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 4
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Portfolio Analysis Results (Jan 1997 - Dec 2020)

Portfolio Allocations

If You Can
Ticker Name Allocation
VTSMX Vanguard Total Stock Mkt Idx Inv 33.34%
VGTSX Vanguard Total Intl Stock Index Inv 33.33%
VBMFX Vanguard Total Bond Market Index Inv 33.33%
Save portfolio »
SPY
Ticker Name Allocation
SPY SPDR S&P 500 ETF Trust 100.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRTWRRMWRRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
If You Can$10,000$792,328 19.98% 7.02%7.16%10.55%25.22%-25.36%-37.40%
(-29.81%)
0.510.730.95
SPY$10,000$1,114,556 21.70% 8.94%9.64%15.38%33.48%-36.81%-50.80%
(-42.54%)
0.500.740.99
* The number in parentheses shows the calculated value taking into account the periodic contributions.
   

Trailing Returns

Trailing Returns
NameAnnualized ReturnAnnualized Volatility
3 Month1 year3 year5 year10 yearFull3 year5 year
If You Can10.47%13.22%8.33%9.71%7.67%7.02%12.38%10.12%
SPY12.12%18.37%14.03%15.11%13.76%8.94%18.66%15.15%
Trailing annualized return and volatility are for full months ending in December 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.
  • CAGR = Compound Annual Growth Rate
  • TWRR = Annualized time weighted rate of return
  • MWRR = Annualized money weighted rate of return (internal rate of return) taking into account the periodic cashflows
  • 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
  • Inflation adjusted annual contribution of $10,000 was applied at the end of each period. This is reflected in the CAGR and maximum drawdown shown above.
Annual returns for the configured portfolios
YearInflationCashflowIf You CanSPYVanguard Total Stock Mkt Idx Inv (VTSMX)Vanguard Total Intl Stock Index Inv (VGTSX)Vanguard Total Bond Market Index Inv (VBMFX)SPDR S&P 500 ETF Trust (SPY)
ReturnBalanceReturnBalance
19971.70%$10,17013.22%$21,49333.48%$23,51830.99%-0.77%9.44%33.48%
19981.61%$10,33415.82%$35,22628.69%$40,59923.26%15.60%8.58%28.69%
19992.68%$10,61217.66%$52,05820.39%$59,48823.81%29.92%-0.76%20.39%
20003.39%$10,971-4.93%$60,461-9.73%$64,671-10.57%-15.61%11.39%-9.73%
20011.55%$11,141-7.56%$67,029-11.75%$68,212-10.97%-20.15%8.43%-11.75%
20022.38%$11,406-9.26%$72,226-21.59%$64,892-20.96%-15.08%8.26%-21.59%
20031.88%$11,62025.22%$102,06428.18%$94,79731.35%40.34%3.97%28.18%
20043.26%$11,99912.53%$126,85110.70%$116,94212.51%20.84%4.24%10.70%
20053.42%$12,4097.98%$149,3854.83%$134,9955.98%15.57%2.40%4.83%
20062.54%$12,72415.47%$185,22215.85%$169,11215.51%26.64%4.27%15.85%
20074.08%$13,2439.31%$215,7115.14%$191,0405.49%15.52%6.92%5.14%
20080.09%$13,255-25.36%$174,255-36.81%$133,979-37.04%-44.10%5.05%-36.81%
20092.72%$13,61623.79%$229,32126.36%$182,91828.70%36.73%5.93%26.36%
20101.50%$13,82011.55%$269,61815.06%$224,28017.09%11.12%6.42%15.06%
20112.96%$14,229-2.01%$278,4151.89%$242,7430.96%-14.56%7.56%1.89%
20121.74%$14,47712.81%$328,56915.99%$296,03816.25%18.14%4.05%15.99%
20131.50%$14,69415.38%$393,79532.31%$406,37233.35%15.04%-2.26%32.31%
20140.76%$14,8054.65%$426,91413.46%$475,88512.43%-4.24%5.76%13.46%
20150.73%$14,913-1.26%$436,4471.25%$496,7570.29%-4.37%0.30%1.25%
20162.07%$15,2236.56%$480,30912.00%$571,59712.53%4.65%2.50%12.00%
