&Income Securities ETF (PFF)iShares iBoxx $ Invmt Grade Corp Bd ETF (LQD)iShares Core US Aggregate Bond ETF (AGG)Vanguard Total Stock Market ETF (VTI)Invesco S&P 500 Pure Value ETF (RPV)iShares Core S&P Small-Cap ETF (IJR)SPDR S&P 600 Small Cap Value ETF (SLYV)Vanguard Real Estate ETF (VNQ)Vanguard FTSE Developed Markets ETF (VEA)iShares MSCI EAFE Value ETF (EFV)Schwab Fundamental Intl Sm Co ETF (FNDC)WisdomTree International SmallCp Div ETF (DLS)WisdomTree Emerging Markets SmCp Div ETF (DGS)Vanguard Short-Term Treasury ETF (VGSH)SPDR Portfolio Intmdt Term Trs ETF (SPTI)Vanguard Short-Term Infl-Prot Secs ETF (VTIP)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
20140.76%11.77%8.35%2.68%$11,177$10,835$10,26813.56%9.07%13.52%-4.54%29.12%14.11%8.21%6.00%12.54%12.21%5.85%6.87%30.36%-5.98%-6.80%-5.15%-8.99%-3.55%0.46%2.48%-1.41%
20150.73%1.38%-0.20%-1.06%$11,331$10,813$10,1591.30%1.51%0.28%-4.78%3.89%4.27%-1.25%0.48%0.36%-8.42%-2.07%-6.41%2.42%-0.38%-5.86%4.91%7.46%-16.33%0.51%1.59%0.23%
20162.07%7.70%6.09%8.64%$12,203$11,472$11,03712.16%1.00%17.05%4.91%7.19%1.30%6.21%2.42%12.83%19.31%26.61%31.18%8.60%2.67%5.05%8.75%6.78%15.37%1.10%0.43%2.45%
20172.11%14.08%15.43%13.14%$13,921$13,242$12,48721.76%2.55%16.42%27.39%5.29%8.10%7.06%3.52%21.21%17.29%13.15%11.66%4.91%26.42%21.25%29.20%31.83%37.46%0.04%1.04%0.82%
20181.91%-2.28%-7.07%-7.04%$13,603$12,306$11,608-4.47%0.99%-5.91%-14.19%-4.62%-4.63%-3.79%0.33%-5.21%-12.30%-8.49%-12.76%-6.02%-14.75%-14.66%-19.13%-18.92%-16.50%1.55%2.27%0.56%
20192.29%21.96%20.71%15.90%$16,590$14,855$13,45531.25%8.03%24.07%21.83%25.96%15.92%17.37%8.45%30.67%24.79%22.82%24.26%28.87%22.62%15.78%20.56%22.21%18.92%3.52%6.01%4.86%
20200.66%-2.46%-5.39%-6.39%$16,182$14,055$12,595-8.46%6.53%-11.96%-9.79%-6.80%-3.43%3.56%3.65%-8.06%-18.22%-13.19%-15.83%-5.88%-10.42%-12.02%-14.50%-14.08%-12.84%1.45%4.37%0.77%
Annual returns for 2020 are based on partial year data
Monthly returns for the configured portfolios
YearMonthReturnBalanceiShares Core S&P 500 ETF (IVV)iShares 7-10 Year Treasury Bond ETF (IEF)Vanguard High Dividend Yield ETF (VYM)Vanguard FTSE All-Wld ex-US ETF (VEU)iShares Core US REIT ETF (USRT)iShares Preferred&Income Securities ETF (PFF)iShares iBoxx $ Invmt Grade Corp Bd ETF (LQD)iShares Core US Aggregate Bond ETF (AGG)Vanguard Total Stock Market ETF (VTI)Invesco S&P 500 Pure Value ETF (RPV)iShares Core S&P Small-Cap ETF (IJR)SPDR S&P 600 Small Cap Value ETF (SLYV)Vanguard Real Estate ETF (VNQ)Vanguard FTSE Developed Markets ETF (VEA)iShares MSCI EAFE Value ETF (EFV)Schwab Fundamental Intl Sm Co ETF (FNDC)WisdomTree International SmallCp Div ETF (DLS)WisdomTree Emerging Markets SmCp Div ETF (DGS)Vanguard Short-Term Treasury ETF (VGSH)SPDR Portfolio Intmdt Term Trs ETF (SPTI)Vanguard Short-Term Infl-Prot Secs ETF (VTIP)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
20141-0.87%-1.11%-1.76%$9,913$9,889$9,824-3.49%3.06%-4.00%-5.80%3.68%2.96%1.88%1.54%-3.17%-4.04%-3.70%-3.76%4.28%-5.21%-4.86%-3.34%-2.29%-6.42%0.11%0.83%0.16%
201422.81%3.65%3.07%$10,192$10,250$10,1264.56%0.36%3.61%5.63%4.97%2.28%1.14%0.38%4.87%4.48%4.41%4.55%5.07%5.95%6.17%5.26%5.42%4.75%0.06%0.15%0.28%
201430.29%0.69%0.40%$10,221$10,321$10,1660.87%-0.56%2.48%0.46%0.16%1.75%-0.03%-0.15%0.51%3.47%0.67%1.23%0.49%-0.37%-0.35%-0.50%0.54%3.37%-0.15%-0.44%-0.44%
201440.75%1.47%0.41%$10,298$10,472$10,2070.74%0.76%2.11%1.47%3.15%1.84%1.33%0.82%0.06%1.65%-2.73%-2.31%3.29%1.57%2.48%0.39%-0.80%0.99%0.14%0.29%0.57%
