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. 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.

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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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Asset 7
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Asset 8
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Asset 9
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Asset 10
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Portfolio Analysis Results (Jan 1995 - Oct 2020)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
VWINX Vanguard Wellesley Income Inv 100.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
VFITX Vanguard Interm-Term Treasury Inv 65.00%
VTSMX Vanguard Total Stock Mkt Idx Inv 35.00%
Save portfolio »
Portfolio 3
Ticker Name Allocation
VTSMX Vanguard Total Stock Mkt Idx Inv 35.00%
VBIIX Vanguard Interm-Term Bond Index Inv 65.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$77,783 8.26% 6.17%28.91%-9.84%-18.82% 0.961.580.70
Portfolio 2$10,000$65,944 7.57% 5.44%25.81%-4.30%-12.43% 0.961.560.83
Portfolio 3$10,000$72,153 7.95% 6.18%26.20%-9.76%-17.03% 0.901.410.85
   

Trailing Returns

Trailing Returns
Name3 MonthYTD1 year3 year5 year10 yearFull
Portfolio 1-1.76%1.41%3.20%5.52%6.32%7.11%8.26%
Portfolio 2-0.06%6.18%8.42%6.88%6.33%6.50%7.57%
Portfolio 3-0.34%6.47%8.81%7.48%7.13%7.34%7.95%
Trailing returns are for full months ending in October 2020 excluding portfolio cashflows.
Notes on results:
  • Past performance is no guarantee of future results, which may vary. All use is subject to terms of service.
  • Investing involves risk, including possible loss of principal. The value of the investments and the income derived from them may fluctuate over time.
  • All portfolio returns presented are hypothetical and backtested. Hypothetical returns do not reflect trading costs, transaction fees, or taxes.
  • The results are based on information from a variety of sources we consider reliable, but we do not represent that the information is accurate or complete.
  • The results do not constitute investment advice or recommendation, are provided solely for informational purposes, and are not an offer to buy or sell any securities.
  • The results are based on the total return of assets and assume that all received dividends and distributions are reinvested.
  • The annual results for 2020 are based on monthly returns from January to October
  • 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 (3-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdown analysis is calculated based on monthly returns excluding cashflows
  • The results assume annual rebalancing of portfolio assets to match the specified allocation
Annual returns for the configured portfolios
YearInflationReturnBalanceVanguard Wellesley Income Inv (VWINX)Vanguard Interm-Term Treasury Inv (VFITX)Vanguard Total Stock Mkt Idx Inv (VTSMX)Vanguard Interm-Term Bond Index Inv (VBIIX)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
19952.54%28.91%25.81%26.20%$12,891$12,581$12,62028.91%20.44%35.79%21.03%
19963.32%9.42%8.58%9.00%$14,105$13,661$13,7559.42%1.92%20.96%2.55%
19971.70%20.19%16.67%16.96%$16,953$15,939$16,08820.19%8.96%30.99%9.41%
19981.61%11.84%15.04%14.70%$18,961$18,335$18,45411.84%10.61%23.26%10.09%
19992.68%-4.14%6.05%6.38%$18,177$19,444$19,632-4.14%-3.52%23.81%-3.00%
20003.39%16.17%5.42%4.60%$21,116$20,497$20,53516.17%14.03%-10.57%12.78%
20011.55%7.39%1.07%2.19%$22,676$20,716$20,9867.39%7.55%-10.97%9.28%
20022.38%4.64%1.86%-0.28%$23,728$21,102$20,9274.64%14.15%-20.96%10.85%
20031.88%9.66%12.51%14.64%$26,019$23,742$23,9919.66%2.37%31.35%5.65%
20043.26%7.55%6.59%7.78%$27,985$25,307$25,8577.55%3.40%12.51%5.22%
20053.42%3.48%3.60%3.23%$28,959$26,218$26,6923.48%2.32%5.98%1.75%
