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 |
|---|---|---|
| VWINX | Vanguard Wellesley Income Inv | 100.00% |
| 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 | $234,061 | 9.43% | 6.44% | 28.91% | -9.84% | -18.82% | 0.93 | 1.54 | 0.69 |
| Name | 3 Month | 1 year | 3 year | 5 year | 10 year | Full |
|---|---|---|---|---|---|---|
| Portfolio 1 | 2.40% | 16.39% | 7.71% | 6.46% | 7.98% | 9.43% |
| Trailing returns are for full months ending in December 2019 excluding portfolio cashflows. | ||||||
| Year | Inflation | Portfolio 1 Return | Portfolio 1 Balance | Vanguard Wellesley Income Inv (VWINX) |
|---|---|---|---|---|
| 1985 | 3.80% | 27.41% | $12,741 | 27.41% |
| 1986 | 1.10% | 18.34% | $15,078 | 18.34% |
| 1987 | 4.43% | -1.92% | $14,788 | -1.92% |
| 1988 | 4.42% | 13.61% | $16,802 | 13.61% |
| 1989 | 4.65% | 20.93% | $20,319 | 20.93% |
| 1990 | 6.11% | 3.76% | $21,082 | 3.76% |
| 1991 | 3.06% | 21.57% | $25,629 | 21.57% |
| 1992 | 2.90% | 8.67% | $27,852 | 8.67% |
| 1993 | 2.75% | 14.65% | $31,932 | 14.65% |
| 1994 | 2.67% | -4.44% | $30,516 | -4.44% |
| 1995 | 2.54% | 28.91% | $39,338 | 28.91% |
| 1996 | 3.32% | 9.42% | $43,044 | 9.42% |
| 1997 | 1.70% | 20.19% | $51,734 | 20.19% |
| 1998 | 1.61% | 11.84% | $57,861 | 11.84% |
| 1999 | 2.68% | -4.14% | $55,468 | -4.14% |
| 2000 | 3.39% | 16.17% | $64,438 | 16.17% |
| 2001 | 1.55% | 7.39% | $69,196 | 7.39% |
| 2002 | 2.38% | 4.64% | $72,409 | 4.64% |
| 2003 | 1.88% | 9.66% | $79,400 | 9.66% |
| 2004 | 3.26% | 7.55% | $85,398 | 7.55% |
| 2005 | 3.42% | 3.48% | $88,371 | 3.48% |
| 2006 | 2.54% | 11.28% | $98,339 | 11.28% |
| 2007 | 4.08% | 5.61% | $103,851 | 5.61% |
| 2008 | 0.09% | -9.84% | $93,630 | -9.84% |
| 2009 | 2.72% | 16.02% | $108,633 | 16.02% |
| 2010 | 1.50% | 10.65% | $120,199 | 10.65% |
| 2011 | 2.96% | 9.63% | $131,773 | 9.63% |
| 2012 | 1.74% | 10.06% | $145,023 | 10.06% |
| 2013 | 1.50% | 9.19% | $158,348 | 9.19% |
| 2014 | 0.76% | 8.07% | $171,119 | 8.07% |
| 2015 | 0.73% | 1.28% | $173,302 | 1.28% |
| 2016 | 2.07% | 8.08% | $187,306 | 8.08% |
| 2017 | 2.11% | 10.20% | $206,407 | 10.20% |
| 2018 | 1.91% | -2.57% | $201,098 | -2.57% |
| 2019 | 2.29% | 16.39% | $234,061 | 16.39% |
| Year | Month | Portfolio 1 Return | Portfolio 1 Balance | Vanguard Wellesley Income Inv (VWINX) |
|---|---|---|---|---|
| 1985 | 1 | 3.61% | $10,361 | 3.61% |
| 1985 | 2 | -1.02% | $10,256 | -1.02% |
| 1985 | 3 | 2.14% | $10,476 | 2.14% |
| 1985 | 4 | 2.20% | $10,706 | 2.20% |
| 1985 | 5 | 5.53% | $11,298 | 5.53% |
| 1985 | 6 | 1.90% | $11,513 | 1.90% |
| 1985 | 7 | -1.22% | $11,372 | -1.22% |
| 1985 | 8 | 1.79% | $11,576 | 1.79% |
| 1985 | 9 | -1.76% | $11,372 | -1.76% |
| 1985 | 10 | 4.00% | $11,827 | 4.00% |
| 1985 | 11 | 3.58% | $12,251 | 3.58% |
| 1985 | 12 | 4.00% | $12,741 | 4.00% |
| 1986 | 1 | 0.85% | $12,849 | 0.85% |
