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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Portfolio Analysis Results (Jan 2003 - Dec 2021)

Portfolio Allocations

QQQ40%+VTI30%+TLT30%
Ticker Name Allocation
QQQ Invesco QQQ Trust 40.00%
VTI Vanguard Total Stock Market ETF 30.00%
TLT iShares 20+ Year Treasury Bond ETF 30.00%
Save portfolio »
QQQ45%+VTI25%+TLT30%
Ticker Name Allocation
QQQ Invesco QQQ Trust 45.00%
VTI Vanguard Total Stock Market ETF 25.00%
TLT iShares 20+ Year Treasury Bond ETF 30.00%
Save portfolio »
QQQ50%+VTI20%+TLT30%
Ticker Name Allocation
QQQ Invesco QQQ Trust 50.00%
VTI Vanguard Total Stock Market ETF 20.00%
TLT iShares 20+ Year Treasury Bond ETF 30.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
QQQ40%+VTI30%+TLT30%$10,000$103,576 13.09% 10.51%31.11%-17.61%-30.32% 1.111.890.88
QQQ45%+VTI25%+TLT30%$10,000$108,233 13.35% 10.67%32.48%-17.84%-30.18% 1.121.910.87
QQQ50%+VTI20%+TLT30%$10,000$113,053 13.62% 10.84%33.85%-18.08%-30.05% 1.121.930.86
Vanguard 500 Index Investor$10,000$77,365 11.37% 14.14%32.18%-37.02%-50.97% 0.751.131.00
   

Trailing Returns

Trailing Returns
NameTotal ReturnAnnualized ReturnAnnualized Standard Deviation
3 MonthYear To Date1 year3 year5 year10 yearFull3 year5 year
QQQ40%+VTI30%+TLT30%8.51%17.29%17.29%25.66%18.87%15.66%13.09%11.91%11.03%
QQQ45%+VTI25%+TLT30%8.63%17.38%17.38%26.26%19.39%15.98%13.35%12.03%11.17%
QQQ50%+VTI20%+TLT30%8.74%17.46%17.46%26.86%19.90%16.31%13.62%12.16%11.33%
Vanguard 500 Index Investor10.99%28.53%28.53%25.91%18.32%16.39%11.37%17.42%15.39%
Trailing return and volatility are as of last full calendar month ending December 2021
Notes on results:
  • IMPORTANT: The projections or other information generated by Portfolio Visualizer regarding the likelihood of various investment outcomes are hypothetical in nature, do not reflect actual investment results and are not guarantees of future results. Results may vary with each use and over time.
  • 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. All use is subject to terms of service.
  • Investing involves risk, including possible loss of principal. Past performance is not a guarantee of future results.
  • Asset allocation and diversification strategies do not guarantee a profit or protect against a loss.
  • Hypothetical returns do not reflect trading costs, transaction fees, or actual taxes due on investment returns.
  • 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.
  • Refer to the related documentation sections for more details on terms and definitions, methodology, and data sources.
  • 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
  • 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
  • The annual income is calculated from the difference between monthly total returns and split adjusted monthly price changes and thus includes both dividends and capital gains distributions.
  • The annual yield as a percentage is based on the portfolio asset allocation and is not impacted by cashflows.