20062.54%11.28%7.47%7.97%$32,225$28,176$28,81911.28%3.14%15.51%3.91%
20074.08%5.61%8.41%6.87%$34,032$30,545$30,7995.61%9.98%5.49%7.61%
20080.09%-9.84%-4.30%-9.76%$30,682$29,231$27,793-9.84%13.32%-37.04%4.93%
20092.72%16.02%8.95%14.45%$35,599$31,846$31,81116.02%-1.69%28.70%6.79%
20101.50%10.65%10.76%12.07%$39,389$35,274$35,65110.65%7.35%17.09%9.37%
20112.96%9.63%6.70%7.24%$43,182$37,639$38,2319.63%9.80%0.96%10.62%
20121.74%10.06%7.43%10.18%$47,524$40,434$42,12310.06%2.67%16.25%6.91%
20131.50%9.19%9.67%9.37%$51,890$44,342$46,0709.19%-3.09%33.35%-3.54%
20140.76%8.07%7.16%8.80%$56,075$47,516$50,1278.07%4.32%12.43%6.85%
20150.73%1.28%1.08%0.89%$56,791$48,029$50,5711.28%1.50%0.29%1.21%
20162.07%8.08%5.16%6.17%$61,380$50,507$53,6938.08%1.19%12.53%2.75%
20172.11%10.20%8.39%9.82%$67,639$54,743$58,96310.20%1.57%21.05%3.76%
20181.91%-2.57%-1.19%-2.00%$65,899$54,093$57,781-2.57%1.00%-5.26%-0.25%
20192.29%16.39%14.81%17.29%$76,701$62,107$67,77016.39%6.29%30.65%10.09%
20201.29%1.41%6.18%6.47%$77,783$65,944$72,1531.41%7.81%3.15%8.25%
Annual returns for 2020 are based on partial year data
Monthly returns for the configured portfolios
YearMonthReturnBalanceVanguard Wellesley Income Inv (VWINX)Vanguard Interm-Term Treasury Inv (VFITX)Vanguard Total Stock Mkt Idx Inv (VTSMX)Vanguard Interm-Term Bond Index Inv (VBIIX)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
199512.87%2.03%2.10%$10,287$10,203$10,2102.87%1.94%2.20%2.04%
199523.08%3.09%3.11%$10,604$10,519$10,5273.08%2.58%4.04%2.60%
199531.06%1.31%1.40%$10,717$10,657$10,6751.06%0.57%2.65%0.72%
199541.95%1.90%1.88%$10,926$10,859$10,8761.95%1.56%2.51%1.54%
199555.51%4.28%4.36%$11,527$11,324$11,3505.51%4.74%3.48%4.86%
199560.87%1.58%1.60%$11,628$11,503$11,5320.87%0.81%2.98%0.84%
199570.21%1.07%1.11%$11,652$11,627$11,6600.21%-0.61%4.02%-0.54%
199581.66%1.22%1.19%$11,846$11,769$11,7991.66%1.31%1.07%1.26%
199592.31%1.91%2.05%$12,119$11,994$12,0412.31%0.90%3.61%1.13%
1995100.76%0.65%0.56%$12,211$12,072$12,1090.76%1.76%-1.17%1.61%
1995112.81%2.69%2.68%$12,554$12,398$12,4332.81%1.82%4.17%1.80%
1995122.68%1.48%1.50%$12,891$12,581$12,6202.68%1.44%1.54%1.47%
199610.93%1.38%1.39%$13,011$12,755$12,7950.93%0.69%2.66%0.71%
19962-2.18%-0.96%-0.86%$12,727$12,632$12,686-2.18%-2.38%1.62%-2.21%
199630.03%-0.28%-0.23%$12,731$12,597$12,6570.03%-1.09%1.14%-1.01%
19964-0.61%0.24%0.26%$12,654$12,627$12,690-0.61%-1.03%2.41%-0.99%
199650.30%0.73%0.77%$12,693$12,719$12,7880.30%-0.44%2.66%-0.37%
199661.33%0.61%0.58%$12,862$12,796$12,8621.33%1.51%-0.84%1.47%
19967-0.91%-1.94%-1.94%$12,745$12,547$12,613-0.91%0.14%-5.37%0.15%
199680.92%0.91%0.97%$12,862$12,662$12,7360.92%-0.35%3.09%-0.25%
199692.89%3.20%3.20%$13,234$13,067$13,1432.89%1.91%5.38%1.90%
1996104.14%2.08%2.17%$13,782$13,339$13,4284.14%2.48%1.43%2.62%
1996113.64%3.85%3.85%$14,284$13,852$13,9443.64%2.04%6.81%2.05%
199612-1.25%-1.38%-1.36%$14,105$13,661$13,755-1.25%-1.45%-1.27%-1.41%
199711.32%1.95%2.02%$14,291$13,927$14,0321.32%0.06%5.46%0.16%
199720.67%0.02%0.03%$14,387$13,930$14,0370.67%0.10%-0.11%0.11%
19973-2.55%-2.44%-2.47%$14,020$13,590$13,690-2.55%-1.30%-4.45%-1.35%
199742.16%2.63%2.62%$14,322$13,948$14,0502.16%1.61%4.50%1.60%
199752.65%3.09%3.12%$14,701$14,379$14,4892.65%0.83%7.10%0.88%
199762.20%2.27%2.43%$15,024$14,705$14,8412.20%1.00%4.37%1.27%
199775.97%4.73%4.94%$15,921$15,401$15,5745.97%2.85%7.77%3.19%
19978-2.28%-2.07%-2.20%$15,558$15,083$15,231-2.28%-0.99%-3.72%-1.22%
199793.71%3.13%3.24%$16,135$15,555$15,7243.71%1.47%5.77%1.64%
1997100.67%-0.34%-0.35%$16,243$15,501$15,6690.67%1.66%-3.40%1.64%
1997112.40%1.47%1.36%$16,632$15,730$15,8822.40%0.31%3.33%0.14%
1997121.93%1.33%1.30%$16,953$15,939$16,0881.93%1.09%1.70%1.04%
199810.78%1.28%1.27%$17,085$16,142$16,2930.78%1.73%0.44%1.72%
199821.23%2.30%2.36%$17,294$16,513$16,6771.23%-0.38%7.34%-0.29%
199832.56%1.93%2.00%$17,737$16,832$17,0102.56%0.14%5.06%0.24%
