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.
| Ticker | Name | Allocation |
|---|---|---|
| ITOT | iShares Core S&P Total US Stock Mkt ETF | 36.00% |
| VEU | Vanguard FTSE All-Wld ex-US ETF | 18.00% |
| VNQ | Vanguard Real Estate ETF | 6.00% |
| AGG | iShares Core US Aggregate Bond ETF | 40.00% |
| Save portfolio » | ||
| Portfolio | Initial Balance | Final Balance | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio 1 | $10,000 | $17,438 | 5.18% | 9.95% | 19.34% | -20.01% | -30.94% | 0.51 | 0.73 | 0.95 |
| Year | Inflation | Portfolio 1 Return | Portfolio 1 Balance | iShares Core S&P Total US Stock Mkt ETF (ITOT) | Vanguard FTSE All-Wld ex-US ETF (VEU) | Vanguard Real Estate ETF (VNQ) | iShares Core US Aggregate Bond ETF (AGG) |
|---|---|---|---|---|---|---|---|
| 2008 | 0.09% | -20.01% | $7,999 | -36.48% | -43.45% | -37.00% | 7.90% |
| 2009 | 2.72% | 19.34% | $9,546 | 26.59% | 37.59% | 30.08% | 2.98% |
| 2010 | 1.50% | 12.21% | $10,711 | 16.21% | 11.81% | 28.37% | 6.37% |
| 2011 | 2.96% | 1.69% | $10,893 | 1.73% | -14.02% | 8.62% | 7.69% |
| 2012 | 1.74% | 11.66% | $12,163 | 15.83% | 18.90% | 17.63% | 3.76% |
| 2013 | 1.50% | 13.89% | $13,853 | 33.31% | 14.18% | 2.31% | -1.98% |
| 2014 | 0.76% | 8.27% | $14,998 | 13.52% | -4.54% | 30.36% | 6.00% |
| 2015 | 0.73% | -0.20% | $14,969 | 0.91% | -4.78% | 2.42% | 0.48% |
| 2016 | 2.07% | 6.91% | $16,003 | 12.61% | 4.91% | 8.60% | 2.42% |
| 2017 | 2.11% | 14.33% | $18,296 | 21.38% | 27.39% | 4.91% | 3.52% |
| 2018 | 1.91% | -4.69% | $17,438 | -5.31% | -14.19% | -6.02% | 0.33% |
| Year | Month | Portfolio 1 Return | Portfolio 1 Balance | iShares Core S&P Total US Stock Mkt ETF (ITOT) | Vanguard FTSE All-Wld ex-US ETF (VEU) | Vanguard Real Estate ETF (VNQ) | iShares Core US Aggregate Bond ETF (AGG) |
|---|---|---|---|---|---|---|---|
| 2008 | 1 | -2.68% | $9,732 | -6.01% | -7.75% | -0.78% | 2.31% |
| 2008 | 2 | -1.33% | $9,603 | -2.97% | -0.22% | -3.18% | -0.16% |
| 2008 | 3 | 0.25% | $9,627 | -0.51% | -0.09% | 6.48% | 0.13% |
| 2008 | 4 | 3.24% | $9,939 | 4.95% | 5.92% | 6.38% | 0.33% |
| 2008 | 5 | 0.30% | $9,969 | 1.70% | 1.42% | -0.21% | -1.26% |
| 2008 | 6 | -5.12% | $9,458 | -8.18% | -8.38% | -10.62% | -0.19% |
| 2008 | 7 | -0.53% | $9,408 | -0.78% | -3.68% | 3.12% | 0.40% |
| 2008 | 8 | 0.17% | $9,423 | 1.62% | -5.11% | 2.37% | 0.74% |
| 2008 | 9 | -5.89% | $8,868 | -9.19% | -12.48% | -0.11% | -1.76% |
| 2008 | 10 | -12.36% | $7,772 | -17.50% | -22.76% | -31.73% | -2.28% |
| 2008 | 11 | -2.81% | $7,554 | -7.19% | -6.77% | -22.72% | 3.03% |