201452.10%1.80%1.10%$10,514$10,660$10,3202.28%1.82%1.58%1.92%3.05%1.25%1.51%1.18%2.10%1.63%0.16%0.81%2.40%1.77%1.19%2.00%1.44%1.02%0.14%0.69%0.73%
201461.16%1.20%1.29%$10,637$10,788$10,4532.09%-0.22%2.02%1.68%0.95%0.61%0.01%-0.06%2.62%2.72%4.77%3.95%1.13%1.04%1.11%1.93%0.51%1.86%-0.07%-0.11%0.30%
20147-0.93%-0.96%-1.54%$10,538$10,685$10,292-1.40%-0.22%-1.67%-1.47%0.09%-0.50%-0.32%-0.25%-1.99%-3.31%-5.56%-5.13%0.08%-2.37%-2.36%-2.13%-1.65%0.29%0.00%-0.27%-0.34%
201483.14%2.13%1.62%$10,868$10,912$10,4593.97%1.88%3.76%1.01%3.30%1.79%2.00%1.15%4.15%4.57%4.25%4.53%3.04%0.26%-0.35%0.07%0.08%3.53%0.13%0.71%-0.08%
20149-1.25%-2.79%-3.16%$10,733$10,608$10,128-1.38%-1.05%-1.16%-4.88%-5.59%-0.82%-1.68%-0.61%-2.10%-3.37%-5.21%-6.08%-6.04%-4.16%-4.07%-5.19%-6.63%-6.08%-0.05%-0.38%-1.08%
2014102.05%1.95%1.79%$10,953$10,815$10,3092.39%1.53%2.47%0.20%8.34%1.07%1.23%1.06%2.75%2.40%6.91%7.27%9.94%-0.35%-0.79%-0.26%-0.44%-1.64%0.24%0.73%0.08%
2014112.18%1.26%0.11%$11,191$10,951$10,3212.75%1.29%3.03%-0.32%3.54%1.24%0.91%0.66%2.48%1.22%-0.19%0.33%2.00%0.00%-0.76%-1.71%-2.97%-1.12%0.14%0.44%-0.16%
201412-0.13%-1.06%-0.51%$11,177$10,835$10,268-0.30%0.13%-1.14%-3.96%0.80%-0.12%-0.02%0.15%-0.04%0.65%2.89%2.25%1.88%-3.77%-3.92%-1.39%-2.14%-3.42%-0.23%-0.18%-1.41%
20151-0.02%0.86%-0.02%$11,174$10,928$10,266-2.90%4.30%-2.88%-0.02%5.73%1.32%3.75%2.05%-2.74%-5.71%-3.59%-5.06%6.85%0.71%-0.04%0.47%0.32%0.72%0.48%1.60%1.02%
201522.26%2.41%2.67%$11,427$11,191$10,5405.65%-2.47%4.90%5.85%-3.36%0.97%-1.42%-0.89%5.74%6.79%6.01%6.05%-3.67%6.16%6.43%6.12%7.31%2.81%-0.22%-0.99%-0.21%
20153-0.62%-0.45%-0.15%$11,356$11,141$10,524-1.59%0.86%-1.83%-1.41%1.29%0.30%0.20%0.38%-1.16%-1.83%1.61%1.00%1.74%-1.22%-1.86%-0.80%-0.71%-1.03%0.20%0.62%-0.35%
201540.32%0.93%0.95%$11,393$11,244$10,6240.97%-0.63%1.70%4.74%-5.33%0.02%-1.19%-0.32%0.62%2.26%-2.30%-1.92%-5.85%3.87%3.94%3.64%5.30%5.67%0.10%-0.21%0.68%
201550.61%-0.27%0.12%$11,463$11,214$10,6371.30%-0.42%0.37%-1.04%0.04%-0.01%-1.12%-0.44%1.30%0.13%1.46%0.89%-0.30%-0.05%-0.22%0.43%0.69%-2.63%0.07%0.11%-0.08%
20156-1.84%-2.19%-1.42%$11,252$10,968$10,486-1.98%-1.63%-2.65%-2.81%-4.70%-1.01%-1.88%-1.08%-1.67%-2.55%1.06%0.50%-4.68%-2.91%-3.23%-1.41%-2.69%-3.84%0.00%-0.47%-0.14%
201571.92%1.20%-0.07%$11,469$11,099$10,4792.19%1.52%1.05%-0.29%5.82%1.36%0.83%0.86%1.70%-1.46%-0.83%-2.97%5.77%1.46%1.41%-0.32%-0.03%-7.31%0.12%0.53%-0.16%
20158-3.68%-4.36%-3.71%$11,046$10,616$10,091-6.14%0.08%-5.66%-7.75%-5.33%-0.75%-0.83%-0.34%-6.09%-5.32%-5.19%-4.30%-6.29%-7.23%-7.59%-4.60%-5.17%-8.95%-0.08%-0.03%-0.39%
20159-0.82%-1.48%-1.52%$10,955$10,459$9,937-2.49%1.58%-1.56%-4.04%1.74%-0.69%1.19%0.81%-2.92%-3.86%-3.53%-3.81%3.05%-4.08%-5.61%-3.73%-2.99%-1.00%0.27%0.77%-0.06%
2015104.64%4.67%3.53%$11,464$10,947$10,2878.47%-0.64%8.41%6.69%6.61%2.16%0.57%0.07%7.91%7.70%6.08%6.35%5.76%6.73%6.24%5.91%5.38%4.07%-0.15%-0.36%0.08%
2015110.06%-0.24%0.01%$11,471$10,920$10,2890.39%-0.43%0.22%-1.32%-0.38%0.67%-0.15%-0.39%0.60%0.60%2.70%2.64%-0.63%-0.76%-1.71%0.30%0.36%-2.24%-0.22%-0.34%-0.19%
201512-1.22%-0.98%-1.26%$11,331$10,813$10,159-1.73%-0.45%-1.05%-2.52%2.75%-0.10%-1.08%-0.19%-2.13%-4.46%-4.74%-5.08%1.82%-2.14%-2.75%-0.58%0.19%-2.92%-0.06%0.39%0.04%
20161-1.67%-3.17%-3.16%$11,142$10,470$9,838-5.00%3.33%-2.82%-5.60%-4.35%-0.98%0.12%1.24%-5.72%-7.40%-6.16%-5.80%-3.44%-5.53%-6.75%-5.86%-5.59%-5.36%0.58%1.03%0.29%