199840.00%0.72%0.67%$17,737$16,953$17,1240.00%0.49%1.10%0.42%
199850.81%-0.41%-0.38%$17,880$16,883$17,0590.81%0.98%-2.71%1.03%
199861.11%1.91%1.88%$18,079$17,205$17,3791.11%0.95%3.54%0.91%
19987-1.29%-0.71%-0.70%$17,846$17,082$17,258-1.29%0.22%-2.27%0.24%
19988-2.39%-3.74%-4.25%$17,420$16,443$16,525-2.39%3.20%-15.65%2.39%
199895.49%4.62%4.45%$18,377$17,202$17,2605.49%3.64%6.68%3.38%
1998100.31%1.96%2.02%$18,434$17,539$17,6090.31%-0.77%7.51%-0.70%
1998112.38%1.91%2.11%$18,873$17,875$17,9802.38%-0.35%6.17%-0.06%
1998120.46%2.58%2.63%$18,961$18,335$18,4540.46%0.38%6.45%0.46%
19991-0.54%1.70%1.80%$18,858$18,647$18,786-0.54%0.65%3.65%0.81%
19992-2.86%-3.30%-3.11%$18,318$18,031$18,203-2.86%-3.07%-3.73%-2.76%
199930.81%1.77%1.83%$18,466$18,351$18,5350.81%0.58%3.93%0.68%
199943.22%1.88%1.89%$19,062$18,695$18,8863.22%0.28%4.68%0.32%
19995-0.69%-1.60%-1.65%$18,930$18,396$18,576-0.69%-1.37%-2.00%-1.44%
19996-0.07%1.75%1.60%$18,916$18,718$18,873-0.07%-0.26%5.16%-0.49%
19997-1.64%-1.50%-1.53%$18,606$18,436$18,585-1.64%-0.45%-3.20%-0.49%
19998-0.95%-0.39%-0.46%$18,428$18,364$18,498-0.95%-0.07%-0.92%-0.19%
19999-0.53%-0.24%-0.20%$18,331$18,320$18,462-0.53%1.08%-2.44%1.14%
1999100.88%2.38%2.45%$18,493$18,757$18,9130.88%0.12%6.29%0.23%
199911-0.68%1.25%1.37%$18,367$18,992$19,173-0.68%-0.08%3.42%0.11%
199912-1.04%2.38%2.39%$18,177$19,444$19,632-1.04%-0.94%7.59%-0.90%
20001-1.01%-1.76%-1.71%$17,993$19,101$19,296-1.01%-0.46%-4.18%-0.38%
20002-3.00%1.53%1.44%$17,453$19,393$19,573-3.00%1.00%2.54%0.86%
200035.61%3.30%3.18%$18,432$20,032$20,1955.61%2.04%5.69%1.86%
200040.16%-2.00%-2.56%$18,461$19,631$19,6780.16%-0.26%-5.21%-1.11%
200051.27%-1.06%-1.27%$18,696$19,423$19,4281.27%0.16%-3.41%-0.15%
20006-0.63%2.94%3.15%$18,578$19,994$20,039-0.63%2.20%4.42%2.50%
200071.98%-0.25%-0.14%$18,945$19,945$20,0111.98%0.62%-1.95%0.80%
200082.93%3.50%3.59%$19,500$20,642$20,7302.93%1.62%7.28%1.74%
200091.80%-1.02%-0.98%$19,851$20,431$20,5261.80%0.89%-4.67%0.97%
2000101.27%-0.07%-0.30%$20,102$20,416$20,4651.27%0.90%-2.04%0.57%
2000111.20%-1.77%-1.97%$20,343$20,054$20,0621.20%2.14%-9.90%1.90%
2000123.80%2.21%2.36%$21,116$20,497$20,5353.80%2.39%1.78%2.61%
200110.25%2.20%2.48%$21,168$20,949$21,0450.25%1.33%3.83%1.76%
200121.23%-2.53%-2.50%$21,428$20,418$20,5181.23%1.26%-9.41%1.29%
20013-0.07%-1.88%-1.71%$21,412$20,033$20,166-0.07%0.50%-6.72%0.75%
200141.88%1.77%1.91%$21,814$20,388$20,5511.88%-1.16%8.16%-0.93%
200151.02%0.48%0.84%$22,036$20,486$20,7241.02%0.22%1.01%0.76%
20016-0.18%-0.35%-0.18%$21,997$20,415$20,686-0.18%0.30%-1.64%0.54%
200171.80%1.26%1.34%$22,393$20,671$20,9641.80%2.73%-1.71%2.83%
200180.67%-1.18%-1.01%$22,543$20,428$20,7520.67%1.11%-6.00%1.31%
20019-0.56%-1.08%-2.02%$22,418$20,207$20,332-0.56%2.41%-9.00%0.99%
2001100.43%2.30%2.24%$22,515$20,673$20,7880.43%2.22%2.52%2.13%
2001110.14%0.48%1.07%$22,548$20,773$21,0100.14%-2.32%7.63%-1.50%
2001120.57%-0.27%-0.12%$22,676$20,716$20,9860.57%-1.16%1.78%-0.93%
200210.45%-0.14%-0.04%$22,778$20,687$20,9780.45%0.45%-1.24%0.61%
200221.65%0.14%-0.02%$23,154$20,715$20,9741.65%1.29%-2.05%1.05%
20023-0.10%-0.04%-0.04%$23,131$20,707$20,965-0.10%-2.30%4.38%-2.31%
200240.70%-0.04%-0.43%$23,293$20,699$20,8740.70%2.62%-4.90%2.01%
200251.33%0.28%0.26%$23,604$20,757$20,9291.33%1.04%-1.22%1.02%
20026-0.93%-1.19%-2.15%$23,384$20,509$20,480-0.93%1.72%-7.06%0.31%
20027-2.09%-0.67%-2.20%$22,895$20,372$20,030-2.09%2.66%-8.02%0.50%
200280.86%1.87%1.93%$23,093$20,754$20,4170.86%2.42%0.53%2.53%
20029-2.67%-0.70%-1.08%$22,476$20,608$20,197-2.67%3.03%-10.07%2.65%
2002102.31%1.45%1.33%$22,994$20,907$20,4662.31%-0.70%7.65%-0.96%
2002112.36%0.70%1.55%$23,536$21,053$20,7832.36%-1.32%6.06%-0.24%
2002120.82%0.23%0.69%$23,728$21,102$20,9270.82%2.58%-5.57%3.32%
20031-1.56%-1.21%-1.15%$23,359$20,846$20,685-1.56%-0.49%-2.54%-0.40%
200320.10%0.58%0.97%$23,382$20,966$20,8850.10%1.77%-1.69%2.36%