| 1986 | 2 | 5.70% | $13,582 | 5.70% |
| 1986 | 3 | 2.39% | $13,907 | 2.39% |
| 1986 | 4 | -1.03% | $13,763 | -1.03% |
| 1986 | 5 | 1.29% | $13,941 | 1.29% |
| 1986 | 6 | 2.49% | $14,289 | 2.49% |
| 1986 | 7 | 0.12% | $14,306 | 0.12% |
| 1986 | 8 | 5.05% | $15,029 | 5.05% |
| 1986 | 9 | -3.78% | $14,461 | -3.78% |
| 1986 | 10 | 2.48% | $14,820 | 2.48% |
| 1986 | 11 | 2.24% | $15,152 | 2.24% |
| 1986 | 12 | -0.49% | $15,078 | -0.49% |
| 1987 | 1 | 4.61% | $15,773 | 4.61% |
| 1987 | 2 | 0.12% | $15,791 | 0.12% |
| 1987 | 3 | -0.90% | $15,649 | -0.90% |
| 1987 | 4 | -4.27% | $14,980 | -4.27% |
| 1987 | 5 | -0.69% | $14,876 | -0.69% |
| 1987 | 6 | 2.58% | $15,261 | 2.58% |
| 1987 | 7 | -0.19% | $15,232 | -0.19% |
| 1987 | 8 | 1.13% | $15,404 | 1.13% |
| 1987 | 9 | -2.43% | $15,029 | -2.43% |
| 1987 | 10 | -2.60% | $14,639 | -2.60% |
| 1987 | 11 | -0.80% | $14,522 | -0.80% |
| 1987 | 12 | 1.84% | $14,788 | 1.84% |
| 1988 | 1 | 6.31% | $15,722 | 6.31% |
| 1988 | 2 | 1.44% | $15,948 | 1.44% |
| 1988 | 3 | -2.19% | $15,598 | -2.19% |
| 1988 | 4 | -0.54% | $15,514 | -0.54% |
| 1988 | 5 | 0.61% | $15,608 | 0.61% |
| 1988 | 6 | 3.36% | $16,133 | 3.36% |
| 1988 | 7 | -0.20% | $16,101 | -0.20% |
| 1988 | 8 | 0.00% | $16,101 | 0.00% |
| 1988 | 9 | 3.00% | $16,585 | 3.00% |
| 1988 | 10 | 1.90% | $16,900 | 1.90% |
| 1988 | 11 | -0.84% | $16,759 | -0.84% |
| 1988 | 12 | 0.26% | $16,802 | 0.26% |
| 1989 | 1 | 3.15% | $17,330 | 3.15% |
| 1989 | 2 | -1.21% | $17,121 | -1.21% |
| 1989 | 3 | 1.48% | $17,375 | 1.48% |
| 1989 | 4 | 2.77% | $17,857 | 2.77% |
| 1989 | 5 | 3.26% | $18,440 | 3.26% |
| 1989 | 6 | 2.49% | $18,899 | 2.49% |
| 1989 | 7 | 3.68% | $19,594 | 3.68% |
| 1989 | 8 | -0.52% | $19,492 | -0.52% |
| 1989 | 9 | 0.35% | $19,560 | 0.35% |
| 1989 | 10 | 1.07% | $19,769 | 1.07% |
| 1989 | 11 | 1.35% | $20,035 | 1.35% |
| 1989 | 12 | 1.42% | $20,319 | 1.42% |
| 1990 | 1 | -3.09% | $19,691 | -3.09% |
| 1990 | 2 | 0.86% | $19,860 | 0.86% |
| 1990 | 3 | 0.23% | $19,906 | 0.23% |
| 1990 | 4 | -2.48% | $19,412 | -2.48% |
| 1990 | 5 | 4.77% | $20,338 | 4.77% |
| 1990 | 6 | 0.62% | $20,463 | 0.62% |
| 1990 | 7 | 0.61% | $20,589 | 0.61% |
| 1990 | 8 | -3.97% | $19,772 | -3.97% |
| 1990 | 9 | -0.43% | $19,687 | -0.43% |
| 1990 | 10 | 1.36% | $19,955 | 1.36% |
| 1990 | 11 | 3.46% | $20,646 | 3.46% |
| 1990 | 12 | 2.11% | $21,082 | 2.11% |
| 1991 | 1 | 1.25% | $21,345 | 1.25% |
| 1991 | 2 | 2.53% | $21,885 | 2.53% |
| 1991 | 3 | 1.39% | $22,189 | 1.39% |
| 1991 | 4 | 1.09% | $22,430 | 1.09% |
| 1991 | 5 | 1.31% | $22,724 | 1.31% |
| 1991 | 6 | -1.35% | $22,417 | -1.35% |
| 1991 | 7 | 2.49% | $22,975 | 2.49% |
| 1991 | 8 | 2.37% | $23,519 | 2.37% |
| 1991 | 9 | 1.92% | $23,971 | 1.92% |
| 1991 | 10 | 1.62% | $24,358 | 1.62% |
| 1991 | 11 | -0.28% | $24,289 | -0.28% |
| 1991 | 12 | 5.52% | $25,629 | 5.52% |
| 1992 | 1 | -2.82% | $24,906 | -2.82% |