20172.11%$15,54417.30%$578,96221.70%$711,17921.05%27.40%3.46%21.70%
20181.91%$15,841-6.61%$556,541-4.56%$694,612-5.26%-14.44%-0.13%-4.56%
20192.29%$16,20320.23%$685,33231.22%$927,68630.65%21.43%8.61%31.22%
20201.36%$16,42313.22%$792,32818.37%$1,114,55620.87%11.16%7.61%18.37%
Monthly returns for the configured portfolios
YearMonthIf You CanSPYVanguard Total Stock Mkt Idx Inv (VTSMX)Vanguard Total Intl Stock Index Inv (VGTSX)Vanguard Total Bond Market Index Inv (VBMFX)SPDR S&P 500 ETF Trust (SPY)
ReturnBalanceReturnBalance
199711.11%$10,1116.18%$10,6185.46%-2.37%0.25%6.18%
199720.59%$10,1710.96%$10,719-0.11%1.82%0.11%0.96%
19973-1.89%$9,978-4.41%$10,246-4.45%-0.10%-0.97%-4.41%
199742.07%$10,1856.26%$10,8884.50%0.20%1.49%6.26%
199754.86%$10,6806.32%$11,5767.10%6.54%0.87%6.32%
199763.69%$11,0744.11%$12,0524.37%5.40%1.16%4.11%
199774.15%$11,5347.93%$13,0077.77%1.59%2.80%7.93%
19978-4.44%$11,022-5.18%$12,333-3.72%-8.60%-0.85%-5.18%
199794.32%$11,4984.81%$12,9265.77%5.51%1.45%4.81%
199710-3.71%$11,071-2.45%$12,610-3.40%-9.10%1.45%-2.45%
1997111.00%$11,1823.87%$13,0983.33%-1.19%0.33%3.87%
1997121.26%$21,4931.91%$23,5181.70%0.92%1.04%1.91%
199811.60%$21,8361.29%$23,8210.44%3.04%1.32%1.29%
199824.72%$22,8666.93%$25,4727.34%6.88%-0.10%6.93%
199832.92%$23,5354.88%$26,7135.06%3.22%0.33%4.88%
199840.72%$23,7051.28%$27,0551.10%0.53%0.51%1.28%
19985-1.14%$23,433-2.08%$26,493-2.71%-1.51%1.02%-2.08%
199861.37%$23,7544.26%$27,6223.54%-0.27%0.81%4.26%
19987-0.35%$23,670-1.35%$27,248-2.27%1.08%0.23%-1.35%
19988-9.44%$21,437-14.12%$23,401-15.65%-13.66%1.90%-14.12%
199892.14%$21,8966.36%$24,8906.68%-2.07%1.96%6.36%
1998105.68%$23,1398.11%$26,9087.51%10.77%-0.55%8.11%
1998114.00%$24,0655.57%$28,4076.17%5.34%0.49%5.57%
1998123.43%$35,2266.54%$40,5996.45%3.26%0.38%6.54%
199911.27%$35,6743.52%$42,0293.65%-0.63%0.79%3.52%
19992-2.56%$34,759-3.21%$40,681-3.73%-2.16%-1.77%-3.21%
199933.14%$35,8524.15%$42,3703.93%4.97%0.56%4.15%
199943.42%$37,0783.80%$43,9794.68%5.08%0.40%3.80%
19995-2.66%$36,090-2.29%$42,973-2.00%-5.00%-0.88%-2.29%
199963.08%$37,2025.54%$45,3535.16%4.39%-0.50%5.54%
19997-0.49%$37,020-3.10%$43,946-3.20%2.27%-0.39%-3.10%
19998-0.23%$36,936-0.52%$43,718-0.92%0.33%-0.08%-0.52%
19999-0.16%$36,879-2.24%$42,740-2.44%0.82%1.26%-2.24%
1999103.51%$38,1746.41%$45,4796.29%3.74%0.33%6.41%
1999112.61%$39,1701.67%$46,2363.42%4.08%0.02%1.67%
1999125.81%$52,0585.71%$59,4887.59%9.37%-0.48%5.71%
20001-3.53%$50,223-4.98%$56,526-4.18%-6.22%-0.17%-4.98%
200022.17%$51,310-1.52%$55,6652.54%2.83%1.18%-1.52%
200033.50%$53,1089.69%$61,0595.69%3.48%1.40%9.69%
20004-3.69%$51,146-3.51%$58,915-5.21%-5.41%-0.49%-3.51%
20005-2.05%$50,097-1.57%$57,988-3.41%-2.67%-0.16%-1.57%
200063.57%$51,8871.97%$59,1314.42%4.27%2.15%1.97%
20007-1.77%$50,967-1.57%$58,202-1.95%-4.46%0.88%-1.57%
200083.22%$52,6106.53%$62,0057.28%1.00%1.40%6.53%
20009-2.87%$51,101-5.48%$58,607-4.67%-5.00%0.76%-5.48%
200010-1.39%$50,391-0.47%$58,333-2.04%-3.03%0.57%-0.47%
200011-4.04%$48,354-7.47%$53,978-9.90%-4.44%1.58%-7.47%
2000122.35%$60,461-0.52%$64,6711.78%3.72%1.79%-0.52%
200112.23%$61,8094.45%$67,5463.83%1.10%1.76%4.45%
20012-5.39%$58,475-9.54%$61,103-9.41%-7.61%0.91%-9.54%
20013-4.29%$55,966-5.60%$57,682-6.72%-7.15%0.54%-5.60%