201620.59%-0.52%0.06%$11,208$10,416$9,844-0.06%1.49%0.51%-2.44%-0.42%0.06%1.05%0.89%-0.01%2.24%1.09%2.23%-0.36%-3.08%-3.55%-1.52%-1.09%3.01%0.09%0.47%0.12%
201633.90%5.70%5.22%$11,645$11,010$10,3576.82%-0.06%6.64%8.31%9.88%2.38%3.62%0.88%7.11%9.22%8.18%9.45%10.48%7.20%7.22%8.59%8.70%10.53%0.16%0.15%1.19%
201640.17%0.85%0.88%$11,665$11,104$10,4490.39%-0.16%0.72%2.11%-2.57%0.88%1.55%0.26%0.66%2.73%1.20%1.99%-2.35%2.31%3.23%2.05%1.00%2.20%0.03%-0.01%-0.18%
201650.96%0.62%0.09%$11,777$11,172$10,4581.69%-0.10%1.39%-0.79%2.70%1.54%-0.51%0.01%1.73%-0.15%1.61%0.49%2.25%-0.30%-1.08%1.32%1.46%-4.82%-0.15%-0.10%-0.06%
201661.39%1.33%0.47%$11,941$11,321$10,5070.25%3.09%2.18%-0.72%6.29%1.18%3.09%1.94%0.27%-1.18%0.71%0.49%6.92%-2.04%-4.02%-2.56%-5.40%6.59%0.71%1.48%0.96%
201672.31%2.79%3.05%$12,217$11,636$10,8273.74%0.25%2.35%4.25%3.62%1.39%1.29%0.54%3.98%4.41%4.99%5.41%4.26%4.16%4.12%5.56%6.33%7.10%-0.12%0.10%-0.08%
20168-0.33%-0.18%-0.13%$12,177$11,616$10,8130.13%-1.01%-0.30%0.69%-3.70%0.02%0.18%-0.21%0.21%-0.39%1.40%1.19%-3.76%0.41%2.06%-0.32%0.20%0.00%-0.23%-0.57%-0.40%
201690.10%0.15%0.84%$12,189$11,632$10,9030.01%0.24%-0.40%1.58%-0.87%-1.07%-0.32%0.05%0.21%0.21%0.64%0.83%-1.82%1.65%1.16%3.13%3.31%2.27%0.19%0.26%0.83%
201610-1.67%-1.91%-1.66%$11,986$11,411$10,722-1.78%-1.49%-1.28%-1.69%-5.64%-0.97%-1.53%-0.82%-2.19%-1.06%-4.41%-3.87%-5.74%-2.41%0.13%-1.37%-2.07%-1.68%-0.09%-0.54%0.02%
2016110.52%-1.09%1.27%$12,048$11,286$10,8583.67%-4.23%4.23%-2.13%-1.09%-3.33%-3.17%-2.57%4.49%8.51%12.52%13.49%-1.68%-1.51%-0.58%-1.56%-1.36%-4.56%-0.46%-1.82%-0.58%
2016121.28%1.64%1.65%$12,203$11,472$11,0372.14%-0.12%2.97%1.93%4.31%0.31%0.84%0.25%1.98%1.73%3.39%2.97%4.82%2.45%3.87%1.76%2.07%0.45%0.40%0.00%0.34%
201711.14%2.05%1.42%$12,342$11,707$11,1941.75%0.22%-0.04%4.14%0.14%2.39%0.15%0.21%1.86%1.15%-0.58%-1.06%-0.19%3.67%2.86%3.98%4.48%6.39%-0.20%0.25%0.47%
201722.69%2.07%1.49%$12,673$11,949$11,3603.98%0.72%3.58%1.26%3.48%2.09%1.32%0.65%3.69%4.19%1.61%1.33%3.51%1.06%0.35%1.56%2.30%4.23%0.05%0.19%0.04%
201730.10%0.74%0.57%$12,686$12,038$11,4250.12%0.08%-0.30%2.99%-2.26%0.50%-0.29%-0.05%0.06%-2.51%-0.10%-0.63%-2.42%3.06%3.14%2.20%2.19%3.48%0.06%0.12%0.12%
201741.02%1.29%1.02%$12,816$12,193$11,5420.97%1.11%-0.08%2.09%0.25%1.30%1.19%0.91%1.06%0.02%0.91%0.49%0.24%2.21%2.17%3.04%3.60%0.74%0.16%0.51%-0.02%
201751.17%1.35%0.57%$12,966$12,358$11,6081.39%0.83%0.36%3.05%-0.80%0.55%1.33%0.69%1.01%-1.02%-2.09%-2.10%-0.72%3.41%2.14%2.53%2.68%1.28%0.10%0.39%-0.02%
201760.21%0.76%0.91%$12,994$12,452$11,7140.67%-0.51%1.13%0.51%2.09%0.80%0.48%-0.02%0.95%2.74%2.91%3.07%2.23%0.64%0.77%1.21%1.25%1.13%-0.06%-0.28%-0.44%
201771.42%1.80%1.66%$13,179$12,676$11,9092.07%0.38%1.61%3.38%1.36%0.66%0.77%0.33%1.88%2.22%1.00%0.71%1.24%2.88%3.08%3.27%3.83%4.33%0.17%0.35%0.26%
201780.72%0.31%-0.05%$13,274$12,716$11,9030.27%1.46%-0.18%0.64%-0.48%-0.06%0.68%0.94%0.15%-2.12%-2.46%-2.88%-0.26%0.02%-0.53%0.53%0.28%3.06%0.20%0.58%0.28%
201790.70%1.03%1.94%$13,368$12,846$12,1332.04%-1.44%3.02%1.84%0.13%-0.16%-0.05%-0.57%2.44%3.74%7.79%8.71%-0.11%2.52%3.00%2.53%2.88%1.06%-0.16%-0.59%-0.10%
2017101.38%0.92%0.64%$13,552$12,964$12,2112.32%-0.19%1.74%1.95%-0.95%-0.37%0.19%0.10%2.17%1.48%0.86%0.58%-1.07%1.77%0.71%1.75%1.35%0.59%-0.13%-0.13%0.18%
2017111.86%1.17%1.19%$13,805$13,116$12,3563.12%-0.28%3.07%0.63%2.60%0.68%-0.12%-0.15%3.03%4.68%3.50%3.82%2.66%0.86%0.75%0.93%0.35%0.26%-0.17%-0.24%-0.12%
