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 2
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Asset 3
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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 2001 - Dec 2018)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
QQQ Invesco QQQ Trust 100.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
IVV iShares Core S&P 500 ETF 100.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$29,948 6.28% 22.13%54.68%-41.73%-67.78% 0.330.460.87
Portfolio 2$10,000$27,108 5.70% 14.31%32.30%-37.02%-50.78% 0.360.511.00
   
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
  • 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
YearInflationReturnBalanceInvesco QQQ Trust (QQQ)iShares Core S&P 500 ETF (IVV)
Portfolio 1Portfolio 2Portfolio 1Portfolio 2
20011.55%-33.34%-11.95%$6,666$8,805-33.34%-11.95%
20022.38%-37.37%-21.55%$4,175$6,908-37.37%-21.55%
20031.88%49.67%28.46%$6,248$8,87449.67%28.46%
20043.26%10.54%10.79%$6,907$9,83110.54%10.79%
20053.42%1.57%4.87%$7,015$10,3091.57%4.87%
20062.54%7.14%15.94%$7,516$11,9537.14%15.94%
20074.08%19.02%5.29%$8,946$12,58619.02%5.29%
20080.09%-41.73%-37.02%$5,213$7,927-41.73%-37.02%
20092.72%54.68%26.60%$8,064$10,03554.68%26.60%
20101.50%20.14%15.09%$9,688$11,54920.14%15.09%
20112.96%3.47%1.86%$10,024$11,7643.47%1.86%
20121.74%18.12%16.06%$11,840$13,65318.12%16.06%
20131.50%36.63%32.30%$16,178$18,06336.63%32.30%
20140.76%19.18%13.56%$19,281$20,51319.18%13.56%
20150.73%9.45%1.30%$21,102$20,7799.45%1.30%
20162.07%7.10%12.16%$22,601$23,3047.10%12.16%
20172.11%32.66%21.76%$29,983$28,37632.66%21.76%
20181.91%-0.12%-4.47%$29,948$27,108-0.12%-4.47%
Monthly returns for the configured portfolios
YearMonthReturnBalanceInvesco QQQ Trust (QQQ)iShares Core S&P 500 ETF (IVV)
Portfolio 1Portfolio 2Portfolio 1Portfolio 2
2001110.15%4.22%$11,015$10,42210.15%4.22%
20012-26.21%-9.37%$8,128$9,445-26.21%-9.37%
20013-17.49%-5.73%$6,707$8,904-17.49%-5.73%
2001417.88%7.27%$7,906$9,55117.88%7.27%
20015-3.08%0.42%$7,663$9,591-3.08%0.42%
200162.17%-2.14%$7,829$9,3852.17%-2.14%
20017-8.62%-1.13%$7,154$9,279-8.62%-1.13%
20018-12.28%-5.83%$6,275$8,738-12.28%-5.83%
20019-20.88%-8.61%$4,964$7,986-20.88%-8.61%
20011016.98%1.78%$5,807$8,12816.98%1.78%
20011116.96%7.76%$6,792$8,75916.96%7.76%
200112-1.87%0.52%$6,666$8,805-1.87%0.52%
20021-1.03%-1.04%$6,597$8,713-1.03%-1.04%
20022-12.28%-1.86%$5,787$8,551-12.28%-1.86%
200236.75%3.37%$6,177$8,8396.75%3.37%
20024-12.01%-5.71%$5,436$8,334-12.01%-5.71%
20025-5.33%-0.81%$5,146$8,267-5.33%-0.81%
20026-13.12%-7.19%$4,471$7,672-13.12%-7.19%
20027-8.62%-7.77%$4,086$7,076-8.62%-7.77%
20028-1.51%0.47%$4,024$7,110-1.51%0.47%
20029-11.79%-10.36%$3,549$6,373-11.79%-10.36%
20021018.48%8.32%$4,206$6,90318.48%8.32%
20021112.91%5.73%$4,749$7,29812.91%5.73%
200212-12.09%-5.35%$4,175$6,908-12.09%-5.35%
200310.29%-2.47%$4,187$6,7370.29%-2.47%
200322.95%-1.39%$4,310$6,6432.95%-1.39%
200330.36%0.22%$4,325$6,6580.36%0.22%
200348.71%8.49%$4,702$7,2238.71%8.49%