200144.87%$58,6938.54%$62,6108.16%7.89%-0.46%8.54%
20015-0.54%$58,374-0.56%$62,2601.01%-3.52%0.73%-0.56%
20016-1.55%$57,469-2.38%$60,776-1.64%-3.84%0.52%-2.38%
20017-0.49%$57,185-1.02%$60,156-1.71%-2.43%2.23%-1.02%
20018-2.23%$55,910-5.93%$56,587-6.00%-2.30%1.11%-5.93%
20019-5.68%$52,735-8.16%$51,970-9.00%-10.73%0.89%-8.16%
2001102.38%$53,9881.30%$52,6462.52%2.97%1.86%1.30%
2001112.77%$55,4867.80%$56,7527.63%3.56%-1.34%7.80%
2001120.72%$67,0290.56%$68,2121.78%1.35%-0.58%0.56%
20021-1.73%$65,870-0.98%$67,543-1.24%-4.63%0.69%-0.98%
20022-0.10%$65,803-1.79%$66,332-2.05%0.90%0.85%-1.79%
200232.80%$67,6463.32%$68,5374.38%5.71%-1.46%3.32%
20024-0.93%$67,015-5.82%$64,551-4.90%0.42%1.69%-5.82%
200250.28%$67,200-0.59%$64,168-1.22%1.16%0.80%-0.59%
20026-3.60%$64,782-7.38%$59,435-7.06%-4.28%0.29%-7.38%
20027-5.61%$61,147-7.88%$54,751-8.02%-9.80%0.48%-7.88%
200280.75%$61,6020.68%$55,1230.53%-0.12%1.66%0.68%
20029-5.91%$57,961-10.49%$49,343-10.07%-10.88%1.53%-10.49%
2002103.65%$60,0798.23%$53,4037.65%5.70%-0.61%8.23%
2002113.27%$62,0446.17%$56,6976.06%4.75%0.02%6.17%
200212-1.97%$72,226-5.66%$64,892-5.57%-3.43%2.07%-5.66%
20031-2.08%$70,722-2.46%$63,296-2.54%-3.76%0.05%-2.46%
20032-0.88%$70,097-1.35%$62,443-1.69%-2.42%1.38%-1.35%
20033-0.31%$69,8800.21%$62,5721.09%-1.93%-0.13%0.21%
200346.12%$74,1578.46%$67,8668.21%9.70%0.87%8.46%
200354.70%$77,6445.48%$71,5876.11%6.15%1.82%5.48%
200361.33%$78,6801.07%$72,3501.43%2.66%-0.13%1.07%
200370.82%$79,3271.80%$73,6552.36%3.18%-3.34%1.80%
200381.89%$80,8252.06%$75,1742.39%2.51%0.61%2.06%
200391.38%$81,937-1.09%$74,356-1.15%2.78%2.71%-1.09%
2003104.09%$85,2895.35%$78,3366.12%6.49%-0.96%5.35%
2003111.33%$86,4231.09%$79,1911.38%2.13%0.27%1.09%
2003124.65%$102,0645.03%$94,7974.48%7.80%0.88%5.03%
200411.56%$103,6611.98%$96,6712.23%1.60%0.86%1.98%
200421.65%$105,3751.36%$97,9831.43%2.50%1.03%1.36%
200430.05%$105,433-1.32%$96,690-1.07%0.45%0.80%-1.32%
20044-2.63%$102,665-1.89%$94,860-2.11%-3.14%-2.61%-1.89%
200450.46%$103,1391.71%$96,4851.35%0.46%-0.43%1.71%
200461.69%$104,8831.85%$98,2692.09%2.40%0.56%1.85%
20047-2.10%$102,684-3.22%$95,103-3.80%-3.34%0.96%-3.22%
200481.00%$103,7130.24%$95,3350.31%0.75%1.94%0.24%
200491.61%$105,3871.00%$96,2901.74%2.96%0.16%1.00%
2004101.93%$107,4171.29%$97,5311.68%3.24%0.85%1.29%
2004113.74%$111,4384.45%$101,8724.68%7.23%-0.81%4.45%
2004123.06%$126,8513.02%$116,9423.63%4.44%0.92%3.02%
20051-1.23%$125,291-2.24%$114,320-2.68%-1.67%0.65%-2.24%
200522.02%$127,8232.09%$116,7102.07%4.68%-0.63%2.09%
20053-1.73%$125,606-1.83%$114,577-1.75%-2.93%-0.49%-1.83%
20054-1.00%$124,345-1.87%$112,430-2.32%-2.07%1.35%-1.87%
200551.61%$126,3473.22%$116,0533.77%0.08%1.05%3.22%
200560.88%$127,4620.15%$116,2270.81%1.30%0.55%0.15%
200572.23%$130,3063.83%$120,6744.11%3.68%-0.99%3.83%
200581.08%$131,716-0.94%$119,543-0.94%2.85%1.36%-0.94%
200591.52%$133,7240.80%$120,4990.86%4.73%-1.10%0.80%
200510-2.05%$130,981-2.37%$117,649-1.86%-3.37%-0.81%-2.37%
2005112.38%$134,1024.40%$122,8203.97%2.67%0.48%4.40%
2005122.14%$149,385-0.19%$134,9950.14%5.14%0.99%-0.19%
200613.42%$154,4942.40%$138,2373.50%6.87%-0.11%2.40%
20062-0.13%$154,2970.57%$139,0290.00%-0.72%0.37%0.57%
200631.36%$156,4021.65%$141,3231.80%3.17%-1.00%1.65%
200642.09%$159,6741.26%$143,1081.11%5.12%-0.21%1.26%
