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 to analyze and backtest portfolio returns, risk characteristics, standard deviation, annual returns and rolling returns. The results include a visualization of the portfolio growth chart and rolling returns, CAGR, standard deviation, Sharpe ratio, Sortino ratio, annual returns and inflation adjusted returns. A periodic contribution or withdrawal can also be specified together with the preferred portfolio rebalancing strategy. You can also analyze and compare asset class based lazy portfolios with a longer time horizon starting from 1972.

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Portfolio Assets 
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Asset 3
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Asset 5
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Asset 6
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Portfolio Analysis Results (Jan 2008 - Dec 2018)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
SPY SPDR S&P 500 ETF 50.00%
VB Vanguard Small-Cap ETF 18.00%
VEA Vanguard FTSE Developed Markets ETF 10.00%
VWO Vanguard FTSE Emerging Markets ETF 10.00%
QQQ Invesco QQQ Trust 12.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$20,278 6.64% 16.44%36.71%-39.24%-49.57% 0.450.640.99
Vanguard 500 Index Investor$10,000$21,331 7.13% 15.08%32.18%-37.02%-48.47% 0.500.711.00
   
Notes on results:
  • Past performance is not a guarantee of future returns and data and other errors may exist. See Disclaimer and Terms of Use
  • The entered time period is automatically adjusted based on the available return data for the specified assets
  • 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 (1-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdowns are calculated based on monthly returns excluding cashflows
  • Monthly return series of the selected benchmark is used for results comparisons
  • The backtested results include annual rebalancing of portfolio assets to match the specified allocation
  • The results use total return and assume that all received dividends and distributions are reinvested. Taxes and transaction fees are not included
  • 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 (SPY)Vanguard Small-Cap ETF (VB)Vanguard FTSE Developed Markets ETF (VEA)Vanguard FTSE Emerging Markets ETF (VWO)Invesco QQQ Trust (QQQ)
Portfolio 1Vanguard 500 Index InvestorPortfolio 1Vanguard 500 Index Investor
20080.09%-39.24%-37.02%$6,076$6,298-36.81%-36.19%-40.65%-52.49%-41.73%
20092.72%36.71%26.49%$8,306$7,96626.36%36.59%27.49%76.28%54.68%
20101.50%17.79%14.91%$9,784$9,15415.06%28.11%8.35%19.47%20.14%
20112.96%-2.25%1.97%$9,564$9,3341.89%-2.78%-12.30%-18.76%3.47%
20121.74%17.24%15.82%$11,213$10,81115.99%18.29%18.56%19.20%18.12%