| 2008 | 12 | 5.89% | $7,999 | 1.89% | 8.45% | 16.67% | 6.65% |
| 2009 | 1 | -7.39% | $7,408 | -8.90% | -13.00% | -17.53% | -1.99% |
| 2009 | 2 | -6.78% | $6,906 | -10.39% | -9.21% | -20.53% | -1.05% |
| 2009 | 3 | 5.15% | $7,261 | 8.28% | 10.14% | 3.61% | 1.10% |
| 2009 | 4 | 7.58% | $7,812 | 10.55% | 13.23% | 30.68% | 0.52% |
| 2009 | 5 | 5.05% | $8,207 | 5.19% | 15.17% | 2.62% | 0.71% |
| 2009 | 6 | -0.29% | $8,183 | 0.36% | -2.07% | -3.23% | 0.42% |
| 2009 | 7 | 5.88% | $8,664 | 7.59% | 10.61% | 10.77% | 1.27% |
| 2009 | 8 | 3.20% | $8,941 | 3.72% | 2.92% | 14.32% | 1.22% |
| 2009 | 9 | 3.41% | $9,246 | 3.84% | 5.68% | 6.63% | 1.19% |
| 2009 | 10 | -1.72% | $9,087 | -2.31% | -3.17% | -4.46% | 0.22% |
| 2009 | 11 | 4.04% | $9,454 | 5.90% | 4.85% | 6.57% | 1.29% |
| 2009 | 12 | 0.97% | $9,546 | 2.37% | 1.39% | 7.37% | -1.88% |
| 2010 | 1 | -2.06% | $9,348 | -3.51% | -5.76% | -5.52% | 1.41% |
| 2010 | 2 | 1.76% | $9,513 | 3.18% | 1.31% | 5.58% | 0.20% |
| 2010 | 3 | 4.01% | $9,895 | 6.24% | 6.72% | 10.18% | -0.01% |
| 2010 | 4 | 1.26% | $10,020 | 2.01% | -1.76% | 7.15% | 0.97% |
| 2010 | 5 | -4.79% | $9,540 | -8.05% | -10.90% | -5.33% | 1.08% |
| 2010 | 6 | -1.73% | $9,375 | -5.32% | -1.34% | -5.19% | 1.77% |
| 2010 | 7 | 5.12% | $9,855 | 6.96% | 10.76% | 9.59% | 0.85% |
| 2010 | 8 | -1.78% | $9,679 | -4.68% | -3.43% | -1.28% | 1.29% |
| 2010 | 9 | 5.21% | $10,183 | 9.21% | 10.60% | 4.45% | 0.01% |
| 2010 | 10 | 2.37% | $10,425 | 3.84% | 3.59% | 4.74% | 0.15% |
| 2010 | 11 | -1.09% | $10,311 | 0.28% | -4.10% | -1.85% | -0.83% |
| 2010 | 12 | 3.88% | $10,711 | 6.71% | 8.12% | 4.54% | -0.67% |
| 2011 | 1 | 1.07% | $10,825 | 2.11% | 0.80% | 3.25% | -0.09% |
| 2011 | 2 | 2.22% | $11,066 | 3.64% | 2.74% | 4.71% | 0.29% |
| 2011 | 3 | -0.08% | $11,057 | 0.40% | -0.22% | -1.62% | -0.22% |
| 2011 | 4 | 2.97% | $11,385 | 2.76% | 5.45% | 5.75% | 1.57% |
| 2011 | 5 | -0.41% | $11,338 | -1.04% | -3.17% | 1.37% | 1.24% |
| 2011 | 6 | -1.21% | $11,202 | -1.70% | -1.09% | -3.30% | -0.45% |
| 2011 | 7 | -0.52% | $11,143 | -2.34% | -2.37% | 1.56% | 1.69% |
| 2011 | 8 | -3.19% | $10,788 | -5.41% | -8.47% | -5.62% | 1.52% |
| 2011 | 9 | -5.18% | $10,229 | -7.56% | -13.01% | -10.85% | 0.77% |
| 2011 | 10 | 6.53% | $10,897 | 11.33% | 11.49% | 14.29% | 0.13% |
| 2011 | 11 | -1.06% | $10,782 | -0.75% | -2.57% | -3.80% | -0.33% |
| 2011 | 12 | 1.03% | $10,893 | 1.51% | -2.43% | 4.85% | 1.36% |
| 2012 | 1 | 3.57% | $11,282 | 4.62% | 6.86% | 6.38% | 0.73% |
| 2012 | 2 | 2.38% | $11,550 | 4.03% | 5.31% | -1.15% | -0.01% |
| 2012 | 3 | 1.14% | $11,681 | 3.29% | -0.90% | 5.19% | -0.57% |