200358.52%5.41%$5,103$7,6148.52%5.41%
200360.54%1.18%$5,131$7,7040.54%1.18%
200376.18%1.72%$5,448$7,8376.18%1.72%
200385.00%1.88%$5,720$7,9845.00%1.88%
20039-2.91%-1.00%$5,554$7,904-2.91%-1.00%
2003108.51%5.41%$6,027$8,3318.51%5.41%
2003110.57%1.22%$6,061$8,4320.57%1.22%
2003123.09%5.23%$6,248$8,8743.09%5.23%
200411.67%2.15%$6,353$9,0641.67%2.15%
20042-1.35%1.26%$6,267$9,178-1.35%1.26%
20043-2.00%-1.23%$6,142$9,065-2.00%-1.23%
20044-2.99%-1.87%$5,959$8,895-2.99%-1.87%
200455.12%1.67%$6,264$9,0445.12%1.67%
200463.26%1.78%$6,468$9,2053.26%1.78%
20047-7.55%-3.13%$5,979$8,917-7.55%-3.13%
20048-2.49%0.20%$5,830$8,934-2.49%0.20%
200493.29%0.96%$6,022$9,0203.29%0.96%
2004105.01%1.25%$6,324$9,1335.01%1.25%
2004116.02%4.43%$6,704$9,5386.02%4.43%
2004123.02%3.07%$6,907$9,8313.02%3.07%
20051-6.31%-2.24%$6,471$9,611-6.31%-2.24%
20052-0.48%2.08%$6,440$9,810-0.48%2.08%
20053-1.75%-1.81%$6,327$9,633-1.75%-1.81%
20054-4.35%-1.80%$6,052$9,460-4.35%-1.80%
200558.86%3.15%$6,589$9,7578.86%3.15%
20056-3.32%0.13%$6,370$9,769-3.32%0.13%
200577.61%3.85%$6,854$10,1467.61%3.85%
20058-1.52%-0.97%$6,750$10,047-1.52%-0.97%
200591.23%0.82%$6,834$10,1301.23%0.82%
200510-1.50%-2.15%$6,731$9,913-1.50%-2.15%
2005116.10%4.16%$7,142$10,3266.10%4.16%
200512-1.77%-0.16%$7,015$10,309-1.77%-0.16%
200613.93%2.47%$7,291$10,5643.93%2.47%
20062-2.14%0.53%$7,135$10,620-2.14%0.53%
200632.09%1.56%$7,284$10,7862.09%1.56%
20064-0.19%1.29%$7,270$10,926-0.19%1.29%
20065-7.24%-2.93%$6,744$10,606-7.24%-2.93%
20066-0.06%0.27%$6,740$10,634-0.06%0.27%
20067-4.31%0.39%$6,449$10,676-4.31%0.39%
200684.77%2.20%$6,757$10,9114.77%2.20%
200694.64%2.67%$7,071$11,2034.64%2.67%
2006104.75%3.21%$7,406$11,5624.75%3.21%
2006113.43%1.96%$7,660$11,7893.43%1.96%
200612-1.88%1.39%$7,516$11,953-1.88%1.39%
200712.11%1.43%$7,675$12,1242.11%1.43%
20072-1.68%-1.90%$7,546$11,894-1.68%-1.90%
200730.52%1.19%$7,586$12,0350.52%1.19%
200745.58%4.31%$8,009$12,5555.58%4.31%
200753.15%3.41%$8,262$12,9833.15%3.41%
200760.48%-1.55%$8,301$12,7830.48%-1.55%
20077-0.15%-3.19%$8,289$12,375-0.15%-3.19%
200782.82%1.31%$8,523$12,5372.82%1.31%
200795.25%4.09%$8,970$13,0505.25%4.09%
2007107.04%1.41%$9,602$13,2347.04%1.41%
200711-6.76%-4.11%$8,953$12,690-6.76%-4.11%
200712-0.07%-0.82%$8,946$12,586-0.07%-0.82%
20081-11.89%-6.27%$7,883$11,797-11.89%-6.27%
20082-4.83%-2.76%$7,502$11,472-4.83%-2.76%
200831.87%-0.63%$7,642$11,3991.87%-0.63%
200847.98%4.82%$8,252$11,9497.98%4.82%
200855.93%1.28%$8,742$12,1035.93%1.28%
20086-9.61%-8.39%$7,901$11,088-9.61%-8.39%
200870.64%-0.74%$7,952$11,0050.64%-0.74%
200881.45%1.49%$8,067$11,1691.45%1.49%
20089-15.58%-8.89%$6,811$10,176-15.58%-8.89%
200810-15.47%-16.63%$5,757$8,483-15.47%-16.63%
200811-11.46%-7.46%$5,097$7,850-11.46%-7.46%
2008122.28%0.97%$5,213$7,9272.28%0.97%
20091-2.29%-8.13%$5,094$7,282-2.29%-8.13%
20092-5.26%-10.56%$4,826$6,513-5.26%-10.56%
2009310.32%8.02%$5,324$7,03610.32%8.02%
2009413.06%10.14%$6,019$7,74913.06%10.14%
200953.21%5.84%$6,212$8,2023.21%5.84%
200962.95%0.04%$6,395$8,2052.95%0.04%
