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 (Aug 2019 - Dec 2020)

Portfolio Allocations

Global
Ticker Name Allocation
JHBTX Janus Henderson Global Bond T 15.00%
RPIEX T. Rowe Price Dynamic Global Bond Inv 15.00%
WAMBX WSTCM Credit Select Risk Managed Inv 13.00%
SUBFX Carillon Reams Unconstrained Bond I 13.00%
VASIX Vanguard LifeStrategy Income Inv 13.00%
SVARX Spectrum Low Volatility Investor 9.00%
SPEDX Alger Dynamic Opportunities A 7.00%
FMSDX Fidelity Multi-Asset Income 5.00%
MAPIX Matthews Asia Dividend Investor 5.00%
RPGAX T. Rowe Price Global Allocation 5.00%
Save portfolio »
Combined Global and Defensive
Ticker Name Allocation
JHBTX Janus Henderson Global Bond T 10.00%
RPIEX T. Rowe Price Dynamic Global Bond Inv 10.00%
WAMBX WSTCM Credit Select Risk Managed Inv 9.00%
SUBFX Carillon Reams Unconstrained Bond I 6.00%
SVARX Spectrum Low Volatility Investor 5.00%
SPEDX Alger Dynamic Opportunities A 8.00%
FMSDX Fidelity Multi-Asset Income 2.00%
PHDG Invesco S&P 500 Downside Hedged ETF 10.00%
THLGX Toews Hedged U.S. Fd 5.00%
FIXD First Trust TCWOpportunistic Fxd Inc ETF 10.00%
SWAN Amplify BlackSwan Gr&Trsry Cor ETF 5.00%
FIKFX Fidelity Freedom Index Income Investor 10.00%
TMSRX T. Rowe Price Multi-Strategy Ttl Ret Inv 10.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Global$10,000$11,805 12.43% 5.51%15.97%1.80%-2.64% 1.965.290.87
Combined Global and Defensive$10,000$11,798 12.38% 4.87%16.43%1.33%-1.53% 2.207.070.77
Vanguard Target Retirement 2020 Inv$10,000$11,806 12.44% 11.69%12.04%5.38%-10.95% 0.981.540.98
   