20033-0.11%0.24%0.28%$23,358$21,018$20,944-0.11%-0.19%1.09%-0.13%
200343.40%2.95%3.66%$24,153$21,638$21,7113.40%0.24%8.21%1.33%
200354.24%3.94%4.44%$25,177$22,491$22,6754.24%2.74%6.11%3.53%
200360.18%0.25%0.31%$25,223$22,547$22,7440.18%-0.43%1.43%-0.33%
20037-3.38%-1.57%-2.31%$24,371$22,193$22,219-3.38%-3.87%2.36%-4.97%
200380.40%1.03%1.17%$24,469$22,422$22,4790.40%0.19%2.39%0.42%
200391.72%1.44%2.02%$24,889$22,745$22,9341.72%3.09%-1.15%4.01%
2003100.44%1.48%1.39%$25,000$23,081$23,2530.44%-1.36%6.12%-1.42%
2003110.54%0.55%0.72%$25,135$23,208$23,4220.54%0.01%1.38%0.31%
2003123.52%2.30%2.43%$26,019$23,742$23,9913.52%0.85%4.48%1.10%
200410.48%1.31%1.53%$26,144$24,053$24,3590.48%0.81%2.23%1.16%
200421.38%1.30%1.41%$26,505$24,365$24,7011.38%1.23%1.43%1.39%
200430.32%0.31%0.38%$26,591$24,441$24,7960.32%1.06%-1.07%1.17%
20044-2.17%-2.85%-3.11%$26,013$23,744$24,024-2.17%-3.25%-2.11%-3.65%
20045-0.34%0.14%-0.07%$25,925$23,778$24,008-0.34%-0.51%1.35%-0.83%
200461.11%1.09%1.13%$26,213$24,037$24,2781.11%0.54%2.09%0.59%
200470.34%-0.78%-0.55%$26,302$23,849$24,1460.34%0.91%-3.80%1.28%
200482.07%1.46%1.87%$26,847$24,197$24,5962.07%2.07%0.31%2.70%
200490.66%0.72%0.85%$27,025$24,372$24,8050.66%0.19%1.74%0.39%
2004100.66%1.18%1.27%$27,204$24,658$25,1200.66%0.91%1.68%1.06%
2004110.89%0.68%0.73%$27,447$24,825$25,3030.89%-1.48%4.68%-1.37%
2004121.96%1.94%2.19%$27,985$25,307$25,8571.96%0.97%3.63%1.37%
20051-0.09%-0.57%-0.56%$27,959$25,162$25,713-0.09%0.56%-2.68%0.58%
200521.25%0.06%0.08%$28,309$25,178$25,7341.25%-0.98%2.07%-0.95%
20053-1.41%-0.94%-1.20%$27,909$24,941$25,424-1.41%-0.51%-1.75%-0.91%
200540.94%0.34%0.33%$28,170$25,025$25,5080.94%1.75%-2.32%1.74%
200551.07%2.06%2.23%$28,471$25,542$26,0761.07%1.20%3.77%1.44%
200560.87%0.64%0.83%$28,720$25,705$26,2940.87%0.55%0.81%0.85%
200570.09%0.49%0.44%$28,746$25,831$26,4080.09%-1.41%4.11%-1.48%
200580.78%0.72%0.78%$28,971$26,018$26,6130.78%1.65%-0.94%1.73%
20059-0.25%-0.44%-0.68%$28,898$25,903$26,433-0.25%-1.14%0.86%-1.50%
200510-1.34%-1.17%-1.39%$28,512$25,599$26,064-1.34%-0.79%-1.86%-1.14%
2005111.03%1.71%1.72%$28,805$26,036$26,5121.03%0.48%3.97%0.49%
2005120.53%0.70%0.68%$28,959$26,218$26,6920.53%1.01%0.14%0.99%
200610.85%1.01%1.05%$29,207$26,482$26,9710.85%-0.34%3.50%-0.28%
200620.80%0.06%0.05%$29,440$26,497$26,9840.80%0.09%0.00%0.07%
20063-0.66%0.01%-0.09%$29,245$26,500$26,960-0.66%-0.99%1.80%-1.15%
200641.09%0.17%0.10%$29,564$26,545$26,9861.09%-0.37%1.11%-0.49%
20065-0.66%-1.18%-1.24%$29,370$26,231$26,650-0.66%0.02%-3.23%-0.08%
200660.58%0.13%0.07%$29,540$26,265$26,6680.58%0.10%0.17%0.01%
200672.14%0.82%0.93%$30,171$26,479$26,9172.14%1.35%-0.13%1.54%
200681.81%1.87%2.06%$30,718$26,974$27,4721.81%1.62%2.31%1.92%
200691.23%1.41%1.51%$31,097$27,356$27,8881.23%0.94%2.27%1.09%
2006101.64%1.64%1.73%$31,607$27,806$28,3701.64%0.57%3.53%0.71%
2006111.30%1.53%1.63%$32,018$28,231$28,8331.30%1.12%2.23%1.28%
2006120.65%-0.20%-0.05%$32,225$28,176$28,8190.65%-0.98%1.13%-0.74%
200710.32%0.49%0.49%$32,329$28,314$28,9590.32%-0.26%1.88%-0.26%
200720.91%0.63%0.75%$32,624$28,491$29,1770.91%1.86%-1.61%2.05%
200730.63%0.40%0.22%$32,830$28,606$29,2400.63%0.03%1.11%-0.26%
200741.73%1.77%1.79%$33,397$29,112$29,7641.73%0.57%4.01%0.60%
200750.45%0.56%0.59%$33,546$29,274$29,9380.45%-1.18%3.69%-1.14%
20076-1.19%-0.73%-0.92%$33,146$29,060$29,664-1.19%-0.18%-1.67%-0.48%
20077-0.73%-0.09%-0.60%$32,905$29,032$29,487-0.73%1.81%-3.41%1.03%
200781.42%1.79%1.62%$33,372$29,551$29,9651.42%1.97%1.45%1.71%
200791.72%1.56%1.66%$33,945$30,012$30,4631.72%0.46%3.59%0.60%
2007100.94%1.20%1.31%$34,264$30,372$30,8620.94%0.84%1.85%1.00%
200711-0.18%0.59%-0.08%$34,203$30,553$30,839-0.18%3.46%-4.49%2.44%
200712-0.50%-0.03%-0.13%$34,032$30,545$30,799-0.50%0.27%-0.60%0.13%
20081-0.82%-0.11%-0.50%$33,751$30,510$30,645-0.82%3.10%-6.08%2.50%
20082-1.29%-0.10%-0.58%$33,314$30,478$30,468-1.29%1.35%-3.07%0.65%
