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 » | ||
| Ticker | Name | Allocation |
|---|---|---|
| VBILX | Vanguard Interm-Term Bond Index Adm | 65.00% |
| VIG | Vanguard Dividend Appreciation ETF | 35.00% |
| Save portfolio » | ||
| Ticker | Name | Allocation |
|---|---|---|
| VTSMX | Vanguard Total Stock Mkt Idx Inv | 35.00% |
| VBILX | Vanguard Interm-Term Bond Index Adm | 65.00% |
| 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 | $25,814 | 7.01% | 6.46% | 16.39% | -9.84% | -18.82% | 0.94 | 1.48 | 0.85 |
| Portfolio 2 | $10,000 | $26,121 | 7.10% | 5.86% | 16.99% | -6.08% | -13.90% | 1.05 | 1.64 | 0.78 |
| Portfolio 3 | $10,000 | $26,930 | 7.33% | 6.45% | 17.35% | -9.71% | -16.97% | 0.99 | 1.54 | 0.87 |
| Name | Annualized Return | Annualized Volatility | ||||||
|---|---|---|---|---|---|---|---|---|
| 3 Month | 1 year | 3 year | 5 year | 10 year | Full | 3 year | 5 year | |
| Portfolio 1 | 5.58% | 8.45% | 7.14% | 7.93% | 7.76% | 7.01% | 7.72% | 6.32% |
| Portfolio 2 | 3.97% | 11.76% | 9.04% | 8.68% | 7.69% | 7.10% | 6.43% | 5.39% |
| Portfolio 3 | 5.50% | 13.67% | 9.36% | 8.83% | 8.06% | 7.33% | 7.46% | 6.09% |
| Trailing annualized return and volatility are for full months ending in December 2020 excluding portfolio cashflows. | ||||||||
| Year | Inflation | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard Wellesley Income Inv (VWINX) | Vanguard Interm-Term Bond Index Adm (VBILX) | Vanguard Dividend Appreciation ETF (VIG) | Vanguard Total Stock Mkt Idx Inv (VTSMX) | |||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Return | Balance | Return | Balance | Return | Balance | ||||||
| 2007 | 4.08% | 5.61% | $10,561 | 6.97% | $10,697 | 6.93% | $10,693 | 5.61% | 7.70% | 5.63% | 5.49% |
| 2008 | 0.09% | -9.84% | $9,521 | -6.08% | $10,047 | -9.71% | $9,655 | -9.84% | 5.01% | -26.69% | -37.04% |
| 2009 | 2.72% | 16.02% | $11,047 | 11.33% | $11,185 | 14.53% | $11,057 | 16.02% | 6.89% | 19.57% | 28.70% |
| 2010 | 1.50% | 10.65% | $12,223 | 11.33% | $12,452 | 12.15% | $12,401 | 10.65% | 9.49% | 14.74% | 17.09% |
| 2011 | 2.96% | 9.63% | $13,400 | 9.14% | $13,590 | 7.32% | $13,308 | 9.63% | 10.74% | 6.16% | 0.96% |
| 2012 | 1.74% | 10.06% | $14,747 | 8.64% | $14,764 | 10.25% | $14,672 | 10.06% | 7.02% | 11.65% | 16.25% |
| 2013 | 1.50% | 9.19% | $16,102 | 7.86% | $15,925 | 9.43% | $16,056 | 9.19% | -3.45% | 28.87% | 33.35% |
| 2014 | 0.76% | 8.07% | $17,401 | 8.05% | $17,207 | 8.87% | $17,481 | 8.07% | 6.96% | 10.08% | 12.43% |
| 2015 | 0.73% | 1.28% | $17,623 | 0.15% | $17,232 | 0.93% | $17,643 | 1.28% | 1.27% | -1.95% | 0.29% |
| 2016 | 2.07% | 8.08% | $19,047 | 6.03% | $18,271 | 6.23% | $18,742 | 8.08% | 2.83% | 11.97% | 12.53% |
| 2017 | 2.11% | 10.20% | $20,989 | 10.28% | $20,149 | 9.87% | $20,592 | 10.20% | 3.85% | 22.22% | 21.05% |
| 2018 | 1.91% | -2.57% | $20,449 | -0.84% | $19,979 | -1.95% | $20,189 | -2.57% | -0.17% | -2.08% | -5.26% |