Annual returns for the configured portfolios
YearInflationQQQ40%+VTI30%+TLT30%QQQ45%+VTI25%+TLT30%QQQ50%+VTI20%+TLT30%Vanguard 500 Index InvestorInvesco QQQ Trust (QQQ)Vanguard Total Stock Market ETF (VTI)iShares 20+ Year Treasury Bond ETF (TLT)
ReturnBalanceYieldIncomeReturnBalanceYieldIncomeReturnBalanceYieldIncomeReturnBalance
20031.88%29.58%$12,9582.10%$21030.52%$13,0522.02%$20231.47%$13,1471.94%$19428.50%$12,85049.67%30.75%1.62%
20043.26%10.67%$14,3402.44%$31610.55%$14,4302.40%$31410.44%$14,5202.37%$31110.74%$14,23010.54%12.79%8.71%
20053.42%5.10%$15,0722.11%$3034.86%$15,1322.04%$2954.63%$15,1921.97%$2864.77%$14,9101.57%6.31%8.61%
20062.54%7.78%$16,2442.03%$3057.35%$16,2441.95%$2956.92%$16,2441.87%$28415.64%$17,2427.14%15.69%0.71%
20074.08%12.31%$18,2432.14%$34812.99%$18,3552.07%$33613.67%$18,4651.99%$3245.39%$18,17119.02%5.37%10.29%
20080.09%-17.61%$15,0312.00%$365-17.84%$15,0801.93%$354-18.08%$15,1261.86%$343-37.02%$11,444-41.73%-36.98%33.93%
20092.72%24.00%$18,6391.96%$29425.29%$18,8931.87%$28226.58%$19,1461.78%$26926.49%$14,47554.68%28.89%-21.80%
20101.50%16.00%$21,6212.34%$43716.13%$21,9412.29%$43216.27%$22,2612.24%$42814.91%$16,63320.14%17.42%9.05%
20112.96%11.87%$24,1872.25%$48611.99%$24,5732.20%$48312.12%$24,9592.15%$4791.97%$16,9603.47%0.97%33.96%
20121.74%12.97%$27,3242.14%$51813.05%$27,7802.09%$51413.14%$28,2382.04%$51015.82%$19,64418.12%16.45%2.63%
20131.50%20.68%$32,9742.07%$56620.84%$33,5692.03%$56321.00%$34,1671.98%$55932.18%$25,96536.63%33.45%-13.37%
20140.76%19.62%$39,4452.26%$74419.96%$40,2682.24%$75320.29%$41,0992.23%$76113.51%$29,47319.18%12.54%27.30%
20150.73%3.35%$40,7661.78%$7013.80%$41,8001.73%$6984.26%$42,8491.69%$6941.25%$29,8409.45%0.36%-1.79%
20162.07%7.04%$43,6371.87%$7636.76%$44,6241.82%$7616.47%$45,6221.77%$75911.82%$33,3677.10%12.83%1.18%
20172.11%22.18%$53,3181.84%$80322.76%$54,7791.79%$80023.33%$56,2651.75%$79721.67%$40,59632.66%21.21%9.18%
20181.91%-2.09%$52,2021.70%$907-1.84%$53,7731.65%$904-1.58%$55,3741.60%$900-4.52%$38,760-0.12%-5.21%-1.61%
20192.29%29.02%$67,3521.87%$97429.44%$69,6011.80%$97029.85%$71,9041.74%$96431.33%$50,90238.96%30.67%14.12%
20201.36%31.11%$88,3091.29%$87132.48%$92,2101.24%$86333.85%$96,2451.19%$85318.25%$60,19148.40%21.03%18.15%
20217.04%17.29%$103,5761.10%$96717.38%$108,2331.05%$96517.46%$113,0531.00%$96128.53%$77,36527.42%25.67%-4.60%
Monthly returns for the configured portfolios