20065-2.70%$155,364-3.01%$138,797-3.23%-4.45%-0.09%-3.01%
20066-0.05%$155,2940.26%$139,1640.17%-0.38%0.10%0.26%
200670.79%$156,5200.45%$139,787-0.13%1.15%1.35%0.45%
200682.18%$159,9242.18%$142,8372.31%2.53%1.64%2.18%
200691.09%$161,6672.70%$146,6932.27%0.25%0.81%2.70%
2006102.80%$166,2013.15%$151,3163.53%4.00%0.72%3.15%
2006112.41%$170,2141.99%$154,3252.23%3.73%1.11%1.99%
2006121.34%$185,2221.34%$169,1121.13%3.09%-0.48%1.34%
200710.92%$186,9251.50%$171,6561.88%0.96%-0.08%1.50%
20072-0.03%$186,873-1.96%$168,288-1.61%0.06%1.50%-1.96%
200731.31%$189,3201.16%$170,2411.11%2.80%0.02%1.16%
200742.82%$194,6664.43%$177,7814.01%3.92%0.51%4.43%
200752.04%$198,6393.39%$183,8123.69%3.09%-0.78%3.39%
20076-0.48%$197,688-1.46%$181,120-1.67%0.61%-0.39%-1.46%
20077-1.25%$195,213-3.13%$175,449-3.41%-1.06%0.84%-3.13%
200780.66%$196,4971.28%$177,7011.45%-0.72%1.34%1.28%
200793.63%$203,6243.87%$184,5783.59%6.38%0.72%3.87%
2007103.00%$209,7261.36%$187,0821.85%5.90%0.93%1.36%
200711-2.55%$204,388-3.87%$179,836-4.49%-4.57%1.91%-3.87%
200712-0.94%$215,711-1.13%$191,040-0.60%-2.28%0.22%-1.13%
20081-4.31%$206,407-6.05%$179,490-6.08%-8.55%1.69%-6.05%
20082-0.83%$204,688-2.58%$174,851-3.07%0.33%0.19%-2.58%
20083-0.31%$204,054-0.90%$173,272-0.58%-0.71%0.30%-0.90%
200843.37%$210,9334.77%$181,5315.02%5.85%-0.30%4.77%
200850.90%$212,8351.51%$184,2752.09%1.51%-0.79%1.51%
20086-5.66%$200,788-8.35%$168,888-8.19%-8.99%-0.01%-8.35%
20087-1.42%$197,946-0.90%$167,370-0.77%-3.67%0.00%-0.90%
20088-0.82%$196,3151.55%$169,9571.58%-5.10%0.70%1.55%
20089-7.36%$181,862-9.44%$153,918-9.26%-13.09%-1.10%-9.44%
200810-12.87%$158,456-16.52%$128,492-17.63%-22.09%-2.53%-16.52%
200811-2.36%$154,715-6.96%$119,549-7.90%-6.29%3.64%-6.96%
2008124.06%$174,2550.98%$133,9791.86%8.16%3.32%0.98%
20091-6.97%$162,110-8.21%$122,978-8.26%-11.96%-0.70%-8.21%
20092-6.61%$151,398-10.74%$109,764-10.45%-9.58%-0.42%-10.74%
200936.13%$160,6858.35%$118,9278.65%9.31%1.48%8.35%
200947.57%$172,8529.93%$130,74210.61%12.78%0.36%9.93%
200956.81%$184,6165.85%$138,3845.38%14.35%0.85%5.85%
20096-0.18%$184,279-0.07%$138,2900.34%-1.32%0.54%-0.07%
200976.51%$196,2767.46%$148,6087.82%9.96%1.43%7.46%
200982.78%$201,7343.69%$154,0973.63%3.50%1.01%3.69%
200993.65%$209,0883.55%$159,5604.23%5.15%1.19%3.55%
200910-1.54%$205,859-1.92%$156,493-2.57%-2.17%0.41%-1.92%
2009113.70%$213,4776.16%$166,1345.63%3.86%1.36%6.16%
2009121.04%$229,3211.91%$182,9182.86%1.53%-1.68%1.91%
20101-2.33%$223,976-3.63%$176,270-3.50%-5.07%1.57%-3.63%
201021.25%$226,7663.12%$181,7693.36%0.22%0.20%3.12%
201034.23%$236,3666.09%$192,8396.27%6.71%-0.08%6.09%
201040.53%$237,6261.55%$195,8222.17%-1.71%1.06%1.55%
20105-5.96%$223,464-7.95%$180,263-8.00%-10.78%0.87%-7.95%
20106-1.72%$219,631-5.17%$170,936-5.66%-1.17%1.61%-5.17%
201075.80%$232,3606.83%$182,6116.99%10.33%0.94%6.83%
20108-2.08%$227,526-4.50%$174,397-4.75%-3.22%1.48%-4.50%
201096.33%$241,9308.96%$190,0149.47%10.41%-0.01%8.96%
2010102.59%$248,2003.82%$197,2733.94%3.55%0.36%3.82%
201011-1.49%$244,4970.00%$197,2730.58%-4.52%-0.57%0.00%
2010124.62%$269,6186.68%$224,2806.81%8.34%-1.15%6.68%
201110.99%$272,2842.33%$229,5062.19%0.70%0.08%2.33%
201122.17%$278,1873.47%$237,4783.60%2.71%0.16%3.47%
201130.01%$278,2110.01%$237,5030.45%-0.43%-0.01%0.01%