200978.44%7.38%$6,935$8,8118.44%7.38%
200981.47%3.66%$7,037$9,1331.47%3.66%
200995.65%3.63%$7,435$9,4655.65%3.63%
200910-3.05%-1.92%$7,208$9,283-3.05%-1.92%
2009116.35%6.09%$7,665$9,8486.35%6.09%
2009125.20%1.91%$8,064$10,0355.20%1.91%
20101-6.47%-3.71%$7,542$9,663-6.47%-3.71%
201024.60%3.15%$7,889$9,9674.60%3.15%
201037.71%6.11%$8,498$10,5767.71%6.11%
201042.24%1.62%$8,688$10,7482.24%1.62%
20105-7.39%-8.00%$8,046$9,888-7.39%-8.00%
20106-5.98%-5.26%$7,565$9,368-5.98%-5.26%
201077.26%6.99%$8,114$10,0227.26%6.99%
20108-5.13%-4.43%$7,698$9,579-5.13%-4.43%
2010913.17%8.81%$8,712$10,42313.17%8.81%
2010106.34%3.84%$9,264$10,8236.34%3.84%
201011-0.17%-0.07%$9,248$10,816-0.17%-0.07%
2010124.76%6.78%$9,688$11,5494.76%6.78%
201112.83%2.30%$9,962$11,8152.83%2.30%
201123.16%3.46%$10,277$12,2243.16%3.46%
20113-0.45%-0.00%$10,231$12,223-0.45%-0.00%
201142.87%2.95%$10,525$12,5842.87%2.95%
20115-1.22%-1.19%$10,396$12,434-1.22%-1.19%
20116-2.02%-1.68%$10,186$12,226-2.02%-1.68%
201171.67%-1.97%$10,355$11,9851.67%-1.97%
20118-5.07%-5.52%$9,831$11,323-5.07%-5.52%
20119-4.49%-6.80%$9,389$10,553-4.49%-6.80%
20111010.40%10.65%$10,366$11,67810.40%10.65%
201111-2.69%-0.32%$10,087$11,640-2.69%-0.32%
201112-0.62%1.06%$10,024$11,764-0.62%1.06%
201218.42%4.61%$10,868$12,3078.42%4.61%
201226.41%4.21%$11,565$12,8256.41%4.21%
201235.05%3.29%$12,149$13,2475.05%3.29%
20124-1.17%-0.66%$12,007$13,160-1.17%-0.66%
20125-7.04%-6.01%$11,162$12,369-7.04%-6.01%
201263.62%4.20%$11,566$12,8893.62%4.20%
201271.00%1.24%$11,681$13,0491.00%1.24%
201285.19%2.48%$12,287$13,3725.19%2.48%
201290.89%2.34%$12,396$13,6850.89%2.34%
201210-5.28%-2.02%$11,742$13,408-5.28%-2.02%
2012111.31%0.87%$11,895$13,5251.31%0.87%
201212-0.46%0.95%$11,840$13,653-0.46%0.95%
201312.67%5.11%$12,157$14,3512.67%5.11%
201320.34%1.36%$12,199$14,5460.34%1.36%
201333.03%3.68%$12,568$15,0813.03%3.68%
201342.54%1.96%$12,887$15,3772.54%1.96%
201353.58%2.40%$13,348$15,7463.58%2.40%
20136-2.39%-1.59%$13,028$15,496-2.39%-1.59%
201376.31%5.39%$13,851$16,3316.31%5.39%
20138-0.40%-3.04%$13,796$15,835-0.40%-3.04%
201394.83%3.24%$14,463$16,3484.83%3.24%
2013104.96%4.61%$15,180$17,1024.96%4.61%
2013113.55%2.98%$15,719$17,6123.55%2.98%
2013122.92%2.56%$16,178$18,0632.92%2.56%
20141-1.92%-3.49%$15,867$17,432-1.92%-3.49%
201425.15%4.56%$16,684$18,2275.15%4.56%
20143-2.73%0.87%$16,229$18,386-2.73%0.87%
20144-0.32%0.74%$16,177$18,523-0.32%0.74%
201454.49%2.28%$16,903$18,9464.49%2.28%
201463.12%2.09%$17,431$19,3423.12%2.09%
201471.18%-1.40%$17,637$19,0721.18%-1.40%
201485.01%3.97%$18,520$19,8295.01%3.97%
20149-0.76%-1.38%$18,380$19,556-0.76%-1.38%
2014102.64%2.39%$18,866$20,0232.64%2.39%
2014114.55%2.75%$19,723$20,5744.55%2.75%
201412-2.24%-0.30%$19,281$20,513-2.24%-0.30%
20151-2.08%-2.90%$18,880$19,918-2.08%-2.90%
201527.22%5.65%$20,243$21,0427.22%5.65%
20153-2.36%-1.59%$19,765$20,708-2.36%-1.59%
201541.92%0.97%$20,145$20,9091.92%0.97%
201552.25%1.30%$20,598$21,1812.25%1.30%
20156-2.48%-1.98%$20,086$20,762-2.48%-1.98%
201574.56%2.19%$21,002$21,2174.56%2.19%