20131.50%29.03%32.18%$14,467$14,29032.31%37.70%21.83%-4.92%36.63%
20140.76%9.80%13.51%$15,885$16,22013.46%7.63%-5.98%-0.07%19.18%
20150.73%-0.54%1.25%$15,800$16,4221.25%-3.76%-0.38%-15.81%9.45%
20162.07%11.66%11.82%$17,643$18,36312.00%18.44%2.67%12.21%7.10%
20172.11%23.49%21.67%$21,786$22,34221.70%16.26%26.42%31.48%32.66%
20181.91%-6.92%-4.52%$20,278$21,331-4.56%-9.33%-14.75%-14.77%-0.12%
Monthly returns for the configured portfolios
YearMonthReturnBalanceSPDR S&P 500 ETF (SPY)Vanguard Small-Cap ETF (VB)Vanguard FTSE Developed Markets ETF (VEA)Vanguard FTSE Emerging Markets ETF (VWO)Invesco QQQ Trust (QQQ)
Portfolio 1Vanguard 500 Index InvestorPortfolio 1Vanguard 500 Index Investor
20081-7.24%-6.02%$9,276$9,398-6.05%-6.39%-7.39%-9.02%-11.89%
20082-2.11%-3.25%$9,080$9,093-2.58%-2.39%-1.01%2.88%-4.83%
20083-0.74%-0.44%$9,013$9,053-0.90%-0.84%0.38%-3.68%1.87%
200845.73%4.85%$9,529$9,4924.77%5.68%5.38%8.43%7.98%
200852.62%1.29%$9,779$9,6151.51%4.83%1.21%1.79%5.93%
20086-8.70%-8.44%$8,928$8,804-8.35%-8.45%-8.68%-9.81%-9.61%
20087-0.92%-0.83%$8,845$8,730-0.90%1.46%-3.47%-4.72%0.64%
200880.39%1.45%$8,880$8,8571.55%3.22%-4.01%-7.92%1.45%
20089-10.83%-8.91%$7,919$8,068-9.44%-8.90%-11.59%-15.59%-15.58%
200810-18.74%-16.79%$6,435$6,713-16.52%-21.86%-20.56%-27.26%-15.47%
200811-8.45%-7.17%$5,891$6,231-6.96%-11.41%-6.62%-8.65%-11.46%
2008123.14%1.07%$6,076$6,2980.98%5.15%8.97%7.59%2.28%
20091-8.41%-8.41%$5,565$5,768-8.21%-9.65%-14.02%-8.91%-2.29%
20092-9.37%-10.66%$5,043$5,153-10.74%-12.01%-10.08%-2.38%-5.26%
200939.08%8.76%$5,501$5,6058.35%8.50%8.42%12.40%10.32%
2009412.86%9.56%$6,209$6,1419.93%18.66%11.82%17.44%13.06%
200957.50%5.62%$6,674$6,4865.85%5.64%13.06%17.89%3.21%
20096-0.19%0.22%$6,662$6,500-0.07%-0.31%-1.82%-2.45%2.95%
200978.68%7.58%$7,240$6,9927.46%9.55%10.57%10.91%8.44%
200983.02%3.60%$7,459$7,2443.69%4.27%4.50%-0.71%1.47%
200995.13%3.72%$7,842$7,5133.55%6.30%3.94%9.96%5.65%
200910-3.03%-1.87%$7,605$7,373-1.92%-6.35%-2.77%-2.41%-3.05%
2009115.61%5.98%$8,031$7,8146.16%3.29%4.11%7.18%6.35%
2009123.43%1.95%$8,306$7,9661.91%7.90%0.79%3.10%5.20%
20101-4.42%-3.60%$7,940$7,679-3.63%-3.37%-5.44%-6.73%-6.47%
201023.25%3.09%$8,197$7,9163.12%4.82%0.74%1.88%4.60%
201036.94%6.01%$8,766$8,3926.09%8.45%6.30%8.19%7.71%
201041.80%1.58%$8,924$8,5251.55%5.59%-2.77%-0.21%2.24%
20105-8.29%-8.01%$8,185$7,842-7.95%-7.76%-11.53%-9.18%-7.39%
20106-5.04%-5.24%$7,772$7,431-5.17%-7.74%-1.81%-0.55%-5.98%
201077.73%7.00%$8,373$7,9516.83%7.19%11.66%10.21%7.26%
20108-4.70%-4.53%$7,980$7,591-4.50%-6.64%-3.58%-2.56%-5.13%
2010910.35%8.92%$8,805$8,2688.96%12.01%9.66%11.42%13.17%
2010104.12%3.79%$9,168$8,5813.82%4.08%4.06%3.10%6.34%
201011-0.18%0.00%$9,151$8,5810.00%3.18%-4.90%-2.84%-0.17%
2010126.91%6.67%$9,784$9,1546.68%7.83%8.44%7.56%4.76%