200830.38%0.45%-0.17%$33,441$30,614$30,4150.38%0.93%-0.58%0.02%
200841.18%0.13%1.04%$33,835$30,652$30,7331.18%-2.14%5.02%-0.83%
20085-0.56%-0.19%-0.17%$33,646$30,594$30,680-0.56%-1.32%2.09%-1.30%
20086-3.41%-2.27%-2.85%$32,498$29,899$29,807-3.41%0.77%-8.19%-0.08%
200870.15%0.28%-0.23%$32,546$29,984$29,7380.15%0.77%-0.77%0.03%
200880.78%1.17%0.98%$32,801$30,334$30,0300.78%0.98%1.58%0.70%
20089-3.47%-2.58%-5.27%$31,663$29,551$28,447-3.47%0.51%-9.26%-3.37%
200810-7.19%-6.15%-8.42%$29,385$27,732$26,052-7.19%-1.36%-17.63%-4.30%
2008110.33%2.09%2.00%$29,482$28,313$26,5720.33%5.58%-7.90%5.80%
2008124.07%3.24%4.60%$30,682$29,231$27,7934.07%3.66%1.86%5.52%
20091-4.62%-4.44%-3.75%$29,265$27,932$26,751-4.62%-2.39%-8.26%-1.32%
20092-4.96%-3.90%-4.28%$27,814$26,843$25,606-4.96%-0.58%-10.45%-1.19%
200932.94%4.91%3.93%$28,631$28,161$26,6122.94%3.20%8.65%1.78%
200943.54%2.25%3.59%$29,645$28,796$27,5663.54%-1.76%10.61%0.19%
200954.39%1.17%2.45%$30,946$29,133$28,2404.39%-1.10%5.38%0.88%
200961.25%-0.11%0.80%$31,333$29,100$28,4671.25%-0.37%0.34%1.06%
200975.68%3.25%4.46%$33,112$30,046$29,7375.68%0.60%7.82%2.60%
200982.32%1.94%2.17%$33,882$30,628$30,3822.32%0.89%3.63%1.32%
200991.87%2.21%2.45%$34,514$31,305$31,1251.87%0.92%4.23%1.38%
200910-0.05%-0.87%-0.63%$34,497$31,033$30,927-0.05%0.25%-2.57%0.55%
2009113.20%3.39%3.36%$35,602$32,085$31,9653.20%1.96%5.63%2.01%
200912-0.01%-0.74%-0.48%$35,599$31,846$31,811-0.01%-3.13%2.86%-2.54%
20101-0.29%0.06%0.11%$35,494$31,864$31,845-0.29%1.97%-3.50%2.05%
201021.08%1.40%1.35%$35,878$32,311$32,2751.08%0.40%3.36%0.33%
201031.99%1.56%2.03%$36,592$32,815$32,9311.99%-0.91%6.27%-0.19%
201041.49%1.57%1.77%$37,138$33,331$33,5151.49%1.23%2.17%1.55%
20105-2.71%-1.72%-2.13%$36,133$32,758$32,802-2.71%1.85%-8.00%1.17%
201060.19%-0.55%-0.26%$36,203$32,577$32,7180.19%2.07%-5.66%2.51%
201073.49%2.98%3.31%$37,467$33,547$33,8013.49%1.07%6.99%1.57%
201080.86%-0.25%0.11%$37,787$33,461$33,8370.86%2.00%-4.75%2.51%
201092.70%3.27%3.37%$38,810$34,556$34,9772.70%0.36%9.47%0.56%
2010100.88%1.63%1.64%$39,151$35,119$35,5500.88%0.45%3.94%0.48%
201011-0.92%-0.44%-0.50%$38,792$34,963$35,371-0.92%-0.98%0.58%-1.06%
2010121.54%0.89%0.79%$39,389$35,274$35,6511.54%-2.29%6.81%-2.38%
201110.65%0.95%0.98%$39,643$35,611$35,9990.65%0.29%2.19%0.33%
201121.88%1.00%1.29%$40,387$35,966$36,4651.88%-0.43%3.60%0.03%
201130.14%0.09%0.09%$40,445$35,997$36,4970.14%-0.12%0.45%-0.12%
201142.58%2.11%2.27%$41,488$36,756$37,3242.58%1.60%2.99%1.86%
201150.84%0.69%0.80%$41,836$37,010$37,6210.84%1.77%-1.16%1.93%
20116-1.06%-0.75%-0.95%$41,393$36,732$37,264-1.06%-0.16%-1.79%-0.48%
201170.04%0.58%0.93%$41,411$36,946$37,6090.04%2.18%-2.28%2.70%
20118-0.27%-0.32%-0.74%$41,300$36,830$37,332-0.27%2.70%-5.99%2.03%
20119-1.46%-2.05%-2.28%$40,697$36,076$36,482-1.46%0.73%-7.75%0.38%
2011104.03%3.26%3.81%$42,338$37,252$37,8724.03%-0.42%11.51%0.38%
201111-0.53%0.10%-0.53%$42,114$37,290$37,672-0.53%0.29%-0.29%-0.65%
2011122.53%0.94%1.48%$43,182$37,639$38,2312.53%1.00%0.80%1.82%
201211.88%2.30%2.85%$43,991$38,506$39,3191.88%0.81%5.08%1.64%
201221.28%1.11%1.47%$44,556$38,934$39,8981.28%-0.65%4.26%-0.08%
201230.46%0.64%0.53%$44,761$39,182$40,1110.46%-0.79%3.07%-0.94%
201240.93%0.68%0.88%$45,179$39,449$40,4640.93%1.50%-0.65%1.81%
20125-1.43%-1.56%-1.46%$44,534$38,834$39,875-1.43%1.24%-6.24%1.36%
201262.00%1.25%1.44%$45,423$39,321$40,4482.00%-0.22%3.91%0.09%
201272.44%0.92%1.50%$46,533$39,684$41,0532.44%0.86%1.03%1.76%
201280.53%0.97%1.05%$46,782$40,071$41,4860.53%0.10%2.48%0.25%
201290.86%0.92%1.20%$47,183$40,439$41,9830.86%-0.06%2.58%0.41%
2012100.25%-0.86%-0.50%$47,299$40,091$41,7750.25%-0.32%-1.76%0.24%
2012110.29%0.66%0.63%$47,434$40,357$42,0370.29%0.62%0.74%0.56%
2012120.19%0.19%0.21%$47,524$40,434$42,1230.19%-0.41%1.19%-0.36%
201311.45%1.44%1.32%$48,214$41,018$42,6781.45%-0.74%5.50%-0.93%
201321.23%0.92%1.09%$48,805$41,394$43,1421.23%0.71%1.28%0.98%