2017120.84%0.96%1.06%$13,921$13,242$12,4871.21%0.18%1.49%2.05%-0.25%-0.52%1.22%0.44%1.16%1.82%-0.52%-0.46%-0.14%1.65%1.08%2.42%2.86%5.93%-0.02%-0.11%0.17%
201812.55%1.82%1.87%$14,276$13,482$12,7215.69%-2.15%4.11%5.70%-4.11%-1.18%-1.23%-1.13%5.23%4.54%2.51%1.42%-4.25%4.75%5.71%4.23%4.34%6.96%-0.32%-0.96%-0.35%
20182-2.71%-3.47%-2.92%$13,890$13,015$12,349-3.80%-0.93%-4.72%-5.31%-7.71%0.27%-2.24%-1.01%-3.76%-4.63%-3.81%-4.19%-7.68%-5.11%-5.33%-4.19%-4.07%-4.28%-0.04%-0.28%-0.06%
20183-1.06%0.02%0.29%$13,743$13,018$12,385-2.47%1.16%-2.17%-0.44%3.75%0.54%0.56%0.67%-1.95%-1.76%1.99%1.42%3.88%-0.40%-1.27%-0.25%-0.37%1.22%0.18%0.47%0.60%
20184-0.29%-0.01%0.31%$13,702$13,017$12,4230.35%-1.28%0.13%0.57%1.44%-0.70%-1.57%-0.94%0.45%2.71%1.05%1.72%0.82%1.27%2.35%0.75%-0.13%-3.33%-0.17%-0.57%-0.04%
201851.85%0.54%0.75%$13,956$13,087$12,5152.41%0.99%1.60%-1.99%4.00%0.81%0.52%0.66%2.72%-0.78%6.45%5.83%3.68%-1.43%-4.12%-1.27%-1.24%-1.09%0.38%0.81%0.31%
201860.43%0.21%-0.43%$14,016$13,115$12,4620.59%0.20%-0.29%-2.14%4.42%1.76%-0.49%0.10%0.70%0.30%1.04%0.89%4.20%-1.67%-1.42%-2.13%-3.00%-6.48%-0.01%-0.01%0.21%
201872.08%1.80%1.29%$14,308$13,351$12,6233.75%-0.53%4.09%2.89%0.71%0.19%1.34%-0.03%3.32%3.47%3.24%2.61%0.60%2.28%3.04%0.72%1.13%2.31%-0.04%-0.31%-0.16%
201882.39%0.56%0.52%$14,651$13,426$12,6883.23%1.01%1.11%-2.34%3.03%1.41%0.02%0.57%3.43%2.00%4.82%3.14%2.58%-1.73%-3.84%-1.82%-1.86%-3.24%0.36%0.70%0.47%
20189-0.11%-0.51%-0.68%$14,634$13,357$12,6030.54%-1.20%0.40%0.44%-2.60%-1.71%-0.14%-0.62%0.20%-0.49%-3.08%-2.98%-2.64%0.71%2.04%0.15%0.21%-1.54%-0.15%-0.71%-0.22%
201810-4.41%-4.86%-4.92%$13,989$12,708$11,983-6.82%-0.30%-4.40%-8.30%-3.06%-2.24%-2.05%-0.64%-7.41%-5.62%-10.53%-10.09%-2.93%-8.60%-7.07%-9.59%-8.73%-10.10%0.12%-0.07%-0.43%
2018111.69%0.97%1.21%$14,225$12,832$12,1281.92%1.33%3.56%1.47%4.86%-2.23%-0.36%0.52%2.01%0.57%1.60%0.68%4.67%0.51%0.44%0.35%0.34%5.46%0.40%0.96%0.04%
201812-4.38%-4.10%-4.29%$13,603$12,306$11,608-8.86%2.80%-8.64%-4.94%-8.21%-1.53%1.86%2.22%-9.16%-12.11%-12.19%-12.30%-7.96%-5.67%-5.38%-7.18%-6.70%-2.49%0.83%2.26%0.20%
201915.02%6.59%5.81%$14,285$13,116$12,2837.92%0.65%6.10%7.57%11.75%5.64%3.37%0.91%8.54%11.26%10.63%12.19%11.85%7.47%6.50%8.08%7.51%10.50%0.20%0.29%0.75%
201921.79%1.40%1.38%$14,541$13,300$12,4523.23%-0.52%3.77%1.63%0.84%0.58%-0.20%-0.11%3.56%1.94%4.34%4.17%0.70%2.33%1.74%1.86%1.90%0.17%0.07%-0.23%-0.02%
201932.19%1.65%0.35%$14,860$13,520$12,4961.92%2.66%0.53%1.00%3.22%1.46%2.93%2.12%1.42%-1.63%-3.26%-3.80%4.21%0.60%-0.24%-0.45%-0.11%1.81%0.62%1.75%0.85%
201942.30%1.74%1.84%$15,201$13,756$12,7254.00%-0.52%2.84%2.85%-0.25%0.68%0.44%-0.20%3.93%5.19%3.86%4.20%-0.16%2.84%2.48%2.57%2.66%1.49%0.23%-0.14%0.47%
20195-2.88%-2.64%-3.46%$14,764$13,393$12,285-6.30%3.05%-6.31%-5.54%0.17%0.25%1.65%1.91%-6.45%-9.32%-8.69%-9.92%0.14%-5.21%-6.21%-5.99%-5.31%-6.04%0.78%2.06%0.55%
201964.72%3.99%3.81%$15,461$13,927$12,7536.95%1.22%6.65%5.89%1.39%1.31%3.25%1.10%7.08%8.75%7.34%7.71%1.54%5.86%5.34%4.75%3.50%6.22%0.45%0.95%0.63%
201970.96%0.23%-0.30%$15,610$13,959$12,7151.52%0.04%0.72%-1.80%1.17%1.80%0.25%0.18%1.41%0.54%1.19%1.19%1.70%-2.04%-2.77%-2.08%-2.72%-1.42%-0.06%-0.06%0.02%
201980.43%-0.04%-1.16%$15,677$13,953$12,567-1.66%3.95%-2.10%-2.44%3.34%0.60%3.88%2.78%-2.08%-5.80%-4.58%-5.13%3.75%-1.88%-3.47%-2.45%-3.04%-4.03%0.81%2.46%0.51%
201990.74%1.62%1.96%$15,793$14,179$12,8131.95%-1.19%3.90%2.82%2.98%0.75%-0.76%-0.61%1.78%6.00%3.37%5.61%1.93%3.16%4.99%3.05%4.19%1.20%-0.17%-0.68%-0.19%