| 2019 | 2.29% | 16.39% | $23,801 | 16.99% | $23,373 | 17.35% | $23,691 | 16.39% | 10.18% | 29.62% | 30.65% |
| 2020 | 1.36% | 8.45% | $25,814 | 11.76% | $26,121 | 13.67% | $26,930 | 8.45% | 9.80% | 15.40% | 20.87% |
| Year | Month | Portfolio 1 Return | Portfolio 2 Return | Portfolio 3 Return | Vanguard Wellesley Income Inv (VWINX) | Vanguard Interm-Term Bond Index Adm (VBILX) | Vanguard Dividend Appreciation ETF (VIG) | Vanguard Total Stock Mkt Idx Inv (VTSMX) |
|---|---|---|---|---|---|---|---|---|
| 2007 | 1 | 0.32% | 0.38% | 0.49% | 0.32% | -0.26% | 1.56% | 1.88% |
| 2007 | 2 | 0.91% | 0.71% | 0.76% | 0.91% | 2.06% | -1.74% | -1.61% |
| 2007 | 3 | 0.63% | -0.07% | 0.22% | 0.63% | -0.25% | 0.28% | 1.11% |
| 2007 | 4 | 1.73% | 1.93% | 1.80% | 1.73% | 0.61% | 4.44% | 4.01% |
| 2007 | 5 | 0.45% | 0.15% | 0.59% | 0.45% | -1.13% | 2.48% | 3.69% |
| 2007 | 6 | -1.19% | -0.88% | -0.91% | -1.19% | -0.47% | -1.60% | -1.67% |
| 2007 | 7 | -0.73% | -0.25% | -0.59% | -0.73% | 1.03% | -2.52% | -3.41% |
| 2007 | 8 | 1.42% | 1.92% | 1.62% | 1.42% | 1.72% | 2.30% | 1.45% |
| 2007 | 9 | 1.72% | 1.61% | 1.67% | 1.72% | 0.61% | 3.43% | 3.59% |
| 2007 | 10 | 0.94% | 0.53% | 1.31% | 0.94% | 1.01% | -0.33% | 1.85% |
| 2007 | 11 | -0.18% | 0.85% | -0.07% | -0.18% | 2.45% | -2.03% | -4.49% |
| 2007 | 12 | -0.50% | -0.08% | -0.12% | -0.50% | 0.13% | -0.49% | -0.60% |
| 2008 | 1 | -0.82% | -0.21% | -0.50% | -0.82% | 2.51% | -5.27% | -6.08% |
| 2008 | 2 | -1.29% | -0.07% | -0.57% | -1.29% | 0.66% | -1.55% | -3.07% |
| 2008 | 3 | 0.38% | 0.68% | -0.17% | 0.38% | 0.03% | 2.03% | -0.58% |
| 2008 | 4 | 1.18% | 0.30% | 1.05% | 1.18% | -0.83% | 2.57% | 5.02% |
| 2008 | 5 | -0.56% | -0.74% | -0.17% | -0.56% | -1.30% | 0.33% | 2.09% |
| 2008 | 6 | -3.41% | -2.74% | -2.84% | -3.41% | -0.08% | -7.86% | -8.19% |
| 2008 | 7 | 0.15% | 0.37% | -0.23% | 0.15% | 0.03% | 1.06% | -0.77% |
| 2008 | 8 | 0.78% | 1.16% | 0.99% | 0.78% | 0.71% | 2.08% | 1.58% |
| 2008 | 9 | -3.47% | -4.47% | -5.27% | -3.47% | -3.37% | -6.72% | -9.26% |
| 2008 | 10 | -7.19% | -7.46% | -8.41% | -7.19% | -4.30% | -14.11% | -17.63% |
| 2008 | 11 | 0.33% | 3.31% | 2.00% | 0.33% | 5.81% | -2.55% | -7.90% |
| 2008 | 12 | 4.07% | 4.21% | 4.60% | 4.07% | 5.52% | 0.88% | 1.86% |
| 2009 | 1 | -4.62% | -3.52% | -3.75% | -4.62% | -1.32% | -7.62% | -8.26% |
| 2009 | 2 | -4.96% | -4.31% | -4.28% | -4.96% | -1.19% | -10.52% | -10.45% |
| 2009 | 3 | 2.94% | 3.43% | 3.93% | 2.94% | 1.79% | 7.03% | 8.65% |
| 2009 | 4 | 3.54% | 2.50% | 3.59% | 3.54% | 0.19% | 7.29% | 10.61% |
| 2009 | 5 | 4.39% | 2.26% | 2.45% | 4.39% | 0.88% | 4.95% | 5.38% |
| 2009 | 6 | 1.25% | 0.87% | 0.81% | 1.25% | 1.07% | 0.49% | 0.34% |
| 2009 | 7 | 5.68% | 3.98% | 4.47% | 5.68% | 2.61% | 6.56% | 7.82% |
| 2009 | 8 | 2.32% | 1.71% | 2.17% | 2.32% | 1.33% | 2.41% | 3.63% |
| 2009 | 9 | 1.87% | 2.02% | 2.45% | 1.87% | 1.39% | 3.15% | 4.23% |