201111.50%2.36%$9,931$9,3702.33%0.70%2.16%-3.45%2.83%
201123.47%3.42%$10,276$9,6903.47%5.52%3.66%-0.17%3.16%
201130.63%0.03%$10,340$9,6920.01%2.35%-2.50%5.47%-0.45%
201143.27%2.95%$10,678$9,9782.90%2.94%6.19%3.37%2.87%
20115-1.62%-1.15%$10,505$9,864-1.12%-1.96%-2.70%-2.94%-1.22%
20116-1.69%-1.67%$10,328$9,699-1.69%-2.09%-1.22%-1.00%-2.02%
20117-1.77%-2.05%$10,145$9,500-2.00%-3.63%-2.39%-0.62%1.67%
20118-6.61%-5.45%$9,475$8,983-5.50%-8.35%-8.58%-9.09%-5.07%
20119-8.86%-7.04%$8,635$8,350-6.94%-10.98%-11.33%-18.44%-4.49%
20111011.91%10.91%$9,664$9,26210.91%15.28%9.76%15.91%10.40%
201111-0.98%-0.23%$9,569$9,240-0.41%-0.44%-2.09%-1.71%-2.69%
201112-0.06%1.02%$9,564$9,3341.04%0.23%-2.12%-4.17%-0.62%
201216.22%4.46%$10,159$9,7514.64%6.95%5.62%10.78%8.42%
201224.57%4.31%$10,623$10,1714.34%3.27%4.88%5.43%6.41%
201232.39%3.28%$10,877$10,5043.22%2.33%0.33%-2.60%5.05%
20124-1.10%-0.64%$10,756$10,437-0.67%-1.02%-2.38%-2.09%-1.17%
20125-7.23%-6.02%$9,979$9,809-6.01%-6.72%-11.17%-10.67%-7.04%
201264.46%4.11%$10,424$10,2124.05%4.62%6.98%5.02%3.62%
201270.58%1.37%$10,485$10,3521.18%-1.00%0.25%0.20%1.00%
201282.89%2.24%$10,789$10,5842.51%3.56%3.29%0.25%5.19%
201292.63%2.58%$11,073$10,8572.54%2.80%2.64%5.31%0.89%
201210-1.80%-1.86%$10,874$10,655-1.82%-1.43%1.06%-0.55%-5.28%
2012111.06%0.56%$10,989$10,7140.57%1.25%2.71%1.28%1.31%
2012122.04%0.90%$11,213$10,8110.90%3.02%4.24%7.06%-0.46%
201314.41%5.18%$11,708$11,3715.12%6.35%3.83%0.07%2.67%
201320.57%1.34%$11,775$11,5231.28%1.26%-1.15%-2.36%0.34%
201333.14%3.74%$12,144$11,9543.80%4.65%1.19%-1.27%3.03%
201342.01%1.91%$12,388$12,1821.92%0.30%5.22%2.00%2.54%
201351.54%2.33%$12,580$12,4652.36%3.60%-2.97%-5.07%3.58%
20136-1.88%-1.35%$12,343$12,297-1.34%-1.06%-2.77%-5.33%-2.39%
201375.26%5.07%$12,992$12,9215.17%6.79%5.20%0.70%6.31%
20138-2.63%-2.91%$12,650$12,545-3.00%-3.24%-1.60%-3.43%-0.40%
201394.64%3.12%$13,237$12,9363.17%5.85%7.85%7.27%4.83%
2013104.23%4.59%$13,797$13,5294.63%3.18%3.21%4.34%4.96%
2013112.46%3.03%$14,137$13,9392.96%2.71%0.66%-0.93%3.55%
2013122.34%2.51%$14,467$14,2902.59%2.54%1.90%-0.28%2.92%
20141-3.73%-3.47%$13,928$13,794-3.52%-2.06%-5.21%-8.43%-1.92%
201424.73%4.56%$14,588$14,4234.55%5.08%5.95%3.24%5.15%
201430.45%0.82%$14,652$14,5420.83%-0.18%-0.37%4.62%-2.73%
201440.11%0.72%$14,668$14,6470.70%-2.44%1.57%0.89%-0.32%
201452.41%2.33%$15,022$14,9892.32%1.26%1.77%3.10%4.49%
201462.71%2.05%$15,429$15,2972.06%4.97%1.04%3.17%3.12%
20147-1.53%-1.39%$15,193$15,084-1.34%-5.02%-2.37%1.37%1.18%
201483.90%3.98%$15,786$15,6853.95%5.06%0.26%3.84%5.01%
20149-2.85%-1.41%$15,336$15,463-1.38%-5.34%-4.16%-7.18%-0.76%
2014102.50%2.42%$15,719$15,8382.36%4.52%-0.35%2.23%2.64%
2014112.06%2.68%$16,043$16,2632.75%1.06%0.00%-1.10%4.55%
201412-0.98%-0.26%$15,885$16,220-0.26%1.26%-3.77%-4.69%-2.24%