2019101.42%1.69%1.71%$16,017$14,419$13,0322.16%0.19%1.05%3.45%1.44%0.43%0.44%0.21%2.11%0.99%2.03%1.99%1.13%3.21%3.46%4.04%4.55%2.69%0.36%0.28%0.27%
2019112.02%0.81%1.05%$16,341$14,536$13,1693.64%-0.69%2.34%1.05%-1.54%-0.44%0.47%-0.03%3.79%3.86%3.01%2.75%-1.30%1.34%0.47%2.10%2.64%-0.18%-0.03%-0.50%0.02%
2019121.53%2.19%2.17%$16,590$14,855$13,4552.92%-0.93%2.97%4.17%-0.61%1.92%0.53%-0.05%2.80%2.40%3.00%2.89%0.76%3.57%3.28%4.18%5.27%6.16%0.21%-0.27%0.90%
202011.39%-0.29%-1.85%$16,820$14,811$13,2060.00%3.47%-2.51%-3.40%1.12%1.52%2.45%2.03%-0.06%-5.95%-4.02%-6.35%1.23%-3.00%-4.25%-5.14%-4.63%-7.49%0.56%2.17%0.37%
20202-3.79%-5.11%-4.63%$16,182$14,055$12,595-8.46%2.96%-9.70%-6.61%-7.83%-4.87%1.09%1.58%-8.00%-13.05%-9.56%-10.12%-7.03%-7.65%-8.12%-9.86%-9.91%-5.79%0.89%2.16%0.40%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2Portfolio 3
Large-cap Value28.48%11.83%3.01%
Large-cap Growth31.58%10.24%0.92%
Mid-cap Value0.00%9.94%10.15%
Mid-cap Growth0.09%0.00%1.65%
Small-cap Value0.00%0.00%11.38%
Small-cap Growth0.03%0.00%0.27%
Global ex-US Developed Markets0.10%26.68%23.98%
Emerging Markets0.00%3.93%6.25%
Corporate Bonds0.00%18.03%4.80%
Long-Term Treasuries0.49%4.80%2.08%
Intermediate-Term Treasuries39.22%14.56%5.75%
Short-Term Treasuries0.00%0.00%29.75%
R Squared99.95%97.17%98.61%
Style analysis is based on monthly returns from Jan 2014 to Feb 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
IVViShares Core S&P 500 ETFLarge Blend60.00%0.03%25.91$4,656102.66%
IEFiShares 7-10 Year Treasury Bond ETFLong Government40.00%0.15%7.59$1,526-2.66%
100.00%0.08%25.917.59$6,182100.00%

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/EDurationReturn ContributionRisk Contribution
VYMVanguard High Dividend Yield ETFLarge Value5.00%0.06%17.96$2766.65%
VEUVanguard FTSE All-Wld ex-US ETFForeign Large Blend30.00%0.08%18.27$61645.66%
USRTiShares Core US REIT ETFReal Estate10.00%0.08%28.21$62912.75%
PFFiShares Preferred&Income Securities ETFPreferred Stock20.00%0.46%$7569.64%
LQDiShares iBoxx $ Invmt Grade Corp Bd ETFCorporate Bond10.00%0.14%9.00$4332.92%
AGGiShares Core US Aggregate Bond ETFIntermediate Core Bond10.00%0.04%5.50$2940.34%
VTIVanguard Total Stock Market ETFLarge Blend15.00%0.03%25.59$1,05022.04%
100.00%0.15%21.737.25$4,055100.00%

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
TickerNameCategoryWeightERP/EDurationReturn ContributionRisk Contribution
VTIVanguard Total Stock Market ETFLarge Blend6.00%0.03%25.59$4069.64%
RPVInvesco S&P 500 Pure Value ETFLarge Value6.00%0.35%12.91$18712.14%
IJRiShares Core S&P Small-Cap ETFSmall Blend6.00%0.06%18.60$26011.86%
SLYVSPDR S&P 600 Small Cap Value ETFSmall Value6.00%0.15%15.07$21512.54%
VNQVanguard Real Estate ETFReal Estate6.00%0.12%30.57$3916.94%
VEAVanguard FTSE Developed Markets ETFForeign Large Blend6.00%0.05%18.80$1169.57%
EFViShares MSCI EAFE Value ETFForeign Large Value6.00%0.39%14.52-$2.249.57%
FNDCSchwab Fundamental Intl Sm Co ETFForeign Small/Mid Blend6.00%0.39%14.51$1299.91%
DLSWisdomTree International SmallCp Div ETFForeign Small/Mid Value6.00%0.58%14.50$1439.91%
DGSWisdomTree Emerging Markets SmCp Div ETFDiversified Emerging Mkts6.00%0.63%10.53$12410.47%
VGSHVanguard Short-Term Treasury ETFShort Government12.00%0.05%1.95$121-0.48%
SPTISPDR Portfolio Intmdt Term Trs ETFIntermediate Government20.00%0.06%5.32$428-2.57%