201143.20%$287,1022.90%$244,3812.99%5.24%1.32%2.90%
20115-0.96%$284,356-1.12%$241,641-1.16%-2.87%1.30%-1.12%
20116-1.24%$280,832-1.69%$237,561-1.79%-1.51%-0.39%-1.69%
20117-0.77%$278,676-2.00%$232,809-2.28%-1.53%1.58%-2.00%
20118-4.30%$266,692-5.50%$220,010-5.99%-8.45%1.46%-5.50%
20119-6.10%$250,413-6.94%$204,730-7.75%-12.29%0.89%-6.94%
2011106.79%$267,41110.91%$227,07611.51%10.22%0.16%10.91%
201111-1.08%$264,521-0.41%$226,153-0.29%-2.88%-0.30%-0.41%
201112-0.13%$278,4151.04%$242,7430.80%-2.64%1.08%1.04%
201214.41%$290,6924.64%$254,0005.08%7.27%0.87%4.64%
201223.17%$299,9184.34%$265,0254.26%5.14%-0.05%4.34%
201230.60%$301,7093.22%$273,5483.07%-0.75%-0.58%3.22%
20124-0.49%$300,236-0.67%$271,722-0.65%-1.78%1.14%-0.67%
20125-5.65%$283,267-6.01%$255,403-6.24%-11.14%0.95%-6.01%
201263.29%$292,5904.05%$265,7543.91%6.03%0.04%4.05%
201270.95%$295,3801.18%$268,8981.03%0.44%1.39%1.18%
201281.76%$300,5822.51%$275,6342.48%2.72%0.03%2.51%
201292.13%$306,9852.54%$282,6222.58%3.62%0.11%2.54%
201210-0.39%$305,776-1.82%$277,479-1.76%0.56%0.11%-1.82%
2012110.93%$308,6210.57%$279,0500.74%1.82%0.19%0.57%
2012121.77%$328,5690.90%$296,0381.19%4.17%-0.20%0.90%
201312.71%$337,4685.12%$311,1925.50%3.34%-0.71%5.12%
201320.20%$338,1451.28%$315,1621.28%-1.23%0.54%1.28%
201331.62%$343,6363.80%$327,1313.88%0.77%0.08%3.80%
201342.07%$350,7331.92%$333,4161.70%3.58%0.91%1.92%
20135-0.70%$348,2742.36%$341,2882.32%-2.95%-1.71%2.36%
20136-2.20%$340,626-1.34%$336,728-1.27%-3.75%-1.65%-1.34%
201373.53%$352,6625.17%$354,1295.49%4.56%0.20%5.17%
20138-1.78%$346,400-3.00%$343,508-2.82%-1.63%-0.64%-3.00%
201393.98%$360,2013.17%$354,3913.66%7.21%0.96%3.17%
2013102.93%$370,7424.63%$370,8024.22%3.41%0.78%4.63%
2013111.01%$374,4992.96%$381,7912.88%0.12%-0.35%2.96%
2013121.23%$393,7952.59%$406,3722.63%1.25%-0.65%2.59%
20141-2.11%$385,473-3.52%$392,048-3.11%-4.78%1.54%-3.52%
201423.48%$398,8704.55%$409,8924.73%5.39%0.48%4.55%
201430.26%$399,8920.83%$413,3000.51%0.41%-0.15%0.83%
201440.71%$402,7450.70%$416,1730.06%1.31%0.77%0.70%
201451.70%$409,5922.32%$425,8312.17%1.88%1.05%2.32%
201461.46%$415,5922.06%$434,6182.54%1.74%0.11%2.06%
20147-1.29%$410,229-1.34%$428,777-1.98%-1.61%-0.26%-1.34%
201482.13%$418,9583.95%$445,6984.18%1.05%1.13%3.95%
20149-2.62%$407,979-1.38%$439,551-2.14%-5.01%-0.72%-1.38%
2014101.16%$412,7072.36%$449,9032.74%-0.31%0.94%2.36%
2014110.98%$416,7602.75%$462,2632.41%-0.25%0.65%2.75%
201412-1.12%$426,914-0.26%$475,885-0.01%-3.65%0.09%-0.26%
20151-0.11%$426,439-2.96%$461,785-2.77%0.13%2.31%-2.96%
201523.35%$440,7085.62%$487,7395.76%5.52%-1.08%5.62%
20153-0.74%$437,462-1.57%$480,060-1.04%-1.54%0.41%-1.57%
201541.74%$445,0740.98%$484,7810.42%5.08%-0.36%0.98%
20155-0.02%$444,9811.29%$491,0141.39%-0.94%-0.45%1.29%
20156-1.82%$436,866-2.03%$481,050-1.71%-2.69%-1.01%-2.03%
201570.51%$439,1062.26%$491,9171.63%-0.80%0.76%2.26%
20158-4.61%$418,872-6.10%$461,935-6.03%-7.29%-0.36%-6.10%
20159-1.99%$410,516-2.54%$450,187-2.93%-3.90%0.76%-2.54%
2015104.59%$429,3718.51%$488,4797.84%6.26%0.01%8.51%
201511-0.34%$427,9050.37%$490,2650.54%-1.32%-0.27%0.37%
201512-1.49%$436,447-1.72%$496,757-2.03%-2.07%-0.38%-1.72%
20161-3.28%$422,142-4.98%$472,025-5.67%-5.59%1.43%-4.98%
20162-0.52%$419,947-0.08%$471,635-0.04%-2.27%0.66%-0.08%