| 2009 | 10 | -0.05% | 0.20% | -0.63% | -0.05% | 0.56% | -0.43% | -2.57% |
| 2009 | 11 | 3.20% | 3.38% | 3.36% | 3.20% | 2.02% | 5.79% | 5.63% |
| 2009 | 12 | -0.01% | -1.33% | -0.48% | -0.01% | -2.53% | 0.73% | 2.86% |
| 2010 | 1 | -0.29% | 0.53% | 0.11% | -0.29% | 2.06% | -2.30% | -3.50% |
| 2010 | 2 | 1.08% | 1.05% | 1.36% | 1.08% | 0.34% | 2.42% | 3.36% |
| 2010 | 3 | 1.99% | 1.48% | 2.04% | 1.99% | -0.18% | 4.62% | 6.27% |
| 2010 | 4 | 1.49% | 1.78% | 1.78% | 1.49% | 1.56% | 2.17% | 2.17% |
| 2010 | 5 | -2.71% | -1.82% | -2.12% | -2.71% | 1.19% | -7.24% | -8.00% |
| 2010 | 6 | 0.19% | 0.21% | -0.25% | 0.19% | 2.52% | -4.34% | -5.66% |
| 2010 | 7 | 3.49% | 3.13% | 3.31% | 3.49% | 1.58% | 6.38% | 6.99% |
| 2010 | 8 | 0.86% | 0.54% | 0.11% | 0.86% | 2.52% | -3.44% | -4.75% |
| 2010 | 9 | 2.70% | 3.04% | 3.37% | 2.70% | 0.57% | 8.31% | 9.47% |
| 2010 | 10 | 0.88% | 1.28% | 1.64% | 0.88% | 0.49% | 2.83% | 3.94% |
| 2010 | 11 | -0.92% | -0.59% | -0.50% | -0.92% | -1.05% | 0.30% | 0.58% |
| 2010 | 12 | 1.54% | 0.28% | 0.79% | 1.54% | -2.37% | 5.34% | 6.81% |
| 2011 | 1 | 0.65% | 0.72% | 0.98% | 0.65% | 0.34% | 1.43% | 2.19% |
| 2011 | 2 | 1.88% | 1.23% | 1.30% | 1.88% | 0.04% | 3.41% | 3.60% |
| 2011 | 3 | 0.14% | 0.31% | 0.09% | 0.14% | -0.11% | 1.06% | 0.45% |
| 2011 | 4 | 2.58% | 2.46% | 2.27% | 2.58% | 1.86% | 3.49% | 2.99% |
| 2011 | 5 | 0.84% | 0.76% | 0.80% | 0.84% | 1.94% | -1.27% | -1.16% |
| 2011 | 6 | -1.06% | -0.58% | -0.94% | -1.06% | -0.47% | -0.77% | -1.79% |
| 2011 | 7 | 0.04% | 0.50% | 0.93% | 0.04% | 2.71% | -3.46% | -2.28% |
| 2011 | 8 | -0.27% | 0.24% | -0.73% | -0.27% | 2.04% | -3.20% | -5.99% |
| 2011 | 9 | -1.46% | -1.82% | -2.27% | -1.46% | 0.39% | -6.26% | -7.75% |
| 2011 | 10 | 4.03% | 3.31% | 3.81% | 4.03% | 0.39% | 9.60% | 11.51% |
| 2011 | 11 | -0.53% | 0.21% | -0.52% | -0.53% | -0.64% | 1.87% | -0.29% |
| 2011 | 12 | 2.53% | 1.55% | 1.49% | 2.53% | 1.83% | 1.00% | 0.80% |
| 2012 | 1 | 1.88% | 1.98% | 2.85% | 1.88% | 1.65% | 2.60% | 5.08% |
| 2012 | 2 | 1.28% | 0.93% | 1.48% | 1.28% | -0.07% | 2.76% | 4.26% |
| 2012 | 3 | 0.46% | 0.15% | 0.54% | 0.46% | -0.93% | 2.09% | 3.07% |
| 2012 | 4 | 0.93% | 1.03% | 0.88% | 0.93% | 1.81% | -0.34% | -0.65% |
| 2012 | 5 | -1.43% | -0.70% | -1.45% | -1.43% | 1.37% | -4.37% | -6.24% |
| 2012 | 6 | 2.00% | 0.82% | 1.44% | 2.00% | 0.10% | 2.18% | 3.91% |
| 2012 | 7 | 2.44% | 1.83% | 1.50% | 2.44% | 1.77% | 1.96% | 1.03% |
| 2012 | 8 | 0.53% | 0.84% | 1.06% | 0.53% | 0.26% | 1.90% | 2.48% |
| 2012 | 9 | 0.86% | 0.93% | 1.20% | 0.86% | 0.41% | 1.87% | 2.58% |
| 2012 | 10 | 0.25% | -0.29% | -0.49% | 0.25% | 0.25% | -1.26% | -1.76% |
| 2012 | 11 | 0.29% | 0.88% | 0.63% | 0.29% | 0.57% | 1.44% | 0.74% |
| 2012 | 12 | 0.19% | -0.06% | 0.21% | 0.19% | -0.35% | 0.47% | 1.19% |
| 2013 | 1 | 1.45% | 1.47% | 1.32% | 1.45% | -0.93% | 5.93% | 5.50% |
| 2013 | 2 | 1.23% | 1.05% | 1.09% | 1.23% | 0.99% | 1.16% | 1.28% |
| 2013 | 3 | 1.26% | 1.42% | 1.60% | 1.26% | 0.29% | 3.38% | 3.88% |