20151-2.07%-3.02%$15,557$15,730-2.96%-2.14%0.71%-0.20%-2.08%
201525.80%5.74%$16,460$16,6335.62%5.80%6.16%4.66%7.22%
20153-1.13%-1.59%$16,275$16,368-1.57%1.52%-1.22%-2.05%-2.36%
201541.48%0.95%$16,515$16,5240.98%-2.04%3.87%7.41%1.92%
201550.88%1.27%$16,660$16,7341.29%2.02%-0.05%-3.55%2.25%
20156-2.01%-1.93%$16,325$16,410-2.03%-0.82%-2.91%-2.54%-2.48%
201571.13%2.08%$16,510$16,7522.26%-0.29%1.46%-6.26%4.56%
20158-6.61%-6.04%$15,419$15,740-6.10%-5.83%-7.23%-9.86%-6.82%
20159-3.05%-2.49%$14,949$15,348-2.54%-4.53%-4.08%-2.88%-2.20%
2015107.89%8.42%$16,129$16,6408.51%5.68%6.73%5.29%11.37%
2015110.30%0.29%$16,177$16,6880.37%1.80%-0.76%-2.30%0.61%
201512-2.33%-1.59%$15,800$16,422-1.72%-4.19%-2.14%-3.44%-1.59%
20161-5.80%-4.98%$14,883$15,605-4.98%-7.55%-5.53%-5.75%-6.91%
20162-0.43%-0.15%$14,819$15,582-0.08%0.77%-3.08%-0.32%-1.57%
201637.70%6.78%$15,960$16,6386.72%8.47%7.20%12.72%6.85%
201640.48%0.37%$16,036$16,7000.39%1.77%2.31%1.01%-3.19%
201651.32%1.78%$16,247$16,9981.70%1.89%-0.30%-3.24%4.37%
201660.27%0.25%$16,291$17,0410.35%0.34%-2.04%4.93%-2.27%
201674.50%3.68%$17,023$17,6673.65%5.01%4.16%5.14%7.15%
201680.43%0.13%$17,096$17,6900.12%0.68%0.41%0.78%1.05%
201690.71%0.01%$17,217$17,6910.01%0.39%1.65%2.05%2.21%
201610-1.97%-1.83%$16,877$17,367-1.73%-4.06%-2.41%0.32%-1.46%
2016112.83%3.70%$17,355$18,0093.68%8.57%-1.51%-4.05%0.44%
2016121.66%1.96%$17,643$18,3632.03%1.92%2.45%-0.74%1.13%
201712.73%1.88%$18,124$18,7091.79%1.53%3.67%5.76%5.14%
201723.23%3.96%$18,710$19,4503.93%2.32%1.06%2.25%4.38%
201730.87%0.10%$18,874$19,4700.13%-0.19%3.06%2.84%2.03%
201741.37%1.02%$19,132$19,6680.99%0.86%2.21%1.56%2.73%
201751.45%1.39%$19,410$19,9421.41%-1.11%3.41%0.99%3.90%
201760.53%0.61%$19,513$20,0640.64%2.16%0.64%0.85%-2.32%
201772.59%2.04%$20,018$20,4742.06%1.19%2.88%5.34%4.06%
201780.57%0.29%$20,133$20,5340.29%-0.93%0.02%3.00%2.07%
201791.89%2.06%$20,513$20,9572.01%4.41%2.52%-0.49%-0.29%
2017102.46%2.32%$21,017$21,4422.36%1.56%1.77%2.43%4.61%
2017112.32%3.06%$21,506$22,0983.06%3.05%0.86%-0.34%1.97%
2017121.30%1.10%$21,786$22,3421.21%0.45%1.65%3.70%0.60%
201815.68%5.71%$23,025$23,6185.64%2.69%4.75%8.56%8.76%
20182-3.73%-3.69%$22,167$22,745-3.64%-3.96%-5.11%-5.36%-1.29%
20183-1.76%-2.56%$21,778$22,164-2.74%1.10%-0.40%-0.21%-4.08%
201840.23%0.37%$21,827$22,2470.52%0.37%1.27%-2.77%0.51%
201852.45%2.39%$22,362$22,7802.43%5.10%-1.43%-2.34%5.67%
20186-0.06%0.61%$22,349$22,9180.58%0.68%-1.67%-4.79%1.15%
201873.13%3.71%$23,048$23,7683.70%1.82%2.28%3.98%2.80%
201882.63%3.25%$23,655$24,5393.19%4.52%-1.73%-4.19%5.78%
20189-0.06%0.55%$23,640$24,6750.59%-1.47%0.71%-1.35%-0.28%
201810-7.94%-6.85%$21,763$22,985-6.91%-10.12%-8.60%-7.66%-8.60%
2018111.77%2.03%$22,147$23,4511.85%2.19%0.51%4.83%-0.26%
201812-8.44%-9.04%$20,278$21,331-8.79%-11.10%-5.67%-3.34%-8.65%