| 2012 | 4 | -0.12% | $11,667 | -0.78% | -1.81% | 2.86% | 0.91% |
| 2012 | 5 | -4.19% | $11,179 | -5.89% | -11.40% | -4.51% | 1.08% |
| 2012 | 6 | 2.87% | $11,499 | 3.84% | 6.52% | 5.52% | -0.02% |
| 2012 | 7 | 1.15% | $11,632 | 1.10% | 0.49% | 2.00% | 1.36% |
| 2012 | 8 | 0.53% | $11,694 | 0.19% | 2.65% | -0.01% | 0.00% |
| 2012 | 9 | 2.38% | $11,972 | 4.80% | 3.49% | -1.86% | 0.27% |
| 2012 | 10 | -0.57% | $11,904 | -1.67% | 0.77% | -0.91% | -0.05% |
| 2012 | 11 | 0.63% | $11,980 | 0.58% | 1.80% | -0.26% | 0.27% |
| 2012 | 12 | 1.53% | $12,163 | 1.22% | 5.06% | 3.72% | -0.25% |
| 2013 | 1 | 2.33% | $12,446 | 5.33% | 2.43% | 3.74% | -0.62% |
| 2013 | 2 | 0.51% | $12,510 | 1.23% | -1.39% | 1.22% | 0.59% |
| 2013 | 3 | 1.92% | $12,750 | 4.29% | 0.62% | 2.87% | 0.10% |
| 2013 | 4 | 2.12% | $13,021 | 1.79% | 3.75% | 6.73% | 0.97% |
| 2013 | 5 | -0.82% | $12,915 | 2.39% | -3.31% | -5.98% | -2.00% |
| 2013 | 6 | -1.87% | $12,673 | -1.40% | -3.58% | -1.98% | -1.57% |
| 2013 | 7 | 3.07% | $13,062 | 5.37% | 4.70% | 0.90% | 0.27% |
| 2013 | 8 | -2.27% | $12,766 | -2.99% | -1.99% | -6.98% | -0.83% |
| 2013 | 9 | 3.33% | $13,190 | 3.50% | 7.58% | 3.49% | 1.12% |
| 2013 | 10 | 2.91% | $13,575 | 4.37% | 3.33% | 4.52% | 0.83% |
| 2013 | 11 | 0.91% | $13,698 | 3.04% | 0.34% | -5.25% | -0.25% |
| 2013 | 12 | 1.13% | $13,853 | 2.54% | 1.47% | 0.10% | -0.56% |
| 2014 | 1 | -1.39% | $13,660 | -3.39% | -5.80% | 4.28% | 1.54% |
| 2014 | 2 | 3.04% | $14,075 | 4.53% | 5.63% | 5.07% | 0.38% |
| 2014 | 3 | 0.34% | $14,123 | 0.80% | 0.46% | 0.49% | -0.15% |
| 2014 | 4 | 0.93% | $14,255 | 0.37% | 1.47% | 3.29% | 0.82% |
| 2014 | 5 | 1.77% | $14,507 | 2.23% | 1.92% | 2.40% | 1.18% |
| 2014 | 6 | 1.17% | $14,677 | 2.28% | 1.68% | 1.13% | -0.06% |
| 2014 | 7 | -0.96% | $14,536 | -1.67% | -1.47% | 0.08% | -0.25% |
| 2014 | 8 | 2.31% | $14,871 | 4.07% | 1.01% | 3.04% | 1.15% |
| 2014 | 9 | -2.15% | $14,551 | -1.76% | -4.88% | -6.04% | -0.61% |
| 2014 | 10 | 2.06% | $14,850 | 2.59% | 0.20% | 9.94% | 1.06% |
| 2014 | 11 | 1.26% | $15,038 | 2.49% | -0.32% | 2.00% | 0.66% |
| 2014 | 12 | -0.26% | $14,998 | 0.53% | -3.96% | 1.88% | 0.15% |
| 2015 | 1 | 0.19% | $15,027 | -2.88% | -0.02% | 6.85% | 2.05% |
| 2015 | 2 | 2.43% | $15,393 | 5.68% | 5.85% | -3.67% | -0.89% |
| 2015 | 3 | -0.47% | $15,321 | -1.27% | -1.41% | 1.74% | 0.38% |
| 2015 | 4 | 0.61% | $15,414 | 0.63% | 4.74% | -5.85% | -0.32% |
| 2015 | 5 | 0.09% | $15,428 | 1.33% | -1.04% | -0.30% | -0.44% |
| 2015 | 6 | -1.88% | $15,139 | -1.81% | -2.81% | -4.68% | -1.08% |
| 2015 | 7 | 1.31% | $15,336 | 1.93% | -0.29% | 5.77% | 0.86% |