| 2013 | 4 | 1.97% | 1.46% | 1.47% | 1.97% | 1.33% | 1.67% | 1.70% |
| 2013 | 5 | -0.87% | -1.09% | -0.65% | -0.87% | -2.43% | 1.15% | 2.32% |
| 2013 | 6 | -1.59% | -2.34% | -2.24% | -1.59% | -2.85% | -1.51% | -1.27% |
| 2013 | 7 | 2.04% | 2.35% | 2.40% | 2.04% | 0.43% | 5.41% | 5.49% |
| 2013 | 8 | -1.87% | -2.17% | -1.88% | -1.87% | -1.25% | -3.57% | -2.82% |
| 2013 | 9 | 1.63% | 2.52% | 2.41% | 1.63% | 1.59% | 3.97% | 3.66% |
| 2013 | 10 | 2.10% | 2.29% | 2.33% | 2.10% | 1.05% | 4.17% | 4.22% |
| 2013 | 11 | 0.79% | 0.72% | 0.96% | 0.79% | -0.37% | 2.32% | 2.88% |
| 2013 | 12 | 0.81% | 0.07% | 0.37% | 0.81% | -1.24% | 1.96% | 2.63% |
| 2014 | 1 | -0.36% | -0.29% | 0.37% | -0.36% | 2.25% | -5.01% | -3.11% |
| 2014 | 2 | 2.06% | 2.02% | 1.98% | 2.06% | 0.58% | 4.90% | 4.73% |
| 2014 | 3 | 0.92% | 0.06% | -0.03% | 0.92% | -0.32% | 0.79% | 0.51% |
| 2014 | 4 | 1.19% | 0.91% | 0.58% | 1.19% | 0.86% | 1.01% | 0.06% |
| 2014 | 5 | 1.21% | 1.58% | 1.78% | 1.21% | 1.57% | 1.61% | 2.17% |
| 2014 | 6 | 0.78% | 0.50% | 0.87% | 0.78% | -0.03% | 1.49% | 2.54% |
| 2014 | 7 | -1.00% | -1.34% | -0.88% | -1.00% | -0.28% | -3.31% | -1.98% |
| 2014 | 8 | 1.99% | 2.15% | 2.36% | 1.99% | 1.38% | 3.65% | 4.18% |
| 2014 | 9 | -1.25% | -1.05% | -1.45% | -1.25% | -1.07% | -1.00% | -2.14% |
| 2014 | 10 | 1.17% | 1.71% | 1.75% | 1.17% | 1.20% | 2.65% | 2.74% |
| 2014 | 11 | 1.31% | 1.73% | 1.46% | 1.31% | 0.92% | 3.22% | 2.41% |
| 2014 | 12 | -0.16% | -0.13% | -0.17% | -0.16% | -0.26% | 0.11% | -0.01% |
| 2015 | 1 | 0.55% | 0.96% | 1.17% | 0.55% | 3.29% | -3.38% | -2.77% |
| 2015 | 2 | 0.82% | 0.88% | 0.95% | 0.82% | -1.49% | 5.59% | 5.76% |
| 2015 | 3 | -0.10% | -0.35% | 0.08% | -0.10% | 0.69% | -2.27% | -1.04% |
| 2015 | 4 | 0.51% | -0.21% | 0.01% | 0.51% | -0.21% | -0.21% | 0.42% |
| 2015 | 5 | -0.12% | 0.08% | 0.24% | -0.12% | -0.38% | 0.96% | 1.39% |
| 2015 | 6 | -2.06% | -1.75% | -1.47% | -2.06% | -1.34% | -2.54% | -1.71% |
| 2015 | 7 | 1.23% | 1.36% | 1.18% | 1.23% | 0.94% | 2.16% | 1.63% |
| 2015 | 8 | -2.16% | -2.28% | -2.38% | -2.16% | -0.38% | -5.87% | -6.03% |
| 2015 | 9 | 0.11% | 0.18% | -0.22% | 0.11% | 1.19% | -1.84% | -2.93% |
| 2015 | 10 | 3.40% | 2.18% | 2.58% | 3.40% | -0.04% | 6.74% | 7.84% |
| 2015 | 11 | 0.00% | -0.11% | -0.01% | 0.00% | -0.31% | 0.27% | 0.54% |
| 2015 | 12 | -0.79% | -0.70% | -1.11% | -0.79% | -0.61% | -0.87% | -2.03% |
| 2016 | 1 | -0.20% | 0.45% | -0.74% | -0.20% | 1.92% | -2.29% | -5.67% |
| 2016 | 2 | 0.45% | 1.04% | 0.65% | 0.45% | 1.00% | 1.13% | -0.04% |
| 2016 | 3 | 3.52% | 2.86% | 3.04% | 3.52% | 1.09% | 6.28% | 7.01% |
| 2016 | 4 | 0.91% | 0.19% | 0.52% | 0.91% | 0.47% | -0.33% | 0.63% |
| 2016 | 5 | 0.59% | 0.20% | 0.48% | 0.59% | -0.21% | 0.95% | 1.79% |
| 2016 | 6 | 2.18% | 2.42% | 1.68% | 2.18% | 2.45% | 2.37% | 0.23% |
| 2016 | 7 | 1.38% | 1.27% | 1.83% | 1.38% | 0.72% | 2.29% | 3.95% |