201331.26%1.59%1.60%$49,421$42,053$43,8311.26%0.27%3.88%0.28%
201341.97%1.08%1.46%$50,393$42,508$44,4731.97%0.71%1.70%1.32%
20135-0.87%-0.28%-0.66%$49,956$42,390$44,181-0.87%-1.84%2.32%-2.44%
20136-1.59%-1.49%-2.25%$49,160$41,760$43,189-1.59%-1.62%-1.27%-2.85%
201372.04%2.20%2.39%$50,161$42,678$44,2222.04%0.13%5.49%0.42%
20138-1.87%-1.74%-1.89%$49,220$41,936$43,388-1.87%-1.02%-2.82%-1.26%
201391.63%2.33%2.41%$50,023$42,914$44,4341.63%1.47%3.66%1.58%
2013102.10%1.98%2.32%$51,072$43,764$45,4652.10%0.49%4.22%1.04%
2013110.79%1.10%0.96%$51,475$44,244$45,9010.79%-0.14%2.88%-0.37%
2013120.81%0.22%0.37%$51,890$44,342$46,0700.81%-1.49%2.63%-1.25%
20141-0.36%-0.01%0.37%$51,702$44,340$46,239-0.36%1.67%-3.11%2.24%
201422.06%1.74%1.98%$52,767$45,113$47,1542.06%0.21%4.73%0.57%
201430.92%-0.21%-0.04%$53,253$45,018$47,1360.92%-0.60%0.51%-0.33%
201441.19%0.34%0.58%$53,885$45,172$47,4091.19%0.49%0.06%0.85%
201451.21%1.43%1.77%$54,538$45,818$48,2491.21%1.03%2.17%1.56%
201460.78%0.81%0.86%$54,961$46,190$48,6650.78%-0.13%2.54%-0.03%
20147-1.00%-0.96%-0.89%$54,410$45,746$48,232-1.00%-0.39%-1.98%-0.29%
201481.99%2.15%2.36%$55,492$46,731$49,3681.99%1.03%4.18%1.37%
20149-1.25%-1.19%-1.46%$54,798$46,173$48,649-1.25%-0.66%-2.14%-1.08%
2014101.17%1.70%1.74%$55,438$46,960$49,4971.17%1.12%2.74%1.20%
2014111.31%1.41%1.45%$56,165$47,623$50,2151.31%0.84%2.41%0.92%
201412-0.16%-0.23%-0.18%$56,075$47,516$50,127-0.16%-0.35%-0.01%-0.27%
201510.55%0.78%1.16%$56,382$47,888$50,7090.55%2.70%-2.77%3.28%
201520.82%0.89%0.95%$56,843$48,316$51,1890.82%-1.59%5.76%-1.50%
20153-0.10%0.13%0.08%$56,786$48,377$51,228-0.10%0.76%-1.04%0.68%
201540.51%0.01%0.01%$57,073$48,382$51,2300.51%-0.21%0.42%-0.22%
20155-0.12%0.41%0.24%$57,007$48,580$51,351-0.12%-0.12%1.39%-0.39%
20156-2.06%-1.08%-1.48%$55,831$48,054$50,593-2.06%-0.74%-1.71%-1.35%
201571.23%1.12%1.18%$56,521$48,593$51,1901.23%0.85%1.63%0.93%
20158-2.16%-2.16%-2.39%$55,298$47,545$49,968-2.16%-0.03%-6.03%-0.39%
201590.11%-0.21%-0.22%$55,360$47,443$49,8590.11%1.19%-2.93%1.19%
2015103.40%2.28%2.58%$57,242$48,525$51,1443.40%-0.47%7.84%-0.04%
2015110.00%-0.07%-0.01%$57,242$48,493$51,1380.00%-0.39%0.54%-0.31%
201512-0.79%-0.96%-1.11%$56,791$48,029$50,571-0.79%-0.38%-2.03%-0.61%
20161-0.20%-0.45%-0.74%$56,675$47,812$50,196-0.20%2.36%-5.67%1.91%
201620.45%0.53%0.65%$56,930$48,067$50,5210.45%0.82%-0.04%0.99%
201633.52%2.46%3.04%$58,931$49,249$52,0573.52%0.22%7.01%1.08%
201640.91%0.13%0.52%$59,467$49,313$52,3280.91%-0.13%0.63%0.46%
201650.59%0.48%0.47%$59,817$49,552$52,5750.59%-0.21%1.79%-0.22%
201662.18%1.41%1.67%$61,121$50,250$53,4542.18%2.05%0.23%2.44%
201671.38%1.40%1.82%$61,966$50,952$54,4271.38%0.04%3.95%0.71%
201680.00%-0.38%-0.27%$61,966$50,761$54,2810.00%-0.72%0.26%-0.55%
20169-0.32%0.24%0.18%$61,770$50,882$54,379-0.32%0.29%0.15%0.20%
201610-1.22%-1.26%-1.36%$61,014$50,239$53,640-1.22%-0.73%-2.21%-0.90%
201611-0.74%-0.14%-0.66%$60,565$50,167$53,288-0.74%-2.65%4.44%-3.39%
2016121.35%0.68%0.76%$61,380$50,507$53,6931.35%-0.05%1.92%0.09%
201710.27%0.86%0.92%$61,548$50,944$54,1890.27%0.30%1.91%0.39%
201721.96%1.57%1.84%$62,753$51,742$55,1861.96%0.39%3.71%0.82%
20173-0.04%0.07%0.05%$62,729$51,776$55,214-0.04%0.07%0.07%0.04%
201740.70%0.87%1.08%$63,166$52,229$55,8090.70%0.77%1.05%1.09%
201751.15%0.74%0.89%$63,894$52,616$56,3071.15%0.59%1.01%0.83%
201760.41%0.03%0.13%$64,159$52,633$56,3800.41%-0.47%0.92%-0.32%
201770.88%0.95%1.09%$64,720$53,131$56,9960.88%0.42%1.87%0.65%
201780.53%0.60%0.69%$65,063$53,449$57,3880.53%0.86%0.15%1.00%
201790.84%0.37%0.36%$65,611$53,649$57,5970.84%-0.83%2.45%-0.83%
2017100.90%0.68%0.88%$66,201$54,014$58,1060.90%-0.21%2.16%0.13%
2017111.08%0.92%0.89%$66,915$54,510$58,6251.08%-0.39%3.04%-0.40%
2017121.08%0.43%0.58%$67,639$54,743$58,9631.08%0.07%0.99%0.31%
201810.56%0.85%0.85%$68,015$55,207$59,4660.56%-1.56%5.31%-1.54%