20158-6.82%-6.14%$19,569$19,914-6.82%-6.14%
20159-2.20%-2.49%$19,137$19,417-2.20%-2.49%
20151011.37%8.47%$21,313$21,06211.37%8.47%
2015110.61%0.39%$21,443$21,1450.61%0.39%
201512-1.59%-1.73%$21,102$20,779-1.59%-1.73%
20161-6.91%-5.00%$19,644$19,739-6.91%-5.00%
20162-1.57%-0.06%$19,337$19,728-1.57%-0.06%
201636.85%6.82%$20,661$21,0746.85%6.82%
20164-3.19%0.39%$20,003$21,157-3.19%0.39%
201654.37%1.69%$20,877$21,5144.37%1.69%
20166-2.27%0.25%$20,402$21,569-2.27%0.25%
201677.15%3.74%$21,861$22,3757.15%3.74%
201681.05%0.13%$22,091$22,4041.05%0.13%
201692.21%0.01%$22,580$22,4062.21%0.01%
201610-1.46%-1.78%$22,251$22,008-1.46%-1.78%
2016110.44%3.67%$22,348$22,8150.44%3.67%
2016121.13%2.14%$22,601$23,3041.13%2.14%
201715.14%1.75%$23,763$23,7135.14%1.75%
201724.38%3.98%$24,802$24,6554.38%3.98%
201732.03%0.12%$25,305$24,6842.03%0.12%
201742.73%0.97%$25,995$24,9222.73%0.97%
201753.90%1.39%$27,008$25,2703.90%1.39%
20176-2.32%0.67%$26,383$25,439-2.32%0.67%
201774.06%2.07%$27,454$25,9674.06%2.07%
201782.07%0.27%$28,023$26,0382.07%0.27%
20179-0.29%2.04%$27,941$26,570-0.29%2.04%
2017104.61%2.32%$29,228$27,1874.61%2.32%
2017111.97%3.12%$29,804$28,0361.97%3.12%
2017120.60%1.21%$29,983$28,3760.60%1.21%
201818.76%5.69%$32,609$29,9908.76%5.69%
20182-1.29%-3.80%$32,187$28,849-1.29%-3.80%
20183-4.08%-2.47%$30,875$28,138-4.08%-2.47%
201840.51%0.35%$31,032$28,2380.51%0.35%
201855.67%2.41%$32,792$28,9185.67%2.41%
201861.15%0.59%$33,168$29,0881.15%0.59%
201872.80%3.75%$34,095$30,1782.80%3.75%
201885.78%3.23%$36,066$31,1545.78%3.23%
20189-0.28%0.54%$35,964$31,321-0.28%0.54%
201810-8.60%-6.82%$32,873$29,184-8.60%-6.82%
201811-0.26%1.92%$32,786$29,745-0.26%1.92%
201812-8.65%-8.86%$29,948$27,108-8.65%-8.86%

Portfolio Returns Based Style Analysis

Portfolio Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2
Large-cap Value0.00%46.60%
Large-cap Growth82.40%52.82%
Mid-cap Value0.00%0.00%
Mid-cap Growth13.91%0.28%
Small-cap Value0.00%0.00%
Small-cap Growth0.00%0.04%
Global ex-US Developed Markets0.00%0.00%
Emerging Markets3.70%0.04%
Corporate Bonds0.00%0.00%
Long-Term Treasuries0.00%0.00%
Intermediate-Term Treasuries0.00%0.00%
Short-Term Treasuries0.00%0.23%
R Squared86.48%99.93%
Style analysis is based on monthly returns from Apr 2005 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
QQQInvesco QQQ TrustLarge Growth0.20%100.00%$19,948100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Holdings Based Exposures for Portfolio 2

Holdings Based Exposures for Portfolio 2
TickerNameCategoryERWeightReturn ContributionRisk Contribution
IVViShares Core S&P 500 ETFLarge Blend0.04%100.00%$17,108100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fund fundamentals data as of 06/05/2019. © 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 1Portfolio 2
Arithmetic Mean (monthly)0.72%0.55%
Arithmetic Mean (annualized)8.96%6.79%
Geometric Mean (monthly)0.51%0.46%
Geometric Mean (annualized)6.28%5.70%
Volatility (monthly)6.39%4.13%
Volatility (annualized)22.13%14.31%
Downside Deviation (monthly)4.49%2.91%