| 2016 | 8 | 0.00% | -0.35% | -0.26% | 0.00% | -0.54% | 0.01% | 0.26% |
| 2016 | 9 | -0.32% | -0.22% | 0.18% | -0.32% | 0.20% | -0.97% | 0.15% |
| 2016 | 10 | -1.22% | -1.26% | -1.36% | -1.22% | -0.89% | -1.93% | -2.21% |
| 2016 | 11 | -0.74% | -1.14% | -0.65% | -0.74% | -3.38% | 2.98% | 4.44% |
| 2016 | 12 | 1.35% | 0.49% | 0.76% | 1.35% | 0.10% | 1.17% | 1.92% |
| 2017 | 1 | 0.27% | 0.88% | 0.93% | 0.27% | 0.40% | 1.76% | 1.91% |
| 2017 | 2 | 1.96% | 2.06% | 1.84% | 1.96% | 0.82% | 4.33% | 3.71% |
| 2017 | 3 | -0.04% | 0.00% | 0.05% | -0.04% | 0.05% | -0.07% | 0.07% |
| 2017 | 4 | 0.70% | 1.33% | 1.08% | 0.70% | 1.10% | 1.72% | 1.05% |
| 2017 | 5 | 1.15% | 1.10% | 0.90% | 1.15% | 0.84% | 1.57% | 1.01% |
| 2017 | 6 | 0.41% | -0.10% | 0.13% | 0.41% | -0.31% | 0.28% | 0.92% |
| 2017 | 7 | 0.88% | 0.69% | 1.10% | 0.88% | 0.66% | 0.73% | 1.87% |
| 2017 | 8 | 0.53% | 0.51% | 0.69% | 0.53% | 1.01% | -0.36% | 0.15% |
| 2017 | 9 | 0.84% | 0.34% | 0.37% | 0.84% | -0.82% | 2.38% | 2.45% |
| 2017 | 10 | 0.90% | 0.86% | 0.89% | 0.90% | 0.14% | 2.10% | 2.16% |
| 2017 | 11 | 1.08% | 1.43% | 0.90% | 1.08% | -0.40% | 4.48% | 3.04% |
| 2017 | 12 | 1.08% | 0.75% | 0.58% | 1.08% | 0.32% | 1.44% | 0.99% |
| 2018 | 1 | 0.56% | 0.76% | 0.86% | 0.56% | -1.54% | 5.02% | 5.31% |
| 2018 | 2 | -2.73% | -2.08% | -1.97% | -2.73% | -0.96% | -4.03% | -3.72% |
| 2018 | 3 | -0.27% | -0.15% | -0.39% | -0.27% | 0.51% | -1.35% | -1.99% |
| 2018 | 4 | -0.50% | -0.94% | -0.48% | -0.50% | -0.94% | -0.93% | 0.38% |
| 2018 | 5 | 0.65% | 1.08% | 1.45% | 0.65% | 0.70% | 1.77% | 2.79% |
| 2018 | 6 | 0.16% | 0.08% | 0.22% | 0.16% | -0.04% | 0.30% | 0.68% |
| 2018 | 7 | 2.04% | 1.71% | 1.25% | 2.04% | 0.06% | 4.68% | 3.34% |
| 2018 | 8 | 0.57% | 1.53% | 1.77% | 0.57% | 0.79% | 2.80% | 3.44% |
| 2018 | 9 | -0.23% | 0.20% | -0.36% | -0.23% | -0.67% | 1.68% | 0.16% |
| 2018 | 10 | -2.27% | -2.70% | -3.10% | -2.27% | -0.48% | -6.36% | -7.40% |
| 2018 | 11 | 1.63% | 1.89% | 1.14% | 1.63% | 0.62% | 4.14% | 2.06% |
| 2018 | 12 | -2.08% | -2.09% | -2.23% | -2.08% | 1.82% | -8.73% | -9.29% |
| 2019 | 1 | 3.23% | 3.20% | 3.99% | 3.23% | 1.52% | 6.32% | 8.59% |
| 2019 | 2 | 1.51% | 1.62% | 1.25% | 1.51% | -0.04% | 4.58% | 3.50% |
| 2019 | 3 | 1.88% | 1.88% | 1.99% | 1.88% | 2.32% | 1.14% | 1.44% |
| 2019 | 4 | 1.08% | 1.41% | 1.52% | 1.08% | 0.06% | 3.72% | 3.98% |
| 2019 | 5 | -0.65% | -0.44% | -1.15% | -0.65% | 2.10% | -4.63% | -6.45% |
| 2019 | 6 | 3.14% | 3.37% | 3.49% | 3.14% | 1.53% | 6.63% | 6.97% |
| 2019 | 7 | 0.49% | 0.98% | 0.68% | 0.49% | 0.23% | 2.23% | 1.44% |
| 2019 | 8 | 1.68% | 2.02% | 1.04% | 1.68% | 2.88% | 0.59% | -2.03% |
| 2019 | 9 | 0.59% | 0.10% | 0.18% | 0.59% | -0.70% | 1.45% | 1.70% |
| 2019 | 10 | 0.63% | 0.26% | 1.02% | 0.63% | 0.39% | 0.03% | 2.10% |
| 2019 | 11 | 0.62% | 0.74% | 1.23% | 0.62% | -0.29% | 2.45% | 3.77% |
| 2019 | 12 | 1.14% | 0.73% | 0.97% | 1.14% | -0.20% | 2.22% | 2.85% |