Trailing Returns

Trailing Returns
Name3 Month1 yearFull
Global5.81%15.97%12.43%
Combined Global and Defensive4.48%16.43%12.38%
Vanguard Target Retirement 2020 Inv7.86%12.04%12.44%
Trailing annualized returns 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 2019 are based on monthly returns from August 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
YearInflationGlobalCombined Global and DefensiveVanguard Target Retirement 2020 InvJanus Henderson Global Bond T (JHBTX)T. Rowe Price Dynamic Global Bond Inv (RPIEX)WSTCM Credit Select Risk Managed Inv (WAMBX)Carillon Reams Unconstrained Bond I (SUBFX)Vanguard LifeStrategy Income Inv (VASIX)Spectrum Low Volatility Investor (SVARX)Alger Dynamic Opportunities A (SPEDX)Fidelity Multi-Asset Income (FMSDX)Matthews Asia Dividend Investor (MAPIX)T. Rowe Price Global Allocation (RPGAX)Invesco S&P 500 Downside Hedged ETF (PHDG)Toews Hedged U.S. Fd (THLGX)First Trust TCWOpportunistic Fxd Inc ETF (FIXD)Amplify BlackSwan Gr&Trsry Cor ETF (SWAN)Fidelity Freedom Index Income Investor (FIKFX)T. Rowe Price Multi-Strategy Ttl Ret Inv (TMSRX)
ReturnBalanceReturnBalanceReturnBalance
20190.16%1.80%$10,1801.33%$10,1335.38%$10,5381.14%-0.21%1.47%2.20%3.16%0.97%-4.31%7.48%6.58%5.62%-0.78%3.28%2.37%6.45%3.07%1.65%
20201.36%15.97%$11,80516.43%$11,79812.04%$11,80612.88%9.42%10.60%11.18%9.13%24.10%47.26%16.55%31.25%14.80%18.83%30.43%8.88%15.87%8.54%13.20%
Annual return for 2019 is from 08/01/2019 to 12/31/2019
Monthly returns for the configured portfolios
YearMonthGlobalCombined Global and DefensiveVanguard Target Retirement 2020 InvJanus Henderson Global Bond T (JHBTX)T. Rowe Price Dynamic Global Bond Inv (RPIEX)WSTCM Credit Select Risk Managed Inv (WAMBX)Carillon Reams Unconstrained Bond I (SUBFX)Vanguard LifeStrategy Income Inv (VASIX)Spectrum Low Volatility Investor (SVARX)Alger Dynamic Opportunities A (SPEDX)Fidelity Multi-Asset Income (FMSDX)Matthews Asia Dividend Investor (MAPIX)T. Rowe Price Global Allocation (RPGAX)Invesco S&P 500 Downside Hedged ETF (PHDG)Toews Hedged U.S. Fd (THLGX)First Trust TCWOpportunistic Fxd Inc ETF (FIXD)Amplify BlackSwan Gr&Trsry Cor ETF (SWAN)Fidelity Freedom Index Income Investor (FIKFX)T. Rowe Price Multi-Strategy Ttl Ret Inv (TMSRX)
ReturnBalanceReturnBalanceReturnBalance
201980.44%$10,0440.47%$10,0470.03%$10,0033.15%-1.51%-0.20%1.33%1.63%-0.64%0.27%0.54%-2.17%-0.84%-3.23%0.00%2.63%2.81%1.26%0.41%
20199-0.50%$9,994-0.84%$9,9630.84%$10,088-1.41%-0.36%0.20%0.11%0.03%-0.32%-5.76%0.26%2.10%0.93%-0.15%-2.14%-0.48%0.10%0.09%-0.61%
2019100.42%$10,036-0.24%$9,9391.36%$10,2250.54%0.01%-0.39%0.44%0.50%-0.18%-1.21%1.69%4.07%1.46%-2.95%-0.59%0.03%0.81%0.59%-0.10%
2019110.17%$10,0530.82%$10,0201.32%$10,360-1.32%-0.20%0.10%0.14%0.49%-0.06%2.88%1.83%-0.99%1.59%3.12%3.38%0.27%1.71%0.55%0.72%
2019121.26%$10,1801.13%$10,1331.72%$10,5380.25%1.88%1.77%0.16%0.48%2.19%-0.36%2.97%3.56%2.40%2.61%2.69%-0.07%0.89%0.55%1.23%
202010.44%$10,2251.22%$10,2570.22%$10,5601.79%-1.54%-0.10%0.67%1.36%1.55%5.31%-1.13%-5.72%-0.30%0.57%2.42%1.99%2.51%1.01%0.83%
20202-0.45%$10,179-0.09%$10,247-3.22%$10,2200.41%1.49%-1.41%-0.25%-0.37%0.97%-0.76%-3.42%-2.85%-4.02%-0.82%-2.36%1.58%-1.09%-0.33%0.72%
20203-2.20%$9,955-0.68%$10,177-7.99%$9,404-0.55%3.12%0.41%-2.76%-3.96%-0.92%-3.34%-6.73%-11.67%-11.88%5.20%1.45%-1.33%-1.27%-2.74%-4.68%
202043.19%$10,2732.88%$10,4706.30%$9,9971.73%1.33%-0.20%4.43%3.51%1.62%8.29%6.83%7.88%7.58%2.29%2.22%2.37%3.76%3.04%3.95%
202052.59%$10,5392.50%$10,7322.82%$10,2790.72%1.16%2.45%1.88%1.36%3.91%8.18%3.44%5.33%4.34%2.24%5.05%0.98%1.64%1.22%2.57%
202061.58%$10,7061.30%$10,8721.92%$10,4761.32%0.12%0.70%1.88%1.18%3.07%2.09%0.57%5.94%2.83%1.30%3.25%0.92%1.25%0.97%0.90%
202073.38%$11,0673.28%$11,2283.15%$10,8073.38%1.85%4.15%1.63%2.12%4.33%5.42%5.23%6.59%4.05%3.39%6.88%1.73%3.46%1.86%2.78%
202081.19%$11,1991.80%$11,4302.64%$11,092-0.09%-0.14%0.47%0.55%0.47%1.91%2.46%3.56%6.85%3.37%7.18%7.37%-0.67%2.30%0.73%0.97%
20209-0.37%$11,157-1.21%$11,292-1.31%$10,946-0.41%-0.79%-1.13%-0.41%-0.35%-0.92%1.78%-2.22%3.33%-1.63%-3.90%-7.93%-0.13%-2.41%-0.59%0.19%
202010-0.05%$11,152-0.32%$11,255-1.18%$10,8160.12%0.13%0.29%0.29%-0.65%-0.12%0.38%-1.64%0.05%-0.43%-1.24%-1.97%-0.25%-2.71%-0.82%0.86%
2020113.49%$11,5412.62%$11,5506.38%$11,5062.22%0.47%2.76%2.07%3.11%4.26%5.24%8.49%8.85%8.04%-1.20%7.75%1.22%6.26%3.00%1.33%
2020122.28%$11,8052.15%$11,7982.61%$11,8061.60%1.93%1.88%0.82%1.21%2.30%4.94%3.56%5.16%3.63%2.87%3.89%0.18%1.53%1.02%2.31%