YearMonthQQQ40%+VTI30%+TLT30%QQQ45%+VTI25%+TLT30%QQQ50%+VTI20%+TLT30%Vanguard 500 Index InvestorInvesco QQQ Trust (QQQ)Vanguard Total Stock Market ETF (VTI)iShares 20+ Year Treasury Bond ETF (TLT)
ReturnBalanceReturnBalanceReturnBalanceReturnBalance
20031-0.89%$9,911-0.74%$9,926-0.58%$9,942-2.62%$9,7380.29%-2.77%-0.58%
200321.67%$10,0771.89%$10,1142.11%$10,152-1.52%$9,5902.95%-1.54%3.10%
20033-0.05%$10,071-0.07%$10,107-0.09%$10,1430.96%$9,6810.36%0.76%-1.37%
200346.38%$10,7136.39%$10,7536.40%$10,7928.25%$10,4808.71%8.61%1.05%
200357.10%$11,4747.24%$11,5317.38%$11,5885.26%$11,0328.52%5.83%6.32%
200360.19%$11,4960.14%$11,5470.09%$11,5981.26%$11,1710.54%1.62%-1.80%
200370.55%$11,5590.76%$11,6350.97%$11,7111.74%$11,3666.18%2.33%-9.98%
200383.30%$11,9403.44%$12,0353.58%$12,1301.93%$11,5865.00%2.39%1.31%
20039-0.19%$11,917-0.31%$11,998-0.42%$12,079-1.07%$11,461-2.91%-1.06%5.94%
2003104.80%$12,4884.94%$12,5915.08%$12,6935.64%$12,1088.51%6.05%-3.03%
2003110.79%$12,5870.74%$12,6840.70%$12,7820.86%$12,2130.57%1.50%0.34%
2003122.95%$12,9582.90%$13,0522.86%$13,1475.22%$12,8503.09%4.00%1.35%
200412.01%$13,2181.96%$13,3091.92%$13,3991.82%$13,0841.67%2.61%1.86%
200420.57%$13,2940.43%$13,3660.29%$13,4381.38%$13,264-1.35%1.40%2.28%
20043-0.66%$13,205-0.71%$13,271-0.76%$13,337-1.51%$13,064-2.00%-1.03%1.41%
20044-3.76%$12,708-3.81%$12,766-3.85%$12,824-1.58%$12,858-2.99%-2.22%-6.23%
200452.36%$13,0082.54%$13,0912.72%$13,1731.36%$13,0325.12%1.45%-0.26%
200462.23%$13,2992.29%$13,3912.36%$13,4831.93%$13,2843.26%2.03%1.06%
20047-3.68%$12,809-3.88%$12,871-4.09%$12,932-3.31%$12,844-7.55%-3.56%1.53%
200480.33%$12,8520.21%$12,8980.09%$12,9440.38%$12,893-2.49%0.06%4.17%
200492.05%$13,1162.13%$13,1732.21%$13,2301.07%$13,0313.29%1.68%0.95%
2004103.01%$13,5113.17%$13,5903.33%$13,6701.51%$13,2285.01%1.80%1.77%
2004113.01%$13,9173.07%$14,0073.13%$14,0974.05%$13,7636.02%4.74%-2.39%
2004123.04%$14,3403.02%$14,4303.00%$14,5203.39%$14,2303.02%3.43%2.66%
20051-2.20%$14,024-2.39%$14,084-2.59%$14,144-2.45%$13,881-6.31%-2.50%3.57%
20052-0.03%$14,020-0.16%$14,063-0.28%$14,1042.09%$14,172-0.48%2.09%-1.47%
20053-1.38%$13,826-1.37%$13,869-1.37%$13,912-1.76%$13,922-1.75%-1.87%-0.45%
20054-1.10%$13,674-1.20%$13,703-1.30%$13,731-1.91%$13,656-4.35%-2.20%3.86%
200555.47%$14,4225.70%$14,4845.94%$14,5473.17%$14,0898.86%3.88%3.14%
20056-0.34%$14,373-0.53%$14,407-0.73%$14,4410.13%$14,107-3.32%0.76%2.16%
200572.99%$14,8033.13%$14,8593.28%$14,9143.71%$14,6297.61%4.38%-3.38%