| 2020 | 1 | 1.28% | 1.89% | 1.66% | 1.28% | 2.59% | 0.57% | -0.08% |
| 2020 | 2 | -2.46% | -1.61% | -1.54% | -2.46% | 1.94% | -8.34% | -8.18% |
| 2020 | 3 | -6.28% | -4.06% | -5.38% | -6.28% | -1.42% | -9.62% | -13.78% |
| 2020 | 4 | 5.70% | 4.52% | 5.42% | 5.70% | 2.18% | 9.88% | 13.25% |
| 2020 | 5 | 2.11% | 2.00% | 2.55% | 2.11% | 1.26% | 3.60% | 5.38% |
| 2020 | 6 | 0.47% | 0.81% | 1.52% | 0.47% | 1.15% | 0.08% | 2.28% |
| 2020 | 7 | 2.81% | 2.59% | 2.82% | 2.81% | 1.46% | 4.98% | 5.64% |
| 2020 | 8 | 0.22% | 1.67% | 2.05% | 0.22% | -0.53% | 6.16% | 7.18% |
| 2020 | 9 | -0.70% | -0.30% | -1.19% | -0.70% | 0.09% | -1.05% | -3.57% |
| 2020 | 10 | -1.27% | -1.18% | -1.15% | -1.27% | -0.62% | -2.27% | -2.16% |
| 2020 | 11 | 5.72% | 4.07% | 4.82% | 5.72% | 1.04% | 10.04% | 12.19% |
| 2020 | 12 | 1.16% | 1.10% | 1.81% | 1.16% | 0.31% | 2.52% | 4.45% |
| Style Category | Portfolio 1 | Portfolio 2 | Portfolio 3 |
|---|---|---|---|
| Large-cap Value | 23.78% | 12.77% | 6.89% |
| Large-cap Growth | 8.41% | 17.78% | 20.17% |
| Mid-cap Value | 0.00% | 2.79% | 7.95% |
| Mid-cap Growth | 0.00% | 0.00% | 0.76% |
| Small-cap Value | 0.00% | 0.00% | 0.00% |
| Small-cap Growth | 0.00% | 0.00% | 0.00% |
| Global ex-US Developed Markets | 3.16% | 0.00% | 0.34% |
| Emerging Markets | 0.24% | 0.80% | 2.07% |
| Corporate Bonds | 22.26% | 12.76% | 16.40% |
| Long-Term Treasuries | 7.13% | 0.00% | 0.00% |
| Intermediate-Term Treasuries | 8.94% | 44.11% | 34.09% |
| Short-Term Treasuries | 26.09% | 8.99% | 11.35% |
| R Squared | 94.29% | 95.39% | 98.55% |
| Style analysis is based on monthly returns from January 2007 to December 2020 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 | Yield | Fees | P/E | Duration | Return Contribution | Risk Contribution |
|---|---|---|---|---|---|---|---|---|---|
| VWINX | Vanguard Wellesley Income Inv | 30% to 50% Equity | 100.00% | 1.89% | 0.22% | 21.10 | 8.14 | $15,814 | 100.00% |
| Ticker | Name | Category | Weight | Yield | Fees | P/E | Duration | Return Contribution | Risk Contribution |
|---|---|---|---|---|---|---|---|---|---|
| VBILX | Vanguard Interm-Term Bond Index Adm | Intermediate Core Bond | 65.00% | 1.10% | 0.07% | 6.52 | $7,572 | 32.73% | |
| VIG | Vanguard Dividend Appreciation ETF | Large Blend | 35.00% | 1.67% | 0.06% | 26.72 | $8,549 | 67.27% | |
| 100.00% | 1.30% | 0.07% | 26.72 | 6.52 | $16,121 | 100.00% |
| Ticker | Name | Category | Weight | Yield | Fees | P/E | Duration | Return Contribution | Risk Contribution |
|---|---|---|---|---|---|---|---|---|---|
| VTSMX | Vanguard Total Stock Mkt Idx Inv | Large Blend | 35.00% | 1.27% | 0.14% | 27.11 | $9,337 | 74.61% | |
| VBILX | Vanguard Interm-Term Bond Index Adm | Intermediate Core Bond | 65.00% | 1.10% | 0.07% | 6.52 | $7,593 | 25.39% | |
| 100.00% | 1.16% | 0.09% | 27.11 | 6.52 | $16,930 | 100.00% |
Fund fundamentals data as of 02/26/2021. (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.