| 1992 | 2 | -0.06% | $24,892 | -0.06% |
| 1992 | 3 | -0.57% | $24,751 | -0.57% |
| 1992 | 4 | 2.04% | $25,256 | 2.04% |
| 1992 | 5 | 2.11% | $25,789 | 2.11% |
| 1992 | 6 | 1.07% | $26,065 | 1.07% |
| 1992 | 7 | 3.99% | $27,105 | 3.99% |
| 1992 | 8 | 0.49% | $27,237 | 0.49% |
| 1992 | 9 | 1.03% | $27,518 | 1.03% |
| 1992 | 10 | -1.51% | $27,101 | -1.51% |
| 1992 | 11 | 0.66% | $27,280 | 0.66% |
| 1992 | 12 | 2.10% | $27,852 | 2.10% |
| 1993 | 1 | 1.93% | $28,389 | 1.93% |
| 1993 | 2 | 3.35% | $29,340 | 3.35% |
| 1993 | 3 | 1.41% | $29,755 | 1.41% |
| 1993 | 4 | 0.10% | $29,786 | 0.10% |
| 1993 | 5 | 0.52% | $29,941 | 0.52% |
| 1993 | 6 | 2.36% | $30,647 | 2.36% |
| 1993 | 7 | 0.98% | $30,947 | 0.98% |
| 1993 | 8 | 3.42% | $32,006 | 3.42% |
| 1993 | 9 | 0.65% | $32,214 | 0.65% |
| 1993 | 10 | 0.45% | $32,358 | 0.45% |
| 1993 | 11 | -2.23% | $31,637 | -2.23% |
| 1993 | 12 | 0.93% | $31,932 | 0.93% |
| 1994 | 1 | 1.87% | $32,530 | 1.87% |
| 1994 | 2 | -2.96% | $31,567 | -2.96% |
| 1994 | 3 | -3.36% | $30,506 | -3.36% |
| 1994 | 4 | 0.06% | $30,523 | 0.06% |
| 1994 | 5 | 0.72% | $30,743 | 0.72% |
| 1994 | 6 | -1.12% | $30,398 | -1.12% |
| 1994 | 7 | 2.60% | $31,188 | 2.60% |
| 1994 | 8 | 0.94% | $31,480 | 0.94% |
| 1994 | 9 | -2.72% | $30,622 | -2.72% |
| 1994 | 10 | 0.00% | $30,622 | 0.00% |
| 1994 | 11 | -1.37% | $30,204 | -1.37% |
| 1994 | 12 | 1.03% | $30,516 | 1.03% |
| 1995 | 1 | 2.87% | $31,393 | 2.87% |
| 1995 | 2 | 3.08% | $32,359 | 3.08% |
| 1995 | 3 | 1.06% | $32,704 | 1.06% |
| 1995 | 4 | 1.95% | $33,340 | 1.95% |
| 1995 | 5 | 5.51% | $35,176 | 5.51% |
| 1995 | 6 | 0.87% | $35,484 | 0.87% |
| 1995 | 7 | 0.21% | $35,558 | 0.21% |
| 1995 | 8 | 1.66% | $36,148 | 1.66% |
| 1995 | 9 | 2.31% | $36,982 | 2.31% |
| 1995 | 10 | 0.76% | $37,262 | 0.76% |
| 1995 | 11 | 2.81% | $38,310 | 2.81% |
| 1995 | 12 | 2.68% | $39,338 | 2.68% |
| 1996 | 1 | 0.93% | $39,704 | 0.93% |
| 1996 | 2 | -2.18% | $38,838 | -2.18% |
| 1996 | 3 | 0.03% | $38,851 | 0.03% |
| 1996 | 4 | -0.61% | $38,616 | -0.61% |
| 1996 | 5 | 0.30% | $38,734 | 0.30% |
| 1996 | 6 | 1.33% | $39,249 | 1.33% |
| 1996 | 7 | -0.91% | $38,891 | -0.91% |
| 1996 | 8 | 0.92% | $39,249 | 0.92% |
| 1996 | 9 | 2.89% | $40,383 | 2.89% |
| 1996 | 10 | 4.14% | $42,057 | 4.14% |
| 1996 | 11 | 3.64% | $43,589 | 3.64% |
| 1996 | 12 | -1.25% | $43,044 | -1.25% |
| 1997 | 1 | 1.32% | $43,610 | 1.32% |
| 1997 | 2 | 0.67% | $43,904 | 0.67% |
| 1997 | 3 | -2.55% | $42,783 | -2.55% |
| 1997 | 4 | 2.16% | $43,705 | 2.16% |
| 1997 | 5 | 2.65% | $44,863 | 2.65% |
| 1997 | 6 | 2.20% | $45,848 | 2.20% |
| 1997 | 7 | 5.97% | $48,586 | 5.97% |
| 1997 | 8 | -2.28% | $47,478 | -2.28% |
| 1997 | 9 | 3.71% | $49,237 | 3.71% |
| 1997 | 10 | 0.67% | $49,567 | 0.67% |
| 1997 | 11 | 2.40% | $50,755 | 2.40% |
| 1997 | 12 | 1.93% | $51,734 | 1.93% |
| 1998 | 1 | 0.78% | $52,136 | 0.78% |