Holdings Based Style Analysis for Global

Holdings Based Style Analysis for Global
TickerNameCategoryWeightYieldFeesP/EDurationReturn ContributionRisk Contribution
JHBTXJanus Henderson Global Bond TWorld Bond15.00%1.37%0.84%8.02$2148.52%
RPIEXT. Rowe Price Dynamic Global Bond InvNontraditional Bond15.00%2.38%0.65%$1411.68%
WAMBXWSTCM Credit Select Risk Managed InvNontraditional Bond13.00%2.12%1.85%3.44$1598.17%
SUBFXCarillon Reams Unconstrained Bond INontraditional Bond13.00%2.29%0.50%0.20$17610.17%
VASIXVanguard LifeStrategy Income Inv15% to 30% Equity13.00%1.52%0.11%19.957.32$16211.82%
SVARXSpectrum Low Volatility InvestorNontraditional Bond9.00%1.65%3.02%4.20$2308.72%
SPEDXAlger Dynamic Opportunities ALong-Short Equity7.00%2.00%36.74$30713.39%
FMSDXFidelity Multi-Asset Income30% to 50% Equity5.00%3.07%0.85%16.778.20$12210.93%
MAPIXMatthews Asia Dividend InvestorDiversified Pacific/Asia5.00%0.78%1.02%21.87$19213.79%
RPGAXT. Rowe Price Global AllocationWorld Allocation5.00%0.85%0.95%21.715.55$10312.80%
100.00%1.72%1.10%23.385.06$1,805100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Combined Global and Defensive