| Metric | Portfolio 1 | Portfolio 2 | Portfolio 3 |
|---|---|---|---|
| Arithmetic Mean (monthly) | 0.58% | 0.59% | 0.61% |
| Arithmetic Mean (annualized) | 7.23% | 7.28% | 7.55% |
| Geometric Mean (monthly) | 0.57% | 0.57% | 0.59% |
| Geometric Mean (annualized) | 7.01% | 7.10% | 7.33% |
| Volatility (monthly) | 1.86% | 1.69% | 1.86% |
| Volatility (annualized) | 6.46% | 5.86% | 6.45% |
| Downside Deviation (monthly) | 1.16% | 1.06% | 1.18% |
| Max. Drawdown | -18.82% | -13.90% | -16.97% |
| US Market Correlation | 0.85 | 0.78 | 0.87 |
| Beta(*) | 0.34 | 0.28 | 0.35 |
| Alpha (annualized) | 3.42% | 4.06% | 3.66% |
| R2 | 72.86% | 61.58% | 75.58% |
| Sharpe Ratio | 0.94 | 1.05 | 0.99 |
| Sortino Ratio | 1.48 | 1.64 | 1.54 |
| Treynor Ratio (%) | 17.96 | 21.70 | 18.54 |
| Calmar Ratio | 0.83 | 1.61 | 1.37 |
| Active Return | -2.57% | -2.48% | -2.25% |
| Tracking Error | 11.16% | 12.11% | 11.01% |
| Information Ratio | -0.23 | -0.21 | -0.20 |
| Skewness | -0.67 | -0.97 | -0.97 |
| Excess Kurtosis | 3.12 | 3.20 | 3.77 |
| Historical Value-at-Risk (5%) | -2.39% | -2.24% | -2.26% |
| Analytical Value-at-Risk (5%) | -2.48% | -2.22% | -2.52% |
| Conditional Value-at-Risk (5%) | -4.20% | -3.77% | -4.19% |
| Upside Capture Ratio (%) | 38.89 | 34.45 | 39.98 |
| Downside Capture Ratio (%) | 26.62 | 18.74 | 26.56 |
| Safe Withdrawal Rate | 9.57% | 9.58% | 9.59% |
| Perpetual Withdrawal Rate | 4.83% | 4.91% | 5.12% |
| Positive Periods | 116 out of 168 (69.05%) | 120 out of 168 (71.43%) | 116 out of 168 (69.05%) |
| Gain/Loss Ratio | 1.02 | 1.01 | 1.08 |
| * 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 | Portfolio 2 | Portfolio 3 |
|---|---|---|---|---|---|
| Subprime Crisis | Nov 2007 | Mar 2009 | -18.82% | -13.90% | -16.97% |
| 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 | Feb 2020 | Mar 2020 | 2 months | Jul 2020 | 4 months | 6 months | -8.59% |
| 3 | Feb 2018 | Apr 2018 | 3 months | Jan 2019 | 9 months | 1 year | -3.48% |
| 4 | May 2015 | Aug 2015 | 4 months | Oct 2015 | 2 months | 6 months | -3.11% |
| 5 | Jun 2011 | Sep 2011 | 4 months | Oct 2011 | 1 month | 5 months | -2.72% |
| 6 | May 2010 | May 2010 | 1 month | Jul 2010 | 2 months | 3 months | -2.71% |
| 7 | May 2013 | Jun 2013 | 2 months | Oct 2013 | 4 months | 6 months | -2.45% |
| 8 | Sep 2016 | Nov 2016 | 3 months | Feb 2017 | 3 months | 6 months | -2.26% |
| 9 | Sep 2020 | Oct 2020 | 2 months | Nov 2020 | 1 month | 3 months | -1.97% |
| 10 | Jun 2007 | Jul 2007 | 2 months | Sep 2007 | 2 months | 4 months | -1.91% |
| Worst 10 drawdowns included above | |||||||
| Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
|---|---|---|---|---|---|---|---|
| 1 | May 2008 | Feb 2009 | 10 months | Sep 2009 | 7 months | 1 year 5 months | -13.90% |
| 2 | Feb 2020 | Mar 2020 | 2 months | May 2020 | 2 months | 4 months | -5.61% |
| 3 | May 2013 | Jun 2013 | 2 months | Oct 2013 | 4 months | 6 months | -3.40% |
| 4 | Mar 2015 | Aug 2015 | 6 months | Mar 2016 | 7 months | 1 year 1 month | -3.16% |
| 5 | Feb 2018 | Apr 2018 | 3 months | Aug 2018 | 4 months | 7 months | -3.15% |
| 6 | Aug 2016 | Nov 2016 | 4 months | Feb 2017 | 3 months | 7 months | -2.93% |
| 7 | Oct 2018 | Dec 2018 | 3 months | Jan 2019 | 1 month | 4 months | -2.93% |