| 1998 | 2 | 1.23% | $52,775 | 1.23% |
| 1998 | 3 | 2.56% | $54,127 | 2.56% |
| 1998 | 4 | 0.00% | $54,127 | 0.00% |
| 1998 | 5 | 0.81% | $54,562 | 0.81% |
| 1998 | 6 | 1.11% | $55,169 | 1.11% |
| 1998 | 7 | -1.29% | $54,458 | -1.29% |
| 1998 | 8 | -2.39% | $53,158 | -2.39% |
| 1998 | 9 | 5.49% | $56,079 | 5.49% |
| 1998 | 10 | 0.31% | $56,253 | 0.31% |
| 1998 | 11 | 2.38% | $57,593 | 2.38% |
| 1998 | 12 | 0.46% | $57,861 | 0.46% |
| 1999 | 1 | -0.54% | $57,547 | -0.54% |
| 1999 | 2 | -2.86% | $55,899 | -2.86% |
| 1999 | 3 | 0.81% | $56,351 | 0.81% |
| 1999 | 4 | 3.22% | $58,168 | 3.22% |
| 1999 | 5 | -0.69% | $57,767 | -0.69% |
| 1999 | 6 | -0.07% | $57,725 | -0.07% |
| 1999 | 7 | -1.64% | $56,778 | -1.64% |
| 1999 | 8 | -0.95% | $56,236 | -0.95% |
| 1999 | 9 | -0.53% | $55,938 | -0.53% |
| 1999 | 10 | 0.88% | $56,432 | 0.88% |
| 1999 | 11 | -0.68% | $56,048 | -0.68% |
| 1999 | 12 | -1.04% | $55,468 | -1.04% |
| 2000 | 1 | -1.01% | $54,908 | -1.01% |
| 2000 | 2 | -3.00% | $53,261 | -3.00% |
| 2000 | 3 | 5.61% | $56,247 | 5.61% |
| 2000 | 4 | 0.16% | $56,337 | 0.16% |
| 2000 | 5 | 1.27% | $57,053 | 1.27% |
| 2000 | 6 | -0.63% | $56,692 | -0.63% |
| 2000 | 7 | 1.98% | $57,812 | 1.98% |
| 2000 | 8 | 2.93% | $59,507 | 2.93% |
| 2000 | 9 | 1.80% | $60,576 | 1.80% |
| 2000 | 10 | 1.27% | $61,343 | 1.27% |
| 2000 | 11 | 1.20% | $62,079 | 1.20% |
| 2000 | 12 | 3.80% | $64,438 | 3.80% |
| 2001 | 1 | 0.25% | $64,596 | 0.25% |
| 2001 | 2 | 1.23% | $65,388 | 1.23% |
| 2001 | 3 | -0.07% | $65,339 | -0.07% |
| 2001 | 4 | 1.88% | $66,567 | 1.88% |
| 2001 | 5 | 1.02% | $67,246 | 1.02% |
| 2001 | 6 | -0.18% | $67,126 | -0.18% |
| 2001 | 7 | 1.80% | $68,335 | 1.80% |
| 2001 | 8 | 0.67% | $68,792 | 0.67% |
| 2001 | 9 | -0.56% | $68,410 | -0.56% |
| 2001 | 10 | 0.43% | $68,707 | 0.43% |
| 2001 | 11 | 0.14% | $68,806 | 0.14% |
| 2001 | 12 | 0.57% | $69,196 | 0.57% |
| 2002 | 1 | 0.45% | $69,509 | 0.45% |
| 2002 | 2 | 1.65% | $70,656 | 1.65% |
| 2002 | 3 | -0.10% | $70,588 | -0.10% |
| 2002 | 4 | 0.70% | $71,080 | 0.70% |
| 2002 | 5 | 1.33% | $72,028 | 1.33% |
| 2002 | 6 | -0.93% | $71,359 | -0.93% |
| 2002 | 7 | -2.09% | $69,867 | -2.09% |
| 2002 | 8 | 0.86% | $70,471 | 0.86% |
| 2002 | 9 | -2.67% | $68,587 | -2.67% |
| 2002 | 10 | 2.31% | $70,169 | 2.31% |
| 2002 | 11 | 2.36% | $71,822 | 2.36% |
| 2002 | 12 | 0.82% | $72,409 | 0.82% |
| 2003 | 1 | -1.56% | $71,281 | -1.56% |
| 2003 | 2 | 0.10% | $71,354 | 0.10% |
| 2003 | 3 | -0.11% | $71,279 | -0.11% |
| 2003 | 4 | 3.40% | $73,705 | 3.40% |
| 2003 | 5 | 4.24% | $76,830 | 4.24% |
| 2003 | 6 | 0.18% | $76,969 | 0.18% |
| 2003 | 7 | -3.38% | $74,371 | -3.38% |
| 2003 | 8 | 0.40% | $74,668 | 0.40% |
| 2003 | 9 | 1.72% | $75,952 | 1.72% |
| 2003 | 10 | 0.44% | $76,289 | 0.44% |
| 2003 | 11 | 0.54% | $76,702 | 0.54% |
| 2003 | 12 | 3.52% | $79,400 | 3.52% |