VTIPVanguard Short-Term Infl-Prot Secs ETFInflation-Protected Bond8.00%0.05%2.75$76.810.50%
100.00%0.19%17.563.79$2,595100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Fund fundamentals data as of 10/27/2020. (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)0.67%0.48%0.33%
Arithmetic Mean (annualized)8.35%5.96%4.07%
Geometric Mean (monthly)0.65%0.46%0.31%
Geometric Mean (annualized)8.12%5.67%3.81%
Volatility (monthly)1.93%2.15%2.03%
Volatility (annualized)6.67%7.43%7.04%
Downside Deviation (monthly)1.15%1.37%1.37%
Max. Drawdown-7.15%-8.73%-8.74%
US Market Correlation0.950.900.93
Beta(*)0.520.560.54
Alpha (annualized)2.92%0.37%-1.33%
R290.11%81.63%87.14%
Sharpe Ratio1.070.660.44
Sortino Ratio1.731.010.64
Treynor Ratio (%)13.658.845.70
Calmar Ratio1.190.640.40
Active Return-1.33%-3.77%-5.63%
Tracking Error6.12%6.24%6.06%
Information Ratio-0.22-0.60-0.93
Skewness-0.52-0.28-0.35
Excess Kurtosis0.831.321.00
Historical Value-at-Risk (5%)-3.71%-4.16%-3.85%
Analytical Value-at-Risk (5%)-2.44%-3.02%-2.99%
Conditional Value-at-Risk (5%)-4.19%-4.77%-4.61%
Upside Capture Ratio (%)59.9556.1249.17
Downside Capture Ratio (%)45.4758.1961.07
Safe Withdrawal Rate20.56%19.27%18.14%
Perpetual Withdrawal Rate6.09%3.86%2.08%
Positive Periods53 out of 74 (71.62%)49 out of 74 (66.22%)49 out of 74 (66.22%)
Gain/Loss Ratio0.960.930.79
* 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
1Sep 2018Dec 20184 monthsMar 20193 months7 months-7.15%
2Aug 2015Sep 20152 monthsNov 20152 months4 months-4.48%
3Feb 2018Apr 20183 monthsJul 20183 months6 months-4.02%
4Feb 2020Feb 20201 month-3.79%
5May 2019May 20191 monthJun 20191 month2 months-2.88%
6Dec 2015Jan 20162 monthsMar 20162 months4 months-2.87%
7Aug 2016Oct 20163 monthsJan 20173 months6 months-1.89%
8Jun 2015Jun 20151 monthJul 20151 month2 months-1.84%
9Sep 2014Sep 20141 monthOct 20141 month2 months-1.25%
10Jul 2014Jul 20141 monthAug 20141 month2 months-0.93%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb 2018Dec 201811 monthsMar 20193 months1 year 2 months-8.73%
2May 2015Feb 201610 monthsJun 20164 months1 year 2 months-7.37%
3Jan 2020Feb 20202 months-5.39%
4Aug 2016Nov 20164 monthsJan 20172 months6 months-3.01%
5Sep 2014Sep 20141 monthNov 20142 months3 months-2.79%
6May 2019May 20191 monthJun 20191 month2 months-2.64%
7Jan 2014Jan 20141 monthFeb 20141 month2 months-1.11%
8Dec 2014Dec 20141 monthFeb 20152 months3 months-1.06%
9Jul 2014Jul 20141 monthAug 20141 month2 months-0.96%
10Mar 2015Mar 20151 monthApr 20151 month2 months-0.45%
Worst 10 drawdowns included above

Drawdowns for Portfolio 3

Drawdowns for Portfolio 3 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb 2018Dec 201811 monthsApr 20194 months1 year 3 months-8.74%
2Jun 2015Jan 20168 monthsJul 20166 months1 year 2 months-7.51%
3Jan 2020Feb 20202 months-6.39%
4May 2019May 20191 monthJun 20191 month2 months-3.46%
5Sep 2014Sep 20141 monthFeb 20155 months6 months-3.16%
6Jan 2014Jan 20141 monthFeb 20141 month2 months-1.76%
7Oct 2016Oct 20161 monthDec 20162 months3 months-1.66%
8Jul 2014Jul 20141 monthAug 20141 month2 months-1.54%
9Jul 2019Aug 20192 monthsSep 20191 month3 months-1.46%
10Mar 2015Mar 20151 monthApr 20151 month2 months-0.15%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
IVViShares Core S&P 500 ETF10.03%11.84%31.25%-8.46%-13.45%0.791.201.00
IEFiShares 7-10 Year Treasury Bond ETF4.77%5.38%9.07%0.99%-7.18%0.731.35-0.38