200580.17%$14,8280.16%$14,8820.14%$14,935-0.91%$14,496-1.52%-1.09%3.48%
20059-0.46%$14,760-0.44%$14,816-0.43%$14,8710.79%$14,6111.23%0.79%-3.61%
200510-1.99%$14,467-1.94%$14,528-1.90%$14,588-1.68%$14,366-1.50%-2.35%-2.24%
2005113.97%$15,0404.04%$15,1144.11%$15,1873.76%$14,9066.10%4.62%0.69%
2005120.21%$15,0720.12%$15,1320.03%$15,1920.02%$14,910-1.77%0.02%2.98%
200612.14%$15,3942.17%$15,4612.21%$15,5272.65%$15,3043.93%3.22%-1.34%
20062-0.48%$15,319-0.60%$15,368-0.72%$15,4150.26%$15,344-2.14%0.22%1.11%
200630.12%$15,3370.12%$15,3860.12%$15,4331.23%$15,5332.09%2.05%-4.57%
20064-0.55%$15,253-0.61%$15,291-0.67%$15,3301.33%$15,740-0.19%0.96%-2.75%
20065-4.04%$14,637-4.24%$14,643-4.45%$14,647-2.90%$15,284-7.24%-3.22%-0.19%
200660.35%$14,6890.34%$14,6930.34%$14,6960.13%$15,304-0.06%0.13%1.18%
20067-1.11%$14,525-1.32%$14,499-1.54%$14,4710.61%$15,397-4.31%-0.12%2.16%
200683.47%$15,0293.59%$15,0193.72%$15,0092.36%$15,7604.77%2.30%3.06%
200693.08%$15,4913.20%$15,4993.32%$15,5062.56%$16,1644.64%2.26%1.91%
2006103.22%$15,9903.28%$16,0083.34%$16,0243.25%$16,6904.75%3.53%0.85%
2006112.76%$16,4322.82%$16,4592.87%$16,4851.89%$17,0053.43%2.33%2.31%
200612-1.14%$16,244-1.30%$16,244-1.46%$16,2441.39%$17,242-1.88%1.20%-2.69%
200711.10%$16,4231.12%$16,4261.13%$16,4271.49%$17,4992.11%1.86%-1.00%
20072-0.17%$16,395-0.18%$16,397-0.18%$16,397-1.97%$17,155-1.68%-1.62%3.39%
200730.03%$16,399-0.00%$16,396-0.03%$16,3921.11%$17,3450.52%1.12%-1.70%
200743.71%$17,0083.79%$17,0183.87%$17,0264.42%$18,1125.58%4.02%0.90%
200751.74%$17,3031.71%$17,3081.68%$17,3123.48%$18,7413.15%3.72%-2.31%
20076-0.63%$17,195-0.51%$17,220-0.40%$17,244-1.68%$18,4270.48%-1.76%-1.01%
20077-0.21%$17,158-0.04%$17,2120.13%$17,266-3.08%$17,859-0.15%-3.53%3.32%
200782.13%$17,5232.19%$17,5902.26%$17,6561.50%$18,1262.82%1.47%1.79%
200793.40%$18,1183.47%$18,2013.55%$18,2833.72%$18,8015.25%3.85%0.23%
2007104.04%$18,8514.31%$18,9864.58%$19,1201.58%$19,0987.04%1.79%1.81%
200711-2.82%$18,319-2.95%$18,425-3.09%$18,530-4.19%$18,299-6.76%-4.52%5.35%
200712-0.42%$18,243-0.38%$18,355-0.35%$18,465-0.70%$18,171-0.07%-0.70%-0.64%
20081-5.98%$17,153-6.26%$17,205-6.55%$17,255-6.02%$17,078-11.89%-6.17%2.10%
20082-2.71%$16,689-2.82%$16,720-2.93%$16,750-3.25%$16,522-4.83%-2.50%-0.46%
200831.13%$16,8771.27%$16,9321.40%$16,985-0.44%$16,4501.87%-0.90%2.14%
200843.55%$17,4763.69%$17,5573.83%$17,6364.85%$17,2487.98%4.89%-2.48%
200852.03%$17,8322.22%$17,9472.41%$18,0611.29%$17,4715.93%2.02%-2.69%