| 2004 | 1 | 0.48% | $79,780 | 0.48% |
| 2004 | 2 | 1.38% | $80,881 | 1.38% |
| 2004 | 3 | 0.32% | $81,143 | 0.32% |
| 2004 | 4 | -2.17% | $79,382 | -2.17% |
| 2004 | 5 | -0.34% | $79,114 | -0.34% |
| 2004 | 6 | 1.11% | $79,991 | 1.11% |
| 2004 | 7 | 0.34% | $80,262 | 0.34% |
| 2004 | 8 | 2.07% | $81,925 | 2.07% |
| 2004 | 9 | 0.66% | $82,468 | 0.66% |
| 2004 | 10 | 0.66% | $83,015 | 0.66% |
| 2004 | 11 | 0.89% | $83,757 | 0.89% |
| 2004 | 12 | 1.96% | $85,398 | 1.96% |
| 2005 | 1 | -0.09% | $85,319 | -0.09% |
| 2005 | 2 | 1.25% | $86,387 | 1.25% |
| 2005 | 3 | -1.41% | $85,166 | -1.41% |
| 2005 | 4 | 0.94% | $85,964 | 0.94% |
| 2005 | 5 | 1.07% | $86,883 | 1.07% |
| 2005 | 6 | 0.87% | $87,641 | 0.87% |
| 2005 | 7 | 0.09% | $87,722 | 0.09% |
| 2005 | 8 | 0.78% | $88,407 | 0.78% |
| 2005 | 9 | -0.25% | $88,186 | -0.25% |
| 2005 | 10 | -1.34% | $87,006 | -1.34% |
| 2005 | 11 | 1.03% | $87,901 | 1.03% |
| 2005 | 12 | 0.53% | $88,371 | 0.53% |
| 2006 | 1 | 0.85% | $89,126 | 0.85% |
| 2006 | 2 | 0.80% | $89,839 | 0.80% |
| 2006 | 3 | -0.66% | $89,244 | -0.66% |
| 2006 | 4 | 1.09% | $90,217 | 1.09% |
| 2006 | 5 | -0.66% | $89,625 | -0.66% |
| 2006 | 6 | 0.58% | $90,145 | 0.58% |
| 2006 | 7 | 2.14% | $92,070 | 2.14% |
| 2006 | 8 | 1.81% | $93,739 | 1.81% |
| 2006 | 9 | 1.23% | $94,896 | 1.23% |
| 2006 | 10 | 1.64% | $96,453 | 1.64% |
| 2006 | 11 | 1.30% | $97,707 | 1.30% |
| 2006 | 12 | 0.65% | $98,339 | 0.65% |
| 2007 | 1 | 0.32% | $98,655 | 0.32% |
| 2007 | 2 | 0.91% | $99,556 | 0.91% |
| 2007 | 3 | 0.63% | $100,185 | 0.63% |
| 2007 | 4 | 1.73% | $101,914 | 1.73% |
| 2007 | 5 | 0.45% | $102,369 | 0.45% |
| 2007 | 6 | -1.19% | $101,148 | -1.19% |
| 2007 | 7 | -0.73% | $100,412 | -0.73% |
| 2007 | 8 | 1.42% | $101,837 | 1.42% |
| 2007 | 9 | 1.72% | $103,585 | 1.72% |
| 2007 | 10 | 0.94% | $104,561 | 0.94% |
| 2007 | 11 | -0.18% | $104,375 | -0.18% |
| 2007 | 12 | -0.50% | $103,851 | -0.50% |
| 2008 | 1 | -0.82% | $102,995 | -0.82% |
| 2008 | 2 | -1.29% | $101,662 | -1.29% |
| 2008 | 3 | 0.38% | $102,047 | 0.38% |
| 2008 | 4 | 1.18% | $103,250 | 1.18% |
| 2008 | 5 | -0.56% | $102,672 | -0.56% |
| 2008 | 6 | -3.41% | $99,171 | -3.41% |
| 2008 | 7 | 0.15% | $99,317 | 0.15% |
| 2008 | 8 | 0.78% | $100,096 | 0.78% |
| 2008 | 9 | -3.47% | $96,622 | -3.47% |
| 2008 | 10 | -7.19% | $89,671 | -7.19% |
| 2008 | 11 | 0.33% | $89,967 | 0.33% |
| 2008 | 12 | 4.07% | $93,630 | 4.07% |
| 2009 | 1 | -4.62% | $89,304 | -4.62% |
| 2009 | 2 | -4.96% | $84,877 | -4.96% |
| 2009 | 3 | 2.94% | $87,369 | 2.94% |
| 2009 | 4 | 3.54% | $90,463 | 3.54% |
| 2009 | 5 | 4.39% | $94,435 | 4.39% |
| 2009 | 6 | 1.25% | $95,617 | 1.25% |
| 2009 | 7 | 5.68% | $101,045 | 5.68% |
| 2009 | 8 | 2.32% | $103,394 | 2.32% |
| 2009 | 9 | 1.87% | $105,323 | 1.87% |
| 2009 | 10 | -0.05% | $105,270 | -0.05% |
| 2009 | 11 | 3.20% | $108,644 | 3.20% |