Holdings Based Style Analysis for Combined Global and Defensive
TickerNameCategoryWeightYieldFeesP/EDurationReturn ContributionRisk Contribution
JHBTXJanus Henderson Global Bond TWorld Bond10.00%1.37%0.84%8.02$1426.47%
RPIEXT. Rowe Price Dynamic Global Bond InvNontraditional Bond10.00%2.38%0.65%$93.352.41%
WAMBXWSTCM Credit Select Risk Managed InvNontraditional Bond9.00%2.12%1.85%3.44$1106.80%
SUBFXCarillon Reams Unconstrained Bond INontraditional Bond6.00%2.29%0.50%0.20$81.134.72%
SVARXSpectrum Low Volatility InvestorNontraditional Bond5.00%1.65%3.02%4.20$1275.71%
SPEDXAlger Dynamic Opportunities ALong-Short Equity8.00%2.00%36.74$34918.50%
FMSDXFidelity Multi-Asset Income30% to 50% Equity2.00%3.07%0.85%16.778.20$48.514.50%
PHDGInvesco S&P 500 Downside Hedged ETFLong-Short Equity10.00%0.50%0.40%24.10$1839.96%
THLGXToews Hedged U.S. FdLong-Short Equity5.00%0.82%1.29%$17112.35%
FIXDFirst Trust TCWOpportunistic Fxd Inc ETFIntermediate Core-Plus Bond10.00%1.88%0.56%6.29$1144.16%
SWANAmplify BlackSwan Gr&Trsry Cor ETFOptions Trading5.00%0.21%0.49%24.03$1136.70%
FIKFXFidelity Freedom Index Income InvestorTarget-Date Retirement10.00%0.93%0.12%20.205.07$1177.97%
TMSRXT. Rowe Price Multi-Strategy Ttl Ret InvMultistrategy10.00%0.82%1.29%27.85$1509.77%
100.00%1.31%1.00%25.985.06$1,798100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

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
MetricGlobalCombined Global and DefensiveVanguard Target Retirement 2020 Inv
Arithmetic Mean (monthly)0.99%0.99%1.04%
Arithmetic Mean (annualized)12.59%12.50%13.16%
Geometric Mean (monthly)0.98%0.98%0.98%
Geometric Mean (annualized)12.43%12.38%12.44%
Volatility (monthly)1.59%1.41%3.37%
Volatility (annualized)5.51%4.87%11.69%
Downside Deviation (monthly)0.56%0.41%2.13%
Max. Drawdown-2.64%-1.53%-10.95%
US Market Correlation0.870.770.98
Beta(*)0.420.321.00
Alpha (annualized)6.64%7.90%0.00%
R280.85%57.81%100.00%
Sharpe Ratio1.962.200.98
Sortino Ratio5.297.071.54
Treynor Ratio (%)26.1334.7411.59
Active Return-0.01%-0.06%N/A
Tracking Error7.15%8.59%N/A
Information Ratio-0.00-0.01N/A
Skewness0.050.05-0.95
Excess Kurtosis-0.49-1.232.42
Historical Value-at-Risk (5%)-0.84%-0.92%-4.17%
Analytical Value-at-Risk (5%)-1.57%-1.23%-4.51%
Conditional Value-at-Risk (5%)-2.20%-1.21%-7.99%
Upside Capture Ratio (%)61.5858.79100.00
Downside Capture Ratio (%)22.7917.13100.00
Safe Withdrawal Rate54.23%54.09%55.24%
Perpetual Withdrawal Rate7.27%7.24%7.27%
Positive Periods12 out of 17 (70.59%)11 out of 17 (64.71%)13 out of 17 (76.47%)
Gain/Loss Ratio2.393.240.70
* Vanguard Target Retirement 2020 Inv 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 PeriodStartEndGlobalCombined Global and DefensiveVanguard Target Retirement 2020 Inv
COVID-19 StartJan 2020Mar 2020-2.64%-0.78%-10.95%

Drawdowns for Global

Drawdowns for Global
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb 2020Mar 20202 monthsApr 20201 month3 months-2.64%
2Sep 2019Sep 20191 monthNov 20192 months3 months-0.50%
3Sep 2020Oct 20202 monthsNov 20201 month3 months-0.42%

Drawdowns for Combined Global and Defensive

Drawdowns for Combined Global and Defensive
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Sep 2020Oct 20202 monthsNov 20201 month3 months-1.53%
2Sep 2019Oct 20192 monthsDec 20192 months4 months-1.08%
3Feb 2020Mar 20202 monthsApr 20201 month3 months-0.78%