20182-2.73%-1.67%-1.97%$66,159$54,286$58,295-2.73%-0.49%-3.72%-0.96%
20183-0.27%-0.23%-0.39%$65,978$54,159$58,067-0.27%0.75%-1.99%0.50%
20184-0.50%-0.46%-0.48%$65,650$53,910$57,788-0.50%-0.92%0.38%-0.95%
201850.65%1.48%1.44%$66,079$54,707$58,6200.65%0.76%2.79%0.69%
201860.16%0.31%0.22%$66,186$54,877$58,7470.16%0.11%0.68%-0.04%
201872.04%0.98%1.25%$67,535$55,414$59,4792.04%-0.35%3.34%0.06%
201880.57%1.75%1.77%$67,916$56,386$60,5320.57%0.77%3.44%0.79%
20189-0.23%-0.45%-0.36%$67,761$56,133$60,312-0.23%-0.82%0.16%-0.68%
201810-2.27%-2.83%-3.10%$66,223$54,542$58,440-2.27%-0.06%-7.40%-0.49%
2018111.63%1.36%1.13%$67,300$55,283$59,1021.63%0.96%2.06%0.61%
201812-2.08%-2.15%-2.24%$65,899$54,093$57,781-2.08%1.90%-9.29%1.81%
201913.23%3.39%3.99%$68,030$55,924$60,0863.23%0.58%8.59%1.52%
201921.51%1.12%1.25%$69,055$56,550$60,8361.51%-0.26%3.50%-0.05%
201931.88%1.65%1.98%$70,351$57,483$62,0421.88%1.78%1.44%2.31%
201941.08%1.46%1.51%$71,112$58,324$62,9801.08%-0.05%3.98%0.05%
20195-0.65%-1.22%-1.16%$70,650$57,613$62,250-0.65%2.05%-6.45%2.09%
201963.14%3.19%3.49%$72,872$59,450$64,4193.14%1.02%6.97%1.52%
201970.49%0.44%0.68%$73,228$59,714$64,8570.49%-0.16%1.44%0.23%
201981.68%0.76%1.04%$74,459$60,167$65,5291.68%2.48%-2.03%2.88%
201990.59%0.19%0.17%$74,900$60,284$65,6420.59%-0.70%1.70%-0.70%
2019100.63%0.89%1.02%$75,369$60,821$66,3100.63%0.16%2.10%0.39%
2019110.62%1.21%1.22%$75,837$61,558$67,1220.62%-0.37%3.77%-0.29%
2019121.14%0.89%0.97%$76,701$62,107$67,7701.14%-0.36%2.85%-0.20%
202011.28%1.40%1.66%$77,684$62,974$68,8921.28%2.19%-0.08%2.59%
20202-2.46%-1.43%-1.55%$75,775$62,073$67,827-2.46%2.12%-8.18%1.93%
20203-6.28%-2.89%-5.39%$71,013$60,282$64,171-6.28%2.27%-13.78%-1.43%
202045.70%4.11%5.41%$75,060$62,760$67,6465.70%0.46%13.25%2.18%
202052.11%1.96%2.55%$76,645$63,990$69,3682.11%0.42%5.38%1.25%
202060.47%0.93%1.51%$77,007$64,588$70,4160.47%0.30%2.28%1.14%
202072.81%2.16%2.81%$79,173$65,984$72,3972.81%0.49%5.64%1.45%
202080.22%2.27%2.04%$79,344$67,480$73,8770.22%-0.22%7.18%-0.53%
20209-0.70%-1.16%-1.20%$78,787$66,699$72,992-0.70%0.16%-3.57%0.09%
202010-1.27%-1.13%-1.15%$77,783$65,944$72,153-1.27%-0.59%-2.16%-0.62%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2Portfolio 3
Large-cap Value23.73%10.98%7.23%
Large-cap Growth7.74%17.49%20.01%
Mid-cap Value0.00%3.90%7.89%
Mid-cap Growth0.00%0.62%0.66%
Small-cap Value0.00%1.29%0.00%
Small-cap Growth0.00%0.62%0.00%
Global ex-US Developed Markets3.55%1.18%0.70%
Emerging Markets0.03%0.31%1.61%
Corporate Bonds22.87%0.00%16.72%
Long-Term Treasuries6.71%0.00%0.00%
Intermediate-Term Treasuries9.27%41.07%33.94%
Short-Term Treasuries26.10%22.53%11.24%
R Squared93.50%99.14%98.47%
Style analysis is based on monthly returns from Apr 2005 to Oct 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.

Holdings Based Style Analysis for Portfolio 1

Holdings Based Style Analysis for Portfolio 1
TickerNameCategoryWeightERP/EDurationReturn ContributionRisk Contribution
VWINXVanguard Wellesley Income Inv30% to 50% Equity100.00%0.23%17.938.18$67,783100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryWeightERP/EDurationReturn ContributionRisk Contribution
VFITXVanguard Interm-Term Treasury InvIntermediate Government65.00%0.20%5.22$25,49018.81%
VTSMXVanguard Total Stock Mkt Idx InvLarge Blend35.00%0.14%25.00$30,45481.19%
100.00%0.18%25.005.22$55,944100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 3

Holdings Based Style Analysis for Portfolio 3
TickerNameCategoryWeightERP/EDurationReturn ContributionRisk Contribution
VTSMXVanguard Total Stock Mkt Idx InvLarge Blend35.00%0.14%25.00$31,35972.84%
VBIIXVanguard Interm-Term Bond Index InvIntermediate Core Bond65.00%0.15%6.52$30,79327.16%
100.00%0.15%25.006.52$62,153100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Fund fundamentals data as of 11/25/2020. (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.