| 2009 | 12 | -0.01% | $108,633 | -0.01% |
| 2010 | 1 | -0.29% | $108,313 | -0.29% |
| 2010 | 2 | 1.08% | $109,486 | 1.08% |
| 2010 | 3 | 1.99% | $111,663 | 1.99% |
| 2010 | 4 | 1.49% | $113,331 | 1.49% |
| 2010 | 5 | -2.71% | $110,264 | -2.71% |
| 2010 | 6 | 0.19% | $110,476 | 0.19% |
| 2010 | 7 | 3.49% | $114,334 | 3.49% |
| 2010 | 8 | 0.86% | $115,312 | 0.86% |
| 2010 | 9 | 2.70% | $118,431 | 2.70% |
| 2010 | 10 | 0.88% | $119,473 | 0.88% |
| 2010 | 11 | -0.92% | $118,376 | -0.92% |
| 2010 | 12 | 1.54% | $120,199 | 1.54% |
| 2011 | 1 | 0.65% | $120,975 | 0.65% |
| 2011 | 2 | 1.88% | $123,246 | 1.88% |
| 2011 | 3 | 0.14% | $123,421 | 0.14% |
| 2011 | 4 | 2.58% | $126,606 | 2.58% |
| 2011 | 5 | 0.84% | $127,667 | 0.84% |
| 2011 | 6 | -1.06% | $126,314 | -1.06% |
| 2011 | 7 | 0.04% | $126,370 | 0.04% |
| 2011 | 8 | -0.27% | $126,032 | -0.27% |
| 2011 | 9 | -1.46% | $124,189 | -1.46% |
| 2011 | 10 | 4.03% | $129,198 | 4.03% |
| 2011 | 11 | -0.53% | $128,515 | -0.53% |
| 2011 | 12 | 2.53% | $131,773 | 2.53% |
| 2012 | 1 | 1.88% | $134,244 | 1.88% |
| 2012 | 2 | 1.28% | $135,968 | 1.28% |
| 2012 | 3 | 0.46% | $136,594 | 0.46% |
| 2012 | 4 | 0.93% | $137,868 | 0.93% |
| 2012 | 5 | -1.43% | $135,899 | -1.43% |
| 2012 | 6 | 2.00% | $138,612 | 2.00% |
| 2012 | 7 | 2.44% | $141,999 | 2.44% |
| 2012 | 8 | 0.53% | $142,759 | 0.53% |
| 2012 | 9 | 0.86% | $143,984 | 0.86% |
| 2012 | 10 | 0.25% | $144,337 | 0.25% |
| 2012 | 11 | 0.29% | $144,749 | 0.29% |
| 2012 | 12 | 0.19% | $145,023 | 0.19% |
| 2013 | 1 | 1.45% | $147,128 | 1.45% |
| 2013 | 2 | 1.23% | $148,933 | 1.23% |
| 2013 | 3 | 1.26% | $150,812 | 1.26% |
| 2013 | 4 | 1.97% | $153,779 | 1.97% |
| 2013 | 5 | -0.87% | $152,447 | -0.87% |
| 2013 | 6 | -1.59% | $150,018 | -1.59% |
| 2013 | 7 | 2.04% | $153,071 | 2.04% |
| 2013 | 8 | -1.87% | $150,201 | -1.87% |
| 2013 | 9 | 1.63% | $152,651 | 1.63% |
| 2013 | 10 | 2.10% | $155,850 | 2.10% |
| 2013 | 11 | 0.79% | $157,080 | 0.79% |
| 2013 | 12 | 0.81% | $158,348 | 0.81% |
| 2014 | 1 | -0.36% | $157,774 | -0.36% |
| 2014 | 2 | 2.06% | $161,024 | 2.06% |
| 2014 | 3 | 0.92% | $162,507 | 0.92% |
| 2014 | 4 | 1.19% | $164,435 | 1.19% |
| 2014 | 5 | 1.21% | $166,428 | 1.21% |
| 2014 | 6 | 0.78% | $167,720 | 0.78% |
| 2014 | 7 | -1.00% | $166,037 | -1.00% |
| 2014 | 8 | 1.99% | $169,338 | 1.99% |
| 2014 | 9 | -1.25% | $167,220 | -1.25% |
| 2014 | 10 | 1.17% | $169,176 | 1.17% |
| 2014 | 11 | 1.31% | $171,392 | 1.31% |
| 2014 | 12 | -0.16% | $171,119 | -0.16% |
| 2015 | 1 | 0.55% | $172,056 | 0.55% |
| 2015 | 2 | 0.82% | $173,461 | 0.82% |
| 2015 | 3 | -0.10% | $173,287 | -0.10% |
| 2015 | 4 | 0.51% | $174,163 | 0.51% |
| 2015 | 5 | -0.12% | $173,961 | -0.12% |
| 2015 | 6 | -2.06% | $170,375 | -2.06% |
| 2015 | 7 | 1.23% | $172,478 | 1.23% |
| 2015 | 8 | -2.16% | $168,746 | -2.16% |
| 2015 | 9 | 0.11% | $168,936 | 0.11% |