VYMVanguard High Dividend Yield ETF7.86%11.36%24.07%-11.96%-11.96%0.650.950.95
VEUVanguard FTSE All-Wld ex-US ETF2.23%12.40%27.39%-14.19%-20.36%0.170.240.83
USRTiShares Core US REIT ETF8.94%13.55%29.12%-6.80%-13.40%0.631.020.55
PFFiShares Preferred&Income Securities ETF5.50%5.13%15.92%-4.63%-7.50%0.891.430.52
LQDiShares iBoxx $ Invmt Grade Corp Bd ETF5.86%5.01%17.37%-3.79%-5.54%0.991.860.14
AGGiShares Core US Aggregate Bond ETF4.00%3.18%8.45%0.33%-3.52%0.981.84-0.22
VTIVanguard Total Stock Market ETF9.59%12.08%30.67%-8.06%-14.20%0.751.121.00
RPVInvesco S&P 500 Pure Value ETF4.18%15.80%24.79%-18.22%-18.22%0.280.400.92
IJRiShares Core S&P Small-Cap ETF6.20%16.13%26.61%-13.19%-22.64%0.400.580.88
SLYVSPDR S&P 600 Small Cap Value ETF4.82%17.04%31.18%-15.83%-22.98%0.310.450.86
VNQVanguard Real Estate ETF9.34%13.92%30.36%-6.02%-14.88%0.651.060.51
VEAVanguard FTSE Developed Markets ETF2.13%12.14%26.42%-14.75%-18.62%0.160.230.85
EFViShares MSCI EAFE Value ETF-0.46%12.89%21.25%-14.66%-25.23%-0.04-0.060.79
FNDCSchwab Fundamental Intl Sm Co ETF2.52%12.47%29.20%-19.13%-22.41%0.190.270.84
DLSWisdomTree International SmallCp Div ETF2.61%12.96%31.83%-18.92%-22.29%0.190.280.79
DGSWisdomTree Emerging Markets SmCp Div ETF1.67%15.35%37.46%-16.50%-30.15%0.130.180.65
VGSHVanguard Short-Term Treasury ETF1.39%0.98%3.52%0.04%-0.82%0.541.00-0.38
SPTISPDR Portfolio Intmdt Term Trs ETF2.94%2.78%6.01%0.43%-2.95%0.751.50-0.41
VTIPVanguard Short-Term Infl-Prot Secs ETF1.33%1.56%4.86%-1.41%-2.96%0.290.440.12

Monthly Correlations

Correlations for the portfolio assets
TickerNameIVVIEFVYMVEUUSRTPFFLQDAGGVTIRPVIJRSLYVVNQVEAEFVFNDCDLSDGSVGSHSPTIVTIPPortfolio 1Portfolio 2Portfolio 3
IVViShares Core S&P 500 ETF1.00-0.370.960.840.540.520.14-0.211.000.910.840.820.500.850.800.830.790.65-0.38-0.410.110.950.910.92
IEFiShares 7-10 Year Treasury Bond ETF-0.371.00-0.41-0.300.280.190.740.95-0.38-0.54-0.45-0.470.32-0.31-0.43-0.37-0.38-0.120.820.940.48-0.08-0.10-0.28
VYMVanguard High Dividend Yield ETF0.96-0.411.000.810.540.450.09-0.260.950.930.830.830.500.820.790.800.750.66-0.40-0.460.080.900.870.90
VEUVanguard FTSE All-Wld ex-US ETF0.84-0.300.811.000.400.470.24-0.110.830.780.650.650.380.990.960.950.930.86-0.25-0.310.320.800.910.92
USRTiShares Core US REIT ETF0.540.280.540.401.000.660.540.360.550.450.510.490.990.430.330.430.380.340.100.180.360.660.700.61
PFFiShares Preferred&Income Securities ETF0.520.190.450.470.661.000.500.310.520.440.390.380.650.500.410.520.490.40-0.040.080.340.610.700.56
LQDiShares iBoxx $ Invmt Grade Corp Bd ETF0.140.740.090.240.540.501.000.870.14-0.000.010.000.580.220.110.160.130.350.610.690.580.390.430.27
AGGiShares Core US Aggregate Bond ETF-0.210.95-0.26-0.110.360.310.871.00-0.22-0.39-0.33-0.360.41-0.13-0.25-0.20-0.210.040.820.930.550.080.08-0.11
VTIVanguard Total Stock Market ETF1.00-0.380.950.830.550.520.14-0.221.000.920.880.860.510.850.790.840.790.65-0.38-0.410.120.950.900.93
RPVInvesco S&P 500 Pure Value ETF0.91-0.540.930.780.450.44-0.00-0.390.921.000.880.900.410.790.790.810.770.64-0.54-0.590.010.810.810.90
IJRiShares Core S&P Small-Cap ETF0.84-0.450.830.650.510.390.01-0.330.880.881.000.990.480.670.630.710.670.51-0.42-0.480.010.760.740.86
SLYVSPDR S&P 600 Small Cap Value ETF0.82-0.470.830.650.490.380.00-0.360.860.900.991.000.460.670.640.720.670.53-0.45-0.510.010.740.730.86
VNQVanguard Real Estate ETF0.500.320.500.380.990.650.580.410.510.410.480.461.000.400.300.400.350.340.150.220.370.630.680.58