| 2015 | 8 | -4.14% | $14,701 | -6.09% | -7.75% | -6.29% | -0.34% |
| 2015 | 9 | -1.14% | $14,533 | -2.61% | -4.04% | 3.05% | 0.81% |
| 2015 | 10 | 4.41% | $15,174 | 8.23% | 6.69% | 5.76% | 0.07% |
| 2015 | 11 | -0.27% | $15,134 | 0.43% | -1.32% | -0.63% | -0.39% |
| 2015 | 12 | -1.09% | $14,969 | -1.86% | -2.52% | 1.82% | -0.19% |
| 2016 | 1 | -2.83% | $14,545 | -5.87% | -5.60% | -3.44% | 1.24% |
| 2016 | 2 | -0.04% | $14,540 | 0.11% | -2.44% | -0.36% | 0.89% |
| 2016 | 3 | 4.91% | $15,253 | 7.16% | 8.31% | 10.48% | 0.88% |
| 2016 | 4 | 0.53% | $15,335 | 0.58% | 2.11% | -2.35% | 0.26% |
| 2016 | 5 | 0.64% | $15,433 | 1.79% | -0.79% | 2.25% | 0.01% |
| 2016 | 6 | 1.13% | $15,607 | 0.16% | -0.72% | 6.92% | 1.94% |
| 2016 | 7 | 2.65% | $16,021 | 3.96% | 4.25% | 4.26% | 0.54% |
| 2016 | 8 | -0.10% | $16,004 | 0.30% | 0.69% | -3.76% | -0.21% |
| 2016 | 9 | 0.25% | $16,045 | 0.19% | 1.58% | -1.82% | 0.05% |
| 2016 | 10 | -1.81% | $15,754 | -2.28% | -1.69% | -5.74% | -0.82% |
| 2016 | 11 | 0.09% | $15,769 | 4.42% | -2.13% | -1.68% | -2.57% |
| 2016 | 12 | 1.48% | $16,003 | 2.02% | 1.93% | 4.82% | 0.25% |
| 2017 | 1 | 1.54% | $16,250 | 2.01% | 4.14% | -0.19% | 0.21% |
| 2017 | 2 | 1.99% | $16,572 | 3.57% | 1.26% | 3.51% | 0.65% |
| 2017 | 3 | 0.43% | $16,643 | 0.12% | 2.99% | -2.42% | -0.05% |
| 2017 | 4 | 1.12% | $16,830 | 1.00% | 2.09% | 0.24% | 0.91% |
| 2017 | 5 | 1.19% | $17,031 | 1.06% | 3.05% | -0.72% | 0.69% |
| 2017 | 6 | 0.56% | $17,125 | 0.93% | 0.51% | 2.23% | -0.02% |
| 2017 | 7 | 1.55% | $17,390 | 1.89% | 3.38% | 1.24% | 0.33% |
| 2017 | 8 | 0.51% | $17,479 | 0.12% | 0.64% | -0.26% | 0.94% |
| 2017 | 9 | 1.02% | $17,657 | 2.40% | 1.84% | -0.11% | -0.57% |
| 2017 | 10 | 1.20% | $17,869 | 2.24% | 1.95% | -1.07% | 0.10% |
| 2017 | 11 | 1.36% | $18,111 | 3.04% | 0.63% | 2.66% | -0.15% |
| 2017 | 12 | 1.02% | $18,296 | 1.21% | 2.05% | -0.14% | 0.44% |
| 2018 | 1 | 2.20% | $18,698 | 5.22% | 5.70% | -4.25% | -1.13% |
| 2018 | 2 | -3.22% | $18,097 | -3.79% | -5.31% | -7.68% | -1.01% |
| 2018 | 3 | -0.31% | $18,041 | -1.91% | -0.44% | 3.88% | 0.67% |
| 2018 | 4 | -0.11% | $18,021 | 0.31% | 0.57% | 0.82% | -0.94% |
| 2018 | 5 | 1.13% | $18,223 | 2.80% | -1.99% | 3.68% | 0.66% |
| 2018 | 6 | 0.16% | $18,252 | 0.69% | -2.14% | 4.20% | 0.10% |
| 2018 | 7 | 1.75% | $18,572 | 3.29% | 2.89% | 0.60% | -0.03% |
| 2018 | 8 | 1.28% | $18,810 | 3.48% | -2.34% | 2.58% | 0.57% |
| 2018 | 9 | -0.27% | $18,760 | 0.15% | 0.44% | -2.64% | -0.62% |
| 2018 | 10 | -4.68% | $17,881 | -7.35% | -8.30% | -2.93% | -0.64% |