| 2015 | 10 | 3.40% | $174,679 | 3.40% |
| 2015 | 11 | 0.00% | $174,679 | 0.00% |
| 2015 | 12 | -0.79% | $173,302 | -0.79% |
| 2016 | 1 | -0.20% | $172,949 | -0.20% |
| 2016 | 2 | 0.45% | $173,726 | 0.45% |
| 2016 | 3 | 3.52% | $179,834 | 3.52% |
| 2016 | 4 | 0.91% | $181,470 | 0.91% |
| 2016 | 5 | 0.59% | $182,537 | 0.59% |
| 2016 | 6 | 2.18% | $186,516 | 2.18% |
| 2016 | 7 | 1.38% | $189,096 | 1.38% |
| 2016 | 8 | 0.00% | $189,096 | 0.00% |
| 2016 | 9 | -0.32% | $188,498 | -0.32% |
| 2016 | 10 | -1.22% | $186,189 | -1.22% |
| 2016 | 11 | -0.74% | $184,819 | -0.74% |
| 2016 | 12 | 1.35% | $187,306 | 1.35% |
| 2017 | 1 | 0.27% | $187,821 | 0.27% |
| 2017 | 2 | 1.96% | $191,498 | 1.96% |
| 2017 | 3 | -0.04% | $191,424 | -0.04% |
| 2017 | 4 | 0.70% | $192,757 | 0.70% |
| 2017 | 5 | 1.15% | $194,977 | 1.15% |
| 2017 | 6 | 0.41% | $195,786 | 0.41% |
| 2017 | 7 | 0.88% | $197,501 | 0.88% |
| 2017 | 8 | 0.53% | $198,544 | 0.53% |
| 2017 | 9 | 0.84% | $200,218 | 0.84% |
| 2017 | 10 | 0.90% | $202,020 | 0.90% |
| 2017 | 11 | 1.08% | $204,198 | 1.08% |
| 2017 | 12 | 1.08% | $206,407 | 1.08% |
| 2018 | 1 | 0.56% | $207,555 | 0.56% |
| 2018 | 2 | -2.73% | $201,889 | -2.73% |
| 2018 | 3 | -0.27% | $201,338 | -0.27% |
| 2018 | 4 | -0.50% | $200,337 | -0.50% |
| 2018 | 5 | 0.65% | $201,646 | 0.65% |
| 2018 | 6 | 0.16% | $201,973 | 0.16% |
| 2018 | 7 | 2.04% | $206,089 | 2.04% |
| 2018 | 8 | 0.57% | $207,253 | 0.57% |
| 2018 | 9 | -0.23% | $206,780 | -0.23% |
| 2018 | 10 | -2.27% | $202,086 | -2.27% |
| 2018 | 11 | 1.63% | $205,372 | 1.63% |
| 2018 | 12 | -2.08% | $201,098 | -2.08% |
| 2019 | 1 | 3.23% | $207,601 | 3.23% |
| 2019 | 2 | 1.51% | $210,729 | 1.51% |
| 2019 | 3 | 1.88% | $214,684 | 1.88% |
| 2019 | 4 | 1.08% | $217,005 | 1.08% |
| 2019 | 5 | -0.65% | $215,596 | -0.65% |
| 2019 | 6 | 3.14% | $222,375 | 3.14% |
| 2019 | 7 | 0.49% | $223,461 | 0.49% |
| 2019 | 8 | 1.68% | $227,219 | 1.68% |
| 2019 | 9 | 0.59% | $228,565 | 0.59% |
| 2019 | 10 | 0.63% | $229,995 | 0.63% |
| 2019 | 11 | 0.62% | $231,425 | 0.62% |
| 2019 | 12 | 1.14% | $234,061 | 1.14% |
| Style Category | Portfolio 1 |
|---|---|
| Large-cap Value | 22.22% |
| Large-cap Growth | 8.30% |
| Mid-cap Value | 0.00% |
| Mid-cap Growth | 0.00% |
| Small-cap Value | 0.00% |
| Small-cap Growth | 0.00% |
| Global ex-US Developed Markets | 4.44% |
| Emerging Markets | 0.01% |
| Corporate Bonds | 20.25% |
| Long-Term Treasuries | 6.45% |
| Intermediate-Term Treasuries | 11.53% |
| Short-Term Treasuries | 26.81% |
| R Squared | 92.83% |
| Style analysis is based on monthly returns from Apr 2005 to Dec 2019 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 |
|---|---|---|---|---|---|---|---|---|
| VWINX | Vanguard Wellesley Income Inv | 30% to 50% Equity | 100.00% | 0.23% | 16.50 | 8.03 | $224,061 | 100.00% |
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.