Max. Drawdown-67.78%-50.78%
US Market Correlation0.871.00
Beta(*)1.310.96
Alpha (annualized)-0.58%-0.20%
R275.99%99.14%
Sharpe Ratio0.330.36
Sortino Ratio0.460.51
Treynor Ratio (%)5.565.42
Calmar Ratio0.730.69
Active Return0.18%-0.40%
Tracking Error11.74%1.43%
Information Ratio0.02-0.28
Skewness-0.61-0.68
Excess Kurtosis2.111.32
Historical Value-at-Risk (5%)-11.91%-7.80%
Analytical Value-at-Risk (5%)-9.79%-6.25%
Conditional Value-at-Risk (5%)-15.74%-9.78%
Upside Capture Ratio (%)132.9394.96
Downside Capture Ratio (%)132.6796.60
Safe Withdrawal Rate4.33%5.69%
Perpetual Withdrawal Rate3.97%3.44%
Positive Periods125 out of 216 (57.87%)139 out of 216 (64.35%)
Gain/Loss Ratio0.990.78
* 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 2009-49.74%-50.78%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb 2001Sep 20021 year 8 monthsFeb 20129 years 5 months11 years 1 month-67.78%
2Sep 2018Dec 20184 months-16.96%
3Dec 2015Feb 20163 monthsJul 20165 months8 months-9.82%
4Aug 2015Sep 20152 monthsOct 20151 month3 months-8.88%
5Apr 2012May 20122 monthsAug 20123 months5 months-8.13%
6Feb 2018Mar 20182 monthsMay 20182 months4 months-5.32%
7Oct 2012Oct 20121 monthMar 20135 months6 months-5.28%
8Dec 2014Jan 20152 monthsFeb 20151 month3 months-4.28%
9Mar 2014Apr 20142 monthsMay 20141 month3 months-3.04%
10Jun 2015Jun 20151 monthJul 20151 month2 months-2.48%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsMar 20123 years 1 month4 years 5 months-50.78%
2Feb 2001Sep 20021 year 8 monthsJan 20063 years 4 months5 years-38.85%
3Oct 2018Dec 20183 months-13.45%
4Aug 2015Sep 20152 monthsMay 20168 months10 months-8.48%
5Apr 2012May 20122 monthsAug 20123 months5 months-6.63%
6Feb 2018Mar 20182 monthsJul 20184 months6 months-6.18%
7Jun 2007Jul 20072 monthsSep 20072 months4 months-4.69%
8Jan 2014Jan 20141 monthFeb 20141 month2 months-3.49%
9Dec 2014Jan 20152 monthsFeb 20151 month3 months-3.19%
10Aug 2013Aug 20131 monthSep 20131 month2 months-3.04%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
QQQInvesco QQQ Trust6.28%22.13%54.68%-41.73%-67.78%0.330.460.87
IVViShares Core S&P 500 ETF5.70%14.31%32.30%-37.02%-50.78%0.360.511.00

Monthly Correlations

Correlations for the portfolio assets
TickerNameQQQIVVPortfolio 1Portfolio 2
QQQInvesco QQQ Trust-0.871.000.87
IVViShares Core S&P 500 ETF0.87-0.871.00

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2
QQQInvesco QQQ Trust$19,948
IVViShares Core S&P 500 ETF$17,108

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2
QQQInvesco QQQ Trust100.00%
IVViShares Core S&P 500 ETF100.00%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2
AverageHighLowAverageHighLow
1 year9.82%54.68%-41.73%7.28%32.30%-37.02%
3 years9.93%24.36%-14.51%7.63%20.36%-8.39%
5 years10.18%25.42%-6.84%7.58%17.91%-2.23%
7 years10.01%22.11%-3.45%7.09%14.76%-1.49%
10 years10.10%19.10%-0.32%6.91%13.08%1.45%
15 years9.66%14.05%5.10%7.33%9.88%5.00%
Result statistics are based on annualized rolling returns over full calendar year periods