Portfolio return and risk metrics
MetricPortfolio 1Portfolio 2Portfolio 3
Arithmetic Mean (monthly)0.68%0.62%0.66%
Arithmetic Mean (annualized)8.47%7.73%8.16%
Geometric Mean (monthly)0.66%0.61%0.64%
Geometric Mean (annualized)8.26%7.57%7.95%
Volatility (monthly)1.78%1.57%1.79%
Volatility (annualized)6.17%5.44%6.18%
Downside Deviation (monthly)1.01%0.87%1.06%
Max. Drawdown-18.82%-12.43%-17.03%
US Market Correlation0.700.830.85
Beta(*)0.280.290.34
Alpha (annualized)5.17%4.34%4.23%
R248.60%68.94%71.65%
Sharpe Ratio0.960.960.90
Sortino Ratio1.581.561.41
Treynor Ratio (%)21.0617.7316.46
Calmar Ratio0.641.611.09
Active Return-1.65%-2.34%-1.96%
Tracking Error11.95%11.30%10.69%
Information Ratio-0.14-0.21-0.18
Skewness-0.36-0.42-0.72
Excess Kurtosis2.371.262.40
Historical Value-at-Risk (5%)-2.33%-2.05%-2.29%
Analytical Value-at-Risk (5%)-2.25%-2.02%-2.33%
Conditional Value-at-Risk (5%)-3.65%-3.09%-3.72%
Upside Capture Ratio (%)36.9237.6541.48
Downside Capture Ratio (%)16.3421.4425.68
Safe Withdrawal Rate9.16%8.36%8.51%
Perpetual Withdrawal Rate5.82%5.19%5.53%
Positive Periods219 out of 310 (70.65%)215 out of 310 (69.35%)211 out of 310 (68.06%)
Gain/Loss Ratio1.121.221.21
* 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 2Portfolio 3
Asian CrisisJul 1997Jan 1998-2.28%-2.07%-2.20%
Russian Debt DefaultJul 1998Oct 1998-3.64%-4.43%-4.92%
Dotcom CrashMar 2000Oct 2002-4.78%-4.37%-4.82%
Subprime CrisisNov 2007Mar 2009-18.82%-12.43%-17.03%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsSep 20097 months1 year 11 months-18.82%
2Feb 2020Mar 20202 monthsJul 20204 months6 months-8.59%
3May 1999Feb 200010 monthsAug 20006 months1 year 4 months-8.44%
4Jun 2002Sep 20024 monthsDec 20023 months7 months-4.78%
5Jul 1998Aug 19982 monthsSep 19981 month3 months-3.64%
6Feb 2018Apr 20183 monthsJan 20199 months1 year-3.48%
7Jan 1999Feb 19992 monthsApr 19992 months4 months-3.39%
8Jul 2003Jul 20031 monthDec 20035 months6 months-3.38%
9May 2015Aug 20154 monthsOct 20152 months6 months-3.11%
10Feb 1996Apr 19963 monthsSep 19965 months8 months-2.74%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1May 2008Feb 200910 monthsSep 20097 months1 year 5 months-12.43%
2Jul 1998Aug 19982 monthsOct 19982 months4 months-4.43%
3Feb 2001Mar 20012 monthsNov 20021 year 8 months1 year 10 months-4.37%
4Feb 2020Mar 20202 monthsMay 20202 months4 months-4.27%
5Sep 2018Dec 20184 monthsFeb 20192 months6 months-4.07%
6Feb 1999Feb 19991 monthApr 19992 months3 months-3.30%
7Apr 2000May 20002 monthsAug 20003 months5 months-3.04%
8Apr 2004Apr 20041 monthOct 20046 months7 months-2.85%
9Sep 2000Nov 20003 monthsJan 20012 months5 months-2.85%
10Jun 2011Sep 20114 monthsOct 20111 month5 months-2.52%
Worst 10 drawdowns included above

Drawdowns for Portfolio 3

Drawdowns for Portfolio 3 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsSep 20097 months1 year 11 months-17.03%
2Feb 2020Mar 20202 monthsMay 20202 months4 months-6.85%
3Jul 1998Aug 19982 monthsOct 19982 months4 months-4.92%
4Feb 2001Jul 20021 year 6 monthsApr 20039 months2 years 3 months-4.82%
5Sep 2018Dec 20184 monthsFeb 20192 months6 months-4.54%
6Apr 2000May 20002 monthsAug 20003 months5 months-3.80%
7Sep 2000Nov 20003 monthsJan 20012 months5 months-3.22%
8Apr 2004May 20042 monthsSep 20044 months6 months-3.18%
9Feb 1999Feb 19991 monthApr 19992 months3 months-3.11%
10Jun 2011Sep 20114 monthsOct 20111 month5 months-3.03%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VWINXVanguard Wellesley Income Inv8.26%6.17%28.91%-9.84%-18.82%0.961.580.70
VFITXVanguard Interm-Term Treasury Inv5.55%4.61%20.44%-3.52%-4.86%0.711.22-0.23
VTSMXVanguard Total Stock Mkt Idx Inv9.91%15.40%35.79%-37.04%-50.89%0.550.781.00
VBIIXVanguard Interm-Term Bond Index Inv6.26%4.95%21.03%-3.54%-8.92%0.801.330.00

Monthly Correlations

Correlations for the portfolio assets
TickerNameVWINXVFITXVTSMXVBIIXPortfolio 1Portfolio 2Portfolio 3
VWINXVanguard Wellesley Income Inv1.000.310.700.531.000.840.87
VFITXVanguard Interm-Term Treasury Inv0.311.00-0.230.910.310.350.29
VTSMXVanguard Total Stock Mkt Idx Inv0.70-0.231.000.000.700.830.85
VBIIXVanguard Interm-Term Bond Index Inv0.530.910.001.000.530.510.53

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
VWINXVanguard Wellesley Income Inv$67,783
VFITXVanguard Interm-Term Treasury Inv$25,490
VTSMXVanguard Total Stock Mkt Idx Inv$30,454$31,359
VBIIXVanguard Interm-Term Bond Index Inv$30,793

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
VWINXVanguard Wellesley Income Inv100.00%
VFITXVanguard Interm-Term Treasury Inv18.81%
VTSMXVanguard Total Stock Mkt Idx Inv81.19%72.84%
VBIIXVanguard Interm-Term Bond Index Inv27.16%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2Portfolio 3
AverageHighLowAverageHighLowAverageHighLow
1 year8.77%28.91%-9.84%7.75%25.81%-4.30%8.19%26.20%-9.76%
3 years7.94%19.24%1.95%7.06%16.81%2.77%7.41%17.18%1.36%
5 years7.55%12.69%3.35%6.70%14.22%4.06%7.03%14.44%2.99%
7 years7.53%12.41%4.41%6.57%10.97%5.04%6.89%11.17%4.10%
10 years7.39%10.84%4.93%6.52%9.73%4.77%6.82%9.97%4.18%
15 years7.31%8.83%6.39%6.46%8.03%5.64%6.73%8.02%6.03%
Result statistics are based on annualized rolling returns over full calendar year periods