Drawdowns for Vanguard Target Retirement 2020 Inv

Drawdowns for Vanguard Target Retirement 2020 Inv
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb 2020Mar 20202 monthsJul 20204 months6 months-10.95%
2Sep 2020Oct 20202 monthsNov 20201 month3 months-2.48%

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
JHBTXJanus Henderson Global Bond T9.80%4.85%12.88%1.14%-2.19%1.764.530.34
RPIEXT. Rowe Price Dynamic Global Bond Inv6.40%4.48%9.42%-0.21%-2.06%1.212.53-0.10
WAMBXWSTCM Credit Select Risk Managed Inv8.48%5.05%10.60%1.47%-1.51%1.454.320.48
SUBFXCarillon Reams Unconstrained Bond I9.43%5.13%11.18%2.20%-3.01%1.593.400.83
VASIXVanguard LifeStrategy Income Inv8.72%5.77%9.13%3.16%-4.31%1.322.200.87
SVARXSpectrum Low Volatility Investor17.26%6.28%24.10%0.97%-1.20%2.4010.640.63
SPEDXAlger Dynamic Opportunities A27.39%13.37%47.26%-4.31%-6.89%1.814.120.65
FMSDXFidelity Multi-Asset Income17.24%13.18%16.55%7.48%-10.94%1.202.300.96
MAPIXMatthews Asia Dividend Investor26.74%18.80%31.25%6.58%-19.10%1.312.150.85
RPGAXT. Rowe Price Global Allocation14.57%15.87%14.80%5.62%-15.68%0.881.300.97
PHDGInvesco S&P 500 Downside Hedged ETF12.33%10.52%18.83%-0.78%-6.23%1.072.130.16
THLGXToews Hedged U.S. Fd23.41%14.06%30.43%3.28%-9.74%1.512.860.59
FIXDFirst Trust TCWOpportunistic Fxd Inc ETF7.96%3.95%8.88%2.37%-1.33%1.754.720.33
SWANAmplify BlackSwan Gr&Trsry Cor ETF15.96%7.96%15.87%6.45%-5.06%1.804.190.76
FIKFXFidelity Freedom Index Income Investor8.24%4.76%8.54%3.07%-3.06%1.492.810.90
TMSRXT. Rowe Price Multi-Strategy Ttl Ret Inv10.41%6.31%13.20%1.65%-4.68%1.452.280.78