| 2018 | 11 | 1.45% | $18,140 | 1.91% | 1.47% | 4.67% | 0.52% |
| 2018 | 12 | -3.87% | $17,438 | -9.13% | -4.94% | -7.96% | 2.22% |
| Style Category | Portfolio 1 |
|---|---|
| Large-cap Value | 18.14% |
| Large-cap Growth | 13.33% |
| Mid-cap Value | 5.91% |
| Mid-cap Growth | 0.00% |
| Small-cap Value | 0.48% |
| Small-cap Growth | 3.50% |
| Global ex-US Developed Markets | 14.71% |
| Emerging Markets | 5.50% |
| Corporate Bonds | 12.04% |
| Long-Term Treasuries | 3.90% |
| Intermediate-Term Treasuries | 10.92% |
| Short-Term Treasuries | 11.56% |
| R Squared | 99.01% |
| 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. | |
| Ticker | Name | Category | Weight | ER | P/E | Duration | Return Contribution | Risk Contribution |
|---|---|---|---|---|---|---|---|---|
| ITOT | iShares Core S&P Total US Stock Mkt ETF | Large Blend | 36.00% | 0.03% | 24.44 | $4,441 | 51.81% | |
| VEU | Vanguard FTSE All-Wld ex-US ETF | Foreign Large Blend | 18.00% | 0.08% | 16.03 | $585 | 32.19% | |
| VNQ | Vanguard Real Estate ETF | Real Estate | 6.00% | 0.12% | 26.67 | $605 | 11.64% | |
| AGG | iShares Core US Aggregate Bond ETF | Intermediate Core Bond | 40.00% | 0.04% | 5.50 | $1,807 | 4.36% | |
| 100.00% | 0.05% | 22.14 | 5.50 | $7,438 | 100.00% |
Fund fundamentals data as of 08/07/2020. (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.
| Metric | Portfolio 1 |
|---|---|
| Arithmetic Mean (monthly) | 0.46% |
| Arithmetic Mean (annualized) | 5.71% |
| Geometric Mean (monthly) | 0.42% |
| Geometric Mean (annualized) | 5.18% |
| Volatility (monthly) | 2.87% |
| Volatility (annualized) | 9.95% |
| Downside Deviation (monthly) | 2.00% |
| Max. Drawdown | -30.94% |
| US Market Correlation | 0.95 |
| Beta(*) | 0.61 |
| Alpha (annualized) | 0.54% |
| R2 | 90.54% |
| Sharpe Ratio | 0.51 |
| Sortino Ratio | 0.73 |
| Treynor Ratio (%) | 8.36 |
| Calmar Ratio | 0.72 |
| Active Return | -2.07% |
| Tracking Error | 6.81% |
| Information Ratio | -0.30 |
| Skewness | -0.86 |
| Excess Kurtosis | 2.83 |
| Historical Value-at-Risk (5%) | -4.91% |
| Analytical Value-at-Risk (5%) | -4.39% |
| Conditional Value-at-Risk (5%) | -7.12% |
| Upside Capture Ratio (%) | 59.21 |
| Downside Capture Ratio (%) | 60.10 |
| Safe Withdrawal Rate | 10.49% |
| Perpetual Withdrawal Rate | 3.37% |
| Positive Periods | 83 out of 132 (62.88%) |
| Gain/Loss Ratio | 0.92 |
| * US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values. | |
| Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
|---|---|---|---|---|---|---|---|
| 1 | Jan 2008 | Feb 2009 | 1 year 2 months | Apr 2010 | 1 year 2 months | 2 years 4 months | -30.94% |