| Metric | Portfolio 1 |
|---|---|
| Arithmetic Mean (monthly) | 0.77% |
| Arithmetic Mean (annualized) | 9.65% |
| Geometric Mean (monthly) | 0.75% |
| Geometric Mean (annualized) | 9.43% |
| Volatility (monthly) | 1.86% |
| Volatility (annualized) | 6.44% |
| Downside Deviation (monthly) | 0.99% |
| Max. Drawdown | -18.82% |
| US Market Correlation | 0.69 |
| Beta(*) | 0.30 |
| Alpha (annualized) | 5.81% |
| R2 | 47.07% |
| Sharpe Ratio | 0.93 |
| Sortino Ratio | 1.54 |
| Treynor Ratio (%) | 20.02 |
| Calmar Ratio | 2.22 |
| Active Return | -1.58% |
| Tracking Error | 11.52% |
| Information Ratio | -0.14 |
| Skewness | -0.16 |
| Excess Kurtosis | 1.27 |
| Historical Value-at-Risk (5%) | -2.55% |
| Analytical Value-at-Risk (5%) | -2.29% |
| Conditional Value-at-Risk (5%) | -3.48% |
| Upside Capture Ratio (%) | 41.73 |
| Downside Capture Ratio (%) | 17.95 |
| Safe Withdrawal Rate | 9.01% |
| Perpetual Withdrawal Rate | 6.25% |
| Positive Periods | 296 out of 420 (70.48%) |
| Gain/Loss Ratio | 1.20 |
| * US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values. | |
| Stress Period | Start | End | Portfolio 1 |
|---|---|---|---|
| Black Monday Period | Sep 1987 | Nov 1987 | -5.73% |
| Asian Crisis | Jul 1997 | Jan 1998 | -2.28% |
| Russian Debt Default | Jul 1998 | Oct 1998 | -3.64% |
| Dotcom Crash | Mar 2000 | Oct 2002 | -4.78% |
| Subprime Crisis | Nov 2007 | Mar 2009 | -18.82% |
| Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
|---|---|---|---|---|---|---|---|
| 1 | Nov 2007 | Feb 2009 | 1 year 4 months | Sep 2009 | 7 months | 1 year 11 months | -18.82% |
| 2 | May 1999 | Feb 2000 | 10 months | Aug 2000 | 6 months | 1 year 4 months | -8.44% |
| 3 | Mar 1987 | Nov 1987 | 9 months | Feb 1988 | 3 months | 1 year | -8.04% |
| 4 | Feb 1994 | Nov 1994 | 10 months | Mar 1995 | 4 months | 1 year 2 months | -7.15% |
| 5 | Jun 2002 | Sep 2002 | 4 months | Dec 2002 | 3 months | 7 months | -4.78% |
| 6 | Jan 1990 | Apr 1990 | 4 months | May 1990 | 1 month | 5 months | -4.46% |
| 7 | Aug 1990 | Sep 1990 | 2 months | Nov 1990 | 2 months | 4 months | -4.38% |
| 8 | Sep 1986 | Sep 1986 | 1 month | Nov 1986 | 2 months | 3 months | -3.78% |
| 9 | Jul 1998 | Aug 1998 | 2 months | Sep 1998 | 1 month | 3 months | -3.64% |
| 10 | Feb 2018 | Apr 2018 | 3 months | Jan 2019 | 9 months | 1 year | -3.48% |
| Worst 10 drawdowns included above | |||||||
| Ticker | Name | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
|---|---|---|---|---|---|---|---|---|---|
| VWINX | Vanguard Wellesley Income Inv | 9.43% | 6.44% | 28.91% | -9.84% | -18.82% | 0.93 | 1.54 | 0.69 |
| Roll Period | Average | High | Low |
|---|---|---|---|
| 1 year | 9.76% | 28.91% | -9.84% |
| 3 years | 9.06% | 19.24% | 1.95% |
| 5 years | 9.07% | 15.23% | 3.35% |
| 7 years | 9.06% | 14.39% | 4.41% |
| 10 years | 8.92% | 13.34% | 4.93% |
| 15 years | 8.70% | 12.10% | 6.39% |
| Result statistics are based on annualized rolling returns over full calendar year periods | |||