201635.24%$441,9556.72%$503,3507.01%8.19%0.94%6.72%
201641.07%$446,6650.39%$505,3340.63%2.22%0.38%0.39%
201650.26%$447,8241.70%$513,9301.79%-1.02%0.01%1.70%
201660.42%$449,6920.35%$515,7270.23%-0.94%1.94%0.35%
201672.97%$463,0503.65%$534,5363.95%4.41%0.64%3.65%
201680.27%$464,3170.12%$535,1760.26%0.74%-0.17%0.12%
201690.47%$466,5120.01%$535,2170.15%1.37%-0.09%0.01%
201610-1.58%$459,121-1.73%$525,938-2.21%-1.72%-0.81%-1.73%
201611-0.11%$458,6253.68%$545,3134.44%-2.15%-2.64%3.68%
2016121.41%$480,3092.03%$571,5971.92%2.02%0.24%2.03%
201712.02%$490,0321.79%$581,8251.91%3.87%0.29%1.79%
201721.96%$499,6463.93%$604,6863.71%1.50%0.66%3.93%
201730.95%$504,4050.13%$605,4470.07%2.82%-0.07%0.13%
201741.35%$511,2300.99%$611,4561.05%2.20%0.76%0.99%
201751.59%$519,3831.41%$620,0861.01%3.01%0.67%1.41%
201760.50%$521,9580.64%$624,0380.92%0.52%0.01%0.64%
201771.95%$532,1292.06%$636,8651.87%3.42%0.39%2.06%
201780.54%$535,0050.29%$638,7230.15%0.64%0.85%0.29%
201791.29%$541,9322.01%$651,5882.45%1.81%-0.54%2.01%
2017101.46%$549,8172.36%$666,9432.16%1.94%0.11%2.36%
2017111.26%$556,7543.06%$687,3283.04%0.78%-0.17%3.06%
2017121.20%$578,9621.21%$711,1790.99%2.01%0.44%1.21%
201813.27%$597,8855.64%$751,2605.31%5.59%-1.09%5.64%
20182-3.34%$577,899-3.64%$723,944-3.72%-5.14%-1.03%-3.64%
20183-0.68%$573,951-2.74%$704,097-1.99%-0.64%0.63%-2.74%
201840.13%$574,6890.52%$707,7360.38%0.83%-0.83%0.52%
201850.49%$577,4992.43%$724,9412.79%-1.92%0.61%2.43%
20186-0.44%$574,9420.58%$729,1140.68%-2.08%0.03%0.58%
201871.97%$586,2673.70%$756,1253.34%2.48%0.03%3.70%
201880.66%$590,1523.19%$780,2603.44%-2.19%0.52%3.19%
20189-0.02%$590,0180.59%$784,9030.16%0.30%-0.54%0.59%
201810-5.56%$557,225-6.91%$730,662-7.40%-8.35%-0.73%-6.91%
2018111.30%$564,4451.85%$744,2162.06%1.26%0.53%1.85%
201812-4.21%$556,541-8.79%$694,612-9.29%-4.85%1.80%-8.79%
201915.72%$588,4028.01%$750,2268.59%7.58%1.01%8.01%
201921.76%$598,7633.24%$774,5463.50%1.72%-0.06%3.24%
201931.36%$606,8901.81%$788,5481.44%0.72%1.96%1.81%
201942.33%$621,0284.09%$820,7623.98%2.76%0.04%4.09%
20195-3.60%$598,691-6.38%$768,421-6.45%-5.55%1.83%-6.38%
201964.70%$626,8366.96%$821,8996.97%5.83%1.15%6.96%
20197-0.06%$626,4771.51%$834,3251.44%-1.89%0.23%1.51%
20198-0.62%$622,604-1.67%$820,356-2.03%-2.35%2.78%-1.67%
201991.28%$630,6021.95%$836,3371.70%2.72%-0.60%1.95%
2019101.91%$642,6782.21%$854,8242.10%3.38%0.21%2.21%
2019111.68%$653,4883.62%$885,7673.77%1.11%-0.06%3.62%
2019122.39%$685,3322.90%$927,6862.85%4.27%-0.15%2.90%
20201-0.42%$682,442-0.04%$927,312-0.08%-3.30%2.11%-0.04%
20202-4.33%$652,916-7.92%$853,900-8.18%-6.72%1.71%-7.92%
20203-9.72%$589,441-12.46%$747,469-13.78%-16.11%-0.59%-12.46%
202047.11%$631,35712.70%$842,38613.25%8.09%1.69%12.70%
202053.37%$652,6254.76%$882,5215.38%4.80%0.54%4.76%
202062.28%$667,5321.78%$898,1952.28%4.24%0.70%1.78%
202073.68%$692,1205.89%$951,0925.64%4.10%1.55%5.89%
202083.37%$715,4696.98%$1,017,4757.18%4.31%-1.02%6.98%
20209-1.83%$702,392-3.74%$979,422-3.57%-1.96%0.08%-3.74%
202010-1.64%$690,904-2.49%$955,002-2.16%-2.21%-0.61%-2.49%
2020118.53%$749,81310.88%$1,058,88412.19%12.93%1.11%10.88%
2020123.48%$792,3283.71%$1,114,5564.45%5.82%0.15%3.71%
* End-of-month balance includes the annual contribution/withdrawal