Portfolio Returns Based Style Analysis

Portfolio Returns Based Style Analysis
Style CategoryPortfolio 1Vanguard 500 Index Investor
Large-cap Value20.31%47.02%
Large-cap Growth39.16%52.81%
Mid-cap Value0.10%0.00%
Mid-cap Growth9.67%0.00%
Small-cap Value9.74%0.00%
Small-cap Growth0.00%0.00%
Global ex-US Developed Markets9.48%0.00%
Emerging Markets11.54%0.00%
Corporate Bonds0.00%0.00%
Long-Term Treasuries0.00%0.04%
Intermediate-Term Treasuries0.00%0.13%
Short-Term Treasuries0.00%0.00%
R Squared99.68%99.93%
Style analysis is based on monthly returns from Jan 2008 to Dec 2018 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 Exposures for Portfolio 1

Holdings Based Exposures for Portfolio 1
TickerNameCategoryERWeightReturn ContributionRisk Contribution
SPYSPDR S&P 500 ETFLarge Blend0.09%50.00%$5,69445.18%
VBVanguard Small-Cap ETFSmall Blend0.05%18.00%$1,96220.29%
VEAVanguard FTSE Developed Markets ETFForeign Large Blend0.05%10.00%$22610.48%
VWOVanguard FTSE Emerging Markets ETFDiversified Emerging Mkts0.12%10.00%$22011.89%
QQQInvesco QQQ TrustLarge Growth0.20%12.00%$2,17712.15%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fund fundamentals data as of 07/03/2019. © 2019 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 1Vanguard 500 Index Investor
Arithmetic Mean (monthly)0.65%0.67%
Arithmetic Mean (annualized)8.10%8.36%
Geometric Mean (monthly)0.54%0.58%
Geometric Mean (annualized)6.64%7.13%
Volatility (monthly)4.75%4.35%
Volatility (annualized)16.44%15.08%
Downside Deviation (monthly)3.32%3.06%
Max. Drawdown-49.57%-48.47%
US Market Correlation0.991.00
Beta(*)1.081.00
Alpha (annualized)-0.86%0.00%
R297.47%100.00%
Sharpe Ratio0.450.50
Sortino Ratio0.640.71
Treynor Ratio (%)6.867.63
Calmar Ratio0.610.67
Active Return-0.49%N/A
Tracking Error2.86%N/A
Information Ratio-0.17N/A
Skewness-0.68-0.79
Excess Kurtosis1.851.66
Historical Value-at-Risk (5%)-8.44%-8.15%
Analytical Value-at-Risk (5%)-7.14%-6.49%
Conditional Value-at-Risk (5%)-10.82%-10.37%
Upside Capture Ratio (%)105.68100.00
Downside Capture Ratio (%)108.90100.00
Safe Withdrawal Rate9.99%9.95%
Perpetual Withdrawal Rate4.68%5.12%
Positive Periods84 out of 132 (63.64%)88 out of 132 (66.67%)
Gain/Loss Ratio0.820.73
* Vanguard 500 Index Investor 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
1Jan 2008Feb 20091 year 2 monthsFeb 20112 years3 years 2 months-49.57%
2May 2011Sep 20115 monthsMar 20126 months11 months-19.13%
3Sep 2018Dec 20184 months-14.28%
4Jun 2015Feb 20169 monthsJul 20165 months1 year 2 months-11.05%
5Apr 2012May 20122 monthsSep 20124 months6 months-8.25%
6Feb 2018Mar 20182 monthsJul 20184 months6 months-5.42%
7Jan 2014Jan 20141 monthFeb 20141 month2 months-3.73%
8Dec 2014Jan 20152 monthsFeb 20151 month3 months-3.03%
9Sep 2014Sep 20141 monthNov 20142 months3 months-2.85%
10Aug 2013Aug 20131 monthSep 20131 month2 months-2.63%
Worst 10 drawdowns included above