Monthly Correlations

Correlations for the portfolio assets
TickerNameJHBTXRPIEXWAMBXSUBFXVASIXSVARXSPEDXFMSDXMAPIXRPGAXPHDGTHLGXFIXDSWANFIKFXTMSRXGlobalCombined Global and DefensiveVanguard Target Retirement 2020 Inv
JHBTXJanus Henderson Global Bond T1.00-0.020.460.590.650.540.540.460.280.39-0.140.410.780.630.640.500.650.640.43
RPIEXT. Rowe Price Dynamic Global Bond Inv-0.021.000.42-0.15-0.260.300.040.03-0.01-0.150.530.28-0.25-0.07-0.18-0.060.140.26-0.15
WAMBXWSTCM Credit Select Risk Managed Inv0.460.421.000.290.370.800.430.600.450.470.390.740.070.530.430.360.690.720.47
SUBFXCarillon Reams Unconstrained Bond I0.59-0.150.291.000.930.570.720.800.720.86-0.060.390.700.680.910.860.850.730.87
VASIXVanguard LifeStrategy Income Inv0.65-0.260.370.931.000.620.710.870.730.91-0.130.440.730.800.990.860.880.750.93
SVARXSpectrum Low Volatility Investor0.540.300.800.570.621.000.670.700.620.670.340.770.360.650.660.630.860.870.66
SPEDXAlger Dynamic Opportunities A0.540.040.430.720.710.671.000.640.490.650.200.530.560.590.700.770.800.830.65
FMSDXFidelity Multi-Asset Income0.460.030.600.800.870.700.641.000.850.950.150.650.380.820.910.760.920.820.96
MAPIXMatthews Asia Dividend Investor0.28-0.010.450.720.730.620.490.851.000.900.010.370.170.480.730.740.820.600.87
RPGAXT. Rowe Price Global Allocation0.39-0.150.470.860.910.670.650.950.901.000.030.510.400.700.910.850.900.740.99
PHDGInvesco S&P 500 Downside Hedged ETF-0.140.530.39-0.06-0.130.340.200.150.010.031.000.66-0.290.20-0.040.010.160.450.04
THLGXToews Hedged U.S. Fd0.410.280.740.390.440.770.530.650.370.510.661.000.170.770.540.350.670.840.54
FIXDFirst Trust TCWOpportunistic Fxd Inc ETF0.78-0.250.070.700.730.360.560.380.170.40-0.290.171.000.570.690.600.510.500.43
SWANAmplify BlackSwan Gr&Trsry Cor ETF0.63-0.070.530.680.800.650.590.820.480.700.200.770.571.000.870.500.770.810.77
FIKFXFidelity Freedom Index Income Investor0.64-0.180.430.910.990.660.700.910.730.91-0.040.540.690.871.000.820.900.800.94
TMSRXT. Rowe Price Multi-Strategy Ttl Ret Inv0.50-0.060.360.860.860.630.770.760.740.850.010.350.600.500.821.000.850.740.83

Portfolio Return Decomposition

Portfolio return decomposition
TickerNameGlobalCombined Global and Defensive
JHBTXJanus Henderson Global Bond T$214$142
RPIEXT. Rowe Price Dynamic Global Bond Inv$141$93.35
WAMBXWSTCM Credit Select Risk Managed Inv$159$110
SUBFXCarillon Reams Unconstrained Bond I$176$81.13
VASIXVanguard LifeStrategy Income Inv$162
SVARXSpectrum Low Volatility Investor$230$127
SPEDXAlger Dynamic Opportunities A$307$349
FMSDXFidelity Multi-Asset Income$122$48.51
MAPIXMatthews Asia Dividend Investor$192
RPGAXT. Rowe Price Global Allocation$103
PHDGInvesco S&P 500 Downside Hedged ETF$183
THLGXToews Hedged U.S. Fd$171
FIXDFirst Trust TCWOpportunistic Fxd Inc ETF$114
SWANAmplify BlackSwan Gr&Trsry Cor ETF$113
FIKFXFidelity Freedom Index Income Investor$117
TMSRXT. Rowe Price Multi-Strategy Ttl Ret Inv$150

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNameGlobalCombined Global and Defensive
JHBTXJanus Henderson Global Bond T8.52%6.47%
RPIEXT. Rowe Price Dynamic Global Bond Inv1.68%2.41%
WAMBXWSTCM Credit Select Risk Managed Inv8.17%6.80%
SUBFXCarillon Reams Unconstrained Bond I10.17%4.72%
VASIXVanguard LifeStrategy Income Inv11.82%
SVARXSpectrum Low Volatility Investor8.72%5.71%
SPEDXAlger Dynamic Opportunities A13.39%18.50%
FMSDXFidelity Multi-Asset Income10.93%4.50%
MAPIXMatthews Asia Dividend Investor13.79%
RPGAXT. Rowe Price Global Allocation12.80%
PHDGInvesco S&P 500 Downside Hedged ETF9.96%
THLGXToews Hedged U.S. Fd12.35%
FIXDFirst Trust TCWOpportunistic Fxd Inc ETF4.16%
SWANAmplify BlackSwan Gr&Trsry Cor ETF6.70%
FIKFXFidelity Freedom Index Income Investor7.97%
TMSRXT. Rowe Price Multi-Strategy Ttl Ret Inv9.77%

Annual Asset Returns