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryIf You CanSPY
Large-cap Value9.26%45.65%
Large-cap Growth18.78%54.06%
Mid-cap Value6.40%0.00%
Mid-cap Growth0.70%0.09%
Small-cap Value0.00%0.00%
Small-cap Growth0.00%0.00%
Global ex-US Developed Markets24.15%0.00%
Emerging Markets8.04%0.04%
Corporate Bonds8.08%0.16%
Long-Term Treasuries1.19%0.00%
Intermediate-Term Treasuries6.15%0.00%
Short-Term Treasuries17.24%0.00%
R Squared99.70%99.91%
Style analysis is based on monthly returns from April 2005 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.

Holdings Based Style Analysis for If You Can

Holdings Based Style Analysis for If You Can
TickerNameCategoryWeightYieldFeesP/EDurationReturn ContributionRisk Contribution
VTSMXVanguard Total Stock Mkt Idx InvLarge Blend33.34%1.18%0.14%24.25$240,90346.94%
VGTSXVanguard Total Intl Stock Index InvForeign Large Blend33.33%2.46%0.17%15.90$135,26352.05%
VBMFXVanguard Total Bond Market Index InvIntermediate Core Bond33.33%1.82%0.15%6.84$86,4901.01%
100.00%1.82%0.15%20.086.84$462,656100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for SPY

Holdings Based Style Analysis for SPY
TickerNameCategoryWeightYieldFeesP/EReturn ContributionRisk Contribution
SPYSPDR S&P 500 ETF TrustLarge Blend100.00%1.32%0.09%24.09$784,884100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fund fundamentals data as of 10/21/2021. (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.

Portfolio return and risk metrics
MetricIf You CanSPY
Arithmetic Mean (monthly)0.61%0.82%
Arithmetic Mean (annualized)7.62%10.24%
Geometric Mean (monthly)0.57%0.72%
Geometric Mean (annualized)7.02%8.94%
Volatility (monthly)3.05%4.44%
Volatility (annualized)10.55%15.38%
Downside Deviation (monthly)2.04%2.97%
Max. Drawdown-37.40%-50.80%
US Market Correlation0.950.99
Beta(*)0.630.96
Alpha (annualized)1.01%0.16%
R290.68%97.88%
Sharpe Ratio0.510.50
Sortino Ratio0.730.74
Treynor Ratio (%)8.518.15
Calmar Ratio0.600.72
Active Return-2.14%-0.22%
Tracking Error6.71%2.35%
Information Ratio-0.32-0.09
Skewness-0.70-0.57
Excess Kurtosis1.621.01
Historical Value-at-Risk (5%)-5.12%-7.43%
Analytical Value-at-Risk (5%)-4.51%-6.49%
Conditional Value-at-Risk (5%)-6.97%-9.87%
Upside Capture Ratio (%)63.3694.77
Downside Capture Ratio (%)62.8594.81
Safe Withdrawal Rate6.88%7.53%
Perpetual Withdrawal Rate4.61%6.29%
Positive Periods178 out of 288 (61.81%)183 out of 288 (63.54%)
Gain/Loss Ratio1.040.91
* 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 PeriodStartEndIf You CanSPY
Asian CrisisJul 1997Jan 1998-4.44%-5.18%
Russian Debt DefaultJul 1998Oct 1998-9.76%-15.28%
Dotcom CrashMar 2000Oct 2002-25.51%-44.71%
Subprime CrisisNov 2007Mar 2009-37.40%-50.80%
COVID-19 StartJan 2020Mar 2020-13.99%-19.43%