Drawdowns for Vanguard 500 Index Investor

Drawdowns for Vanguard 500 Index Investor (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan 2008Feb 20091 year 2 monthsFeb 20123 years4 years 2 months-48.47%
2Oct 2018Dec 20183 months-13.55%
3Aug 2015Sep 20152 monthsMay 20168 months10 months-8.38%
4Apr 2012May 20122 monthsAug 20123 months5 months-6.62%
5Feb 2018Mar 20182 monthsJul 20184 months6 months-6.16%
6Jan 2014Jan 20141 monthFeb 20141 month2 months-3.47%
7Dec 2014Jan 20152 monthsFeb 20151 month3 months-3.27%
8Aug 2013Aug 20131 monthSep 20131 month2 months-2.91%
9Jun 2015Jun 20151 monthJul 20151 month2 months-1.93%
10Oct 2012Oct 20121 monthJan 20133 months4 months-1.86%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
SPYSPDR S&P 500 ETF7.19%15.05%32.31%-36.81%-48.23%0.510.721.00
VBVanguard Small-Cap ETF7.81%19.47%37.70%-36.19%-49.47%0.460.670.96
VEAVanguard FTSE Developed Markets ETF0.67%18.60%27.49%-40.65%-54.11%0.110.150.89
VWOVanguard FTSE Emerging Markets ETF-0.23%22.63%76.28%-52.49%-57.75%0.090.120.80
QQQInvesco QQQ Trust11.61%17.98%54.68%-41.73%-46.06%0.681.020.91

Monthly Correlations

Correlations for the portfolio assets
TickerNameSPYVBVEAVWOQQQPortfolio 1Vanguard 500 Index Investor
SPYSPDR S&P 500 ETF-0.940.890.800.910.991.00
VBVanguard Small-Cap ETF0.94-0.840.770.850.950.94
VEAVanguard FTSE Developed Markets ETF0.890.84-0.890.810.930.89
VWOVanguard FTSE Emerging Markets ETF0.800.770.89-0.750.860.80
QQQInvesco QQQ Trust0.910.850.810.75-0.930.91

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1
SPYSPDR S&P 500 ETF$5,694
VBVanguard Small-Cap ETF$1,962
VEAVanguard FTSE Developed Markets ETF$226
VWOVanguard FTSE Emerging Markets ETF$220
QQQInvesco QQQ Trust$2,177

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1
SPYSPDR S&P 500 ETF45.18%
VBVanguard Small-Cap ETF20.29%
VEAVanguard FTSE Developed Markets ETF10.48%
VWOVanguard FTSE Emerging Markets ETF11.89%
QQQInvesco QQQ Trust12.15%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Vanguard 500 Index Investor
AverageHighLowAverageHighLow
1 year8.80%36.71%-39.24%8.91%32.18%-37.02%
3 years10.80%18.43%-0.73%11.34%20.22%-2.90%
5 years11.34%18.95%2.32%12.22%17.81%1.57%
7 years11.25%14.63%6.84%12.13%14.67%7.15%
10 years10.45%12.81%8.10%10.67%12.97%8.37%
Result statistics are based on annualized rolling returns over full calendar year periods