| 2 | May 2011 | Sep 2011 | 5 months | Feb 2012 | 5 months | 10 months | -10.16% |
| 3 | Sep 2018 | Dec 2018 | 4 months | -7.29% | |||
| 4 | May 2010 | Jun 2010 | 2 months | Sep 2010 | 3 months | 5 months | -6.44% |
| 5 | Jun 2015 | Sep 2015 | 4 months | May 2016 | 8 months | 1 year | -5.80% |
| 6 | Apr 2012 | May 2012 | 2 months | Aug 2012 | 3 months | 5 months | -4.30% |
| 7 | Feb 2018 | Apr 2018 | 3 months | Aug 2018 | 4 months | 7 months | -3.62% |
| 8 | May 2013 | Jun 2013 | 2 months | Jul 2013 | 1 month | 3 months | -2.68% |
| 9 | Aug 2013 | Aug 2013 | 1 month | Sep 2013 | 1 month | 2 months | -2.27% |
| 10 | Sep 2014 | Sep 2014 | 1 month | Nov 2014 | 2 months | 3 months | -2.15% |
| Worst 10 drawdowns included above | |||||||
| Ticker | Name | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
|---|---|---|---|---|---|---|---|---|---|
| ITOT | iShares Core S&P Total US Stock Mkt ETF | 7.33% | 15.41% | 33.31% | -36.48% | -48.14% | 0.51 | 0.72 | 1.00 |
| VEU | Vanguard FTSE All-Wld ex-US ETF | 0.52% | 19.32% | 37.59% | -43.45% | -55.33% | 0.10 | 0.14 | 0.89 |
| VNQ | Vanguard Real Estate ETF | 6.34% | 24.21% | 30.36% | -37.00% | -62.05% | 0.36 | 0.51 | 0.74 |
| AGG | iShares Core US Aggregate Bond ETF | 3.54% | 3.81% | 7.90% | -1.98% | -4.31% | 0.81 | 1.51 | 0.03 |
| Ticker | Name | ITOT | VEU | VNQ | AGG | Portfolio 1 |
|---|---|---|---|---|---|---|
| ITOT | iShares Core S&P Total US Stock Mkt ETF | 1.00 | 0.89 | 0.74 | 0.05 | 0.95 |
| VEU | Vanguard FTSE All-Wld ex-US ETF | 0.89 | 1.00 | 0.69 | 0.18 | 0.95 |
| VNQ | Vanguard Real Estate ETF | 0.74 | 0.69 | 1.00 | 0.34 | 0.82 |
| AGG | iShares Core US Aggregate Bond ETF | 0.05 | 0.18 | 0.34 | 1.00 | 0.29 |
| Ticker | Name | Portfolio 1 |
|---|---|---|
| ITOT | iShares Core S&P Total US Stock Mkt ETF | $4,441 |
| VEU | Vanguard FTSE All-Wld ex-US ETF | $585 |
| VNQ | Vanguard Real Estate ETF | $605 |
| AGG | iShares Core US Aggregate Bond ETF | $1,807 |
| Ticker | Name | Portfolio 1 |
|---|---|---|
| ITOT | iShares Core S&P Total US Stock Mkt ETF | 51.81% |
| VEU | Vanguard FTSE All-Wld ex-US ETF | 32.19% |
| VNQ | Vanguard Real Estate ETF | 11.64% |
| AGG | iShares Core US Aggregate Bond ETF | 4.36% |
| Roll Period | Average | High | Low |
|---|---|---|---|
| 1 year | 5.76% | 19.34% | -20.01% |
| 3 years | 7.33% | 11.25% | 2.32% |
| 5 years | 7.60% | 11.61% | 3.99% |
| 7 years | 7.58% | 9.37% | 5.96% |
| 10 years | 7.17% | 8.10% | 6.23% |
| Result statistics are based on annualized rolling returns over full calendar year periods | |||