Drawdowns for If You Can

Drawdowns for If You Can (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsJan 20111 year 11 months3 years 3 months-37.40%
2Apr 2000Sep 20022 years 6 monthsFeb 20041 year 5 months3 years 11 months-25.51%
3Jan 2020Mar 20203 monthsJul 20204 months7 months-13.99%
4May 2011Sep 20115 monthsSep 20121 year1 year 5 months-12.78%
5Jul 1998Aug 19982 monthsNov 19983 months5 months-9.76%
6Feb 2018Dec 201811 monthsApr 20194 months1 year 3 months-9.56%
7May 2015Feb 201610 monthsJul 20165 months1 year 3 months-8.87%
8Aug 1997Aug 19971 monthFeb 19986 months7 months-4.44%
9May 2019May 20191 monthJun 20191 month2 months-3.60%
10Jan 2000Jan 20001 monthMar 20002 months3 months-3.53%
Worst 10 drawdowns included above

Drawdowns for SPY

Drawdowns for SPY (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsMar 20123 years 1 month4 years 5 months-50.80%
2Sep 2000Sep 20022 years 1 monthNov 20064 years 2 months6 years 3 months-44.71%
3Jan 2020Mar 20203 monthsJul 20204 months7 months-19.43%
4Jul 1998Aug 19982 monthsNov 19983 months5 months-15.28%
5Oct 2018Dec 20183 monthsApr 20194 months7 months-13.52%
6Aug 2015Sep 20152 monthsMay 20168 months10 months-8.48%
7Apr 2012May 20122 monthsAug 20123 months5 months-6.63%
8Jan 2000Feb 20002 monthsMar 20001 month3 months-6.43%
9May 2019May 20191 monthJun 20191 month2 months-6.38%
10Feb 2018Mar 20182 monthsJul 20184 months6 months-6.28%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VTSMXVanguard Total Stock Mkt Idx Inv9.16%15.93%33.35%-37.04%-50.89%0.510.731.00
VGTSXVanguard Total Intl Stock Index Inv5.23%17.43%40.34%-44.10%-58.50%0.270.370.87
VBMFXVanguard Total Bond Market Index Inv5.03%3.41%11.39%-2.26%-3.99%0.871.48-0.04
SPYSPDR S&P 500 ETF Trust8.94%15.38%33.48%-36.81%-50.80%0.500.740.99

Monthly Correlations

Correlations for the portfolio assets
TickerNameVTSMXVGTSXVBMFXSPYIf You CanSPY
VTSMXVanguard Total Stock Mkt Idx Inv1.000.87-0.040.990.950.99
VGTSXVanguard Total Intl Stock Index Inv0.871.000.020.850.970.85
VBMFXVanguard Total Bond Market Index Inv-0.040.021.00-0.040.10-0.04
SPYSPDR S&P 500 ETF Trust0.990.85-0.041.000.941.00

Portfolio Return Decomposition

Portfolio return decomposition
TickerNameIf You CanSPY
VTSMXVanguard Total Stock Mkt Idx Inv$240,903
VGTSXVanguard Total Intl Stock Index Inv$135,263
VBMFXVanguard Total Bond Market Index Inv$86,490
SPYSPDR S&P 500 ETF Trust$784,884

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNameIf You CanSPY
VTSMXVanguard Total Stock Mkt Idx Inv46.94%
VGTSXVanguard Total Intl Stock Index Inv52.05%
VBMFXVanguard Total Bond Market Index Inv1.01%
SPYSPDR S&P 500 ETF Trust100.00%

Annual Asset Returns

Rolling returns summary
Roll PeriodIf You CanSPY
AverageHighLowAverageHighLow
1 year7.04%40.89%-31.66%9.20%53.27%-43.44%
3 years6.26%18.82%-8.89%7.36%27.48%-16.28%
5 years6.02%15.47%-0.81%6.64%22.86%-6.67%
7 years6.35%10.53%2.03%6.89%17.14%-3.91%
10 years6.28%10.16%1.70%6.53%16.55%-3.45%
15 years6.33%8.58%4.89%6.61%10.40%3.67%