VEAVanguard FTSE Developed Markets ETF0.85-0.310.820.990.430.500.22-0.130.850.790.670.670.401.000.970.960.940.79-0.28-0.330.290.810.920.92
EFViShares MSCI EAFE Value ETF0.80-0.430.790.960.330.410.11-0.250.790.790.630.640.300.971.000.930.910.74-0.37-0.440.190.720.840.87
FNDCSchwab Fundamental Intl Sm Co ETF0.83-0.370.800.950.430.520.16-0.200.840.810.710.720.400.960.931.000.980.79-0.38-0.410.250.770.890.93
DLSWisdomTree International SmallCp Div ETF0.79-0.380.750.930.380.490.13-0.210.790.770.670.670.350.940.910.981.000.77-0.38-0.410.240.730.850.90
DGSWisdomTree Emerging Markets SmCp Div ETF0.65-0.120.660.860.340.400.350.040.650.640.510.530.340.790.740.790.771.00-0.09-0.140.390.660.780.80
VGSHVanguard Short-Term Treasury ETF-0.380.82-0.40-0.250.10-0.040.610.82-0.38-0.54-0.42-0.450.15-0.28-0.37-0.38-0.38-0.091.000.910.58-0.15-0.16-0.28
SPTISPDR Portfolio Intmdt Term Trs ETF-0.410.94-0.46-0.310.180.080.690.93-0.41-0.59-0.48-0.510.22-0.33-0.44-0.41-0.41-0.140.911.000.50-0.14-0.16-0.32
VTIPVanguard Short-Term Infl-Prot Secs ETF0.110.480.080.320.360.340.580.550.120.010.010.010.370.290.190.250.240.390.580.501.000.270.370.28

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
IVViShares Core S&P 500 ETF$4,656
IEFiShares 7-10 Year Treasury Bond ETF$1,526
VYMVanguard High Dividend Yield ETF$276
VEUVanguard FTSE All-Wld ex-US ETF$616
USRTiShares Core US REIT ETF$629
PFFiShares Preferred&Income Securities ETF$756
LQDiShares iBoxx $ Invmt Grade Corp Bd ETF$433
AGGiShares Core US Aggregate Bond ETF$294
VTIVanguard Total Stock Market ETF$1,050$406
RPVInvesco S&P 500 Pure Value ETF$187
IJRiShares Core S&P Small-Cap ETF$260
SLYVSPDR S&P 600 Small Cap Value ETF$215
VNQVanguard Real Estate ETF$391
VEAVanguard FTSE Developed Markets ETF$116
EFViShares MSCI EAFE Value ETF-$2.24
FNDCSchwab Fundamental Intl Sm Co ETF$129
DLSWisdomTree International SmallCp Div ETF$143
DGSWisdomTree Emerging Markets SmCp Div ETF$124
VGSHVanguard Short-Term Treasury ETF$121
SPTISPDR Portfolio Intmdt Term Trs ETF$428
VTIPVanguard Short-Term Infl-Prot Secs ETF$76.81

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
IVViShares Core S&P 500 ETF102.66%
IEFiShares 7-10 Year Treasury Bond ETF-2.66%
VYMVanguard High Dividend Yield ETF6.65%
VEUVanguard FTSE All-Wld ex-US ETF45.66%
USRTiShares Core US REIT ETF12.75%
PFFiShares Preferred&Income Securities ETF9.64%
LQDiShares iBoxx $ Invmt Grade Corp Bd ETF2.92%
AGGiShares Core US Aggregate Bond ETF0.34%
VTIVanguard Total Stock Market ETF22.04%9.64%
RPVInvesco S&P 500 Pure Value ETF12.14%
IJRiShares Core S&P Small-Cap ETF11.86%
SLYVSPDR S&P 600 Small Cap Value ETF12.54%
VNQVanguard Real Estate ETF6.94%
VEAVanguard FTSE Developed Markets ETF9.57%
EFViShares MSCI EAFE Value ETF9.57%
FNDCSchwab Fundamental Intl Sm Co ETF9.91%
DLSWisdomTree International SmallCp Div ETF9.91%
DGSWisdomTree Emerging Markets SmCp Div ETF10.47%
VGSHVanguard Short-Term Treasury ETF-0.48%
SPTISPDR Portfolio Intmdt Term Trs ETF-2.57%
VTIPVanguard Short-Term Infl-Prot Secs ETF0.50%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2Portfolio 3
AverageHighLowAverageHighLowAverageHighLow
1 year9.10%21.96%-2.28%7.22%20.71%-7.07%5.38%15.90%-7.04%
3 years7.88%10.78%6.28%6.25%9.00%4.40%5.36%6.82%3.34%
5 years7.28%8.22%6.35%5.38%6.51%4.24%4.29%5.55%3.03%
Result statistics are based on annualized rolling returns over full calendar year periods