| 8 | Sep 2011 | Sep 2011 | 1 month | Oct 2011 | 1 month | 2 months | -1.82% |
| 9 | May 2010 | May 2010 | 1 month | Jul 2010 | 2 months | 3 months | -1.82% |
| 10 | Sep 2020 | Oct 2020 | 2 months | Nov 2020 | 1 month | 3 months | -1.48% |
| Worst 10 drawdowns included above | |||||||
| 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 | -16.97% |
| 2 | Feb 2020 | Mar 2020 | 2 months | May 2020 | 2 months | 4 months | -6.84% |
| 3 | Sep 2018 | Dec 2018 | 4 months | Feb 2019 | 2 months | 6 months | -4.53% |
| 4 | Jun 2011 | Sep 2011 | 4 months | Oct 2011 | 1 month | 5 months | -3.00% |
| 5 | Jun 2015 | Sep 2015 | 4 months | Mar 2016 | 6 months | 10 months | -2.89% |
| 6 | May 2013 | Jun 2013 | 2 months | Oct 2013 | 4 months | 6 months | -2.88% |
| 7 | Feb 2018 | Apr 2018 | 3 months | Jul 2018 | 3 months | 6 months | -2.81% |
| 8 | May 2010 | Jun 2010 | 2 months | Jul 2010 | 1 month | 3 months | -2.36% |
| 9 | Sep 2020 | Oct 2020 | 2 months | Nov 2020 | 1 month | 3 months | -2.32% |
| 10 | Aug 2016 | Nov 2016 | 4 months | Feb 2017 | 3 months | 7 months | -2.08% |
| 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 | 7.01% | 6.46% | 16.39% | -9.84% | -18.82% | 0.94 | 1.48 | 0.85 |
| VBILX | Vanguard Interm-Term Bond Index Adm | 5.50% | 4.85% | 10.74% | -3.45% | -8.88% | 0.95 | 1.68 | 0.05 |
| VIG | Vanguard Dividend Appreciation ETF | 9.39% | 13.52% | 29.62% | -26.69% | -41.11% | 0.67 | 0.99 | 0.96 |
| VTSMX | Vanguard Total Stock Mkt Idx Inv | 9.58% | 16.15% | 33.35% | -37.04% | -50.89% | 0.59 | 0.87 | 1.00 |
| Ticker | Name | VWINX | VBILX | VIG | VTSMX | Portfolio 1 | Portfolio 2 | Portfolio 3 |
|---|---|---|---|---|---|---|---|---|
| VWINX | Vanguard Wellesley Income Inv | 1.00 | 0.47 | 0.87 | 0.85 | 1.00 | 0.94 | 0.95 |
| VBILX | Vanguard Interm-Term Bond Index Adm | 0.47 | 1.00 | 0.10 | 0.05 | 0.47 | 0.61 | 0.53 |
| VIG | Vanguard Dividend Appreciation ETF | 0.87 | 0.10 | 1.00 | 0.96 | 0.87 | 0.84 | 0.87 |
| VTSMX | Vanguard Total Stock Mkt Idx Inv | 0.85 | 0.05 | 0.96 | 1.00 | 0.85 | 0.78 | 0.87 |
| Ticker | Name | Portfolio 1 | Portfolio 2 | Portfolio 3 |
|---|---|---|---|---|
| VWINX | Vanguard Wellesley Income Inv | $15,814 | ||
| VBILX | Vanguard Interm-Term Bond Index Adm | $7,572 | $7,593 | |
| VIG | Vanguard Dividend Appreciation ETF | $8,549 | ||
| VTSMX | Vanguard Total Stock Mkt Idx Inv | $9,337 |
| Ticker | Name | Portfolio 1 | Portfolio 2 | Portfolio 3 |
|---|---|---|---|---|
| VWINX | Vanguard Wellesley Income Inv | 100.00% | ||
| VBILX | Vanguard Interm-Term Bond Index Adm | 32.73% | 25.39% | |
| VIG | Vanguard Dividend Appreciation ETF | 67.27% | ||
| VTSMX | Vanguard Total Stock Mkt Idx Inv | 74.61% |
| Roll Period | Portfolio 1 | Portfolio 2 | Portfolio 3 | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Average | High | Low | Average | High | Low | Average | High | Low | |
| 1 year | 6.95% | 28.99% | -16.51% | 6.99% | 22.51% | -13.05% | 7.15% | 26.13% | -15.91% |
| 3 years | 7.53% | 17.01% | 2.51% | 7.18% | 14.68% | 3.76% | 7.46% | 16.01% | 3.16% |
| 5 years | 7.65% | 13.66% | 4.57% | 7.15% | 11.80% | 4.64% | 7.50% | 13.06% | 4.66% |
| 7 years | 7.64% | 10.86% | 5.31% | 7.11% | 9.48% | 5.60% | 7.54% | 10.26% | 5.65% |
| 10 years | 7.61% | 9.52% | 6.58% | 7.17% | 8.49% | 6.20% | 7.50% | 9.10% | 6.48% |