20086-5.46%$16,858-5.54%$16,953-5.61%$17,047-8.44%$15,997-9.61%-8.12%2.65%
20087-0.06%$16,8490.01%$16,9540.07%$17,059-0.83%$15,8640.64%-0.62%-0.37%
200881.88%$17,1651.87%$17,2721.87%$17,3781.45%$16,0931.45%1.46%2.74%
20089-8.13%$15,768-8.44%$15,815-8.74%$15,859-8.91%$14,660-15.58%-9.24%1.47%
200810-11.08%$14,021-10.97%$14,080-10.86%$14,137-16.79%$12,198-15.47%-17.48%-1.86%
200811-0.18%$13,997-0.30%$14,037-0.43%$14,075-7.17%$11,323-11.46%-8.01%14.34%
2008127.39%$15,0317.43%$15,0807.47%$15,1261.07%$11,4442.28%1.78%13.64%
20091-7.25%$13,942-6.96%$14,030-6.67%$14,117-8.41%$10,481-2.29%-8.05%-13.07%
20092-5.78%$13,136-5.52%$13,255-5.26%$13,374-10.66%$9,364-5.26%-10.53%-1.54%
200937.89%$14,1738.00%$14,3168.11%$14,4598.76%$10,18410.32%8.26%4.04%
200946.80%$15,1376.94%$15,3107.08%$15,4839.56%$11,15813.06%10.99%-6.95%
200952.17%$15,4652.07%$15,6271.97%$15,7885.62%$11,7853.21%5.46%-3.69%
200961.66%$15,7211.79%$15,9071.93%$16,0930.22%$11,8112.95%0.36%0.76%
200976.41%$16,7306.47%$16,9366.52%$17,1427.58%$12,7068.44%7.74%0.58%
200982.32%$17,1172.20%$17,3082.08%$17,4983.60%$13,1631.47%3.71%2.24%
200994.49%$17,8864.57%$18,1004.66%$18,3143.72%$13,6525.65%4.14%2.46%
200910-2.83%$17,379-2.85%$17,584-2.88%$17,787-1.87%$13,397-3.05%-2.63%-2.62%
2009115.05%$18,2565.09%$18,4795.14%$18,7005.98%$14,1986.35%5.69%1.21%
2009122.09%$18,6392.24%$18,8932.39%$19,1461.95%$14,4755.20%2.86%-6.34%
20101-2.85%$18,108-3.00%$18,327-3.14%$18,545-3.60%$13,953-6.47%-3.57%2.69%
201022.69%$18,5952.74%$18,8302.80%$19,0643.09%$14,3844.60%3.44%-0.34%
201034.31%$19,3964.37%$19,6544.44%$19,9106.01%$15,2497.71%6.40%-2.06%
201042.54%$19,8882.54%$20,1532.54%$20,4161.58%$15,4902.24%2.18%3.32%
20105-3.90%$19,112-3.88%$19,372-3.85%$19,630-8.01%$14,250-7.39%-7.88%5.11%
20106-2.19%$18,695-2.19%$18,947-2.20%$19,199-5.24%$13,503-5.98%-5.83%5.80%
201074.36%$19,5114.38%$19,7764.39%$20,0417.00%$14,4487.26%7.02%-0.95%
20108-0.59%$19,396-0.61%$19,656-0.63%$19,915-4.53%$13,794-5.13%-4.71%8.40%
201096.55%$20,6676.72%$20,9776.89%$21,2888.92%$15,02413.17%9.45%-2.51%
2010102.16%$21,1122.27%$21,4542.39%$21,7963.79%$15,5936.34%4.03%-4.47%
201011-0.44%$21,020-0.47%$21,353-0.50%$21,6860.00%$15,593-0.17%0.51%-1.69%
2010122.86%$21,6212.75%$21,9412.65%$22,2616.67%$16,6334.76%6.96%-3.68%
201110.82%$21,7980.86%$22,1300.90%$22,4622.36%$17,0252.83%2.05%-3.08%
201122.89%$22,4282.86%$22,7632.83%$23,0983.42%$17,6073.16%3.70%1.65%
20113-0.05%$22,417-0.09%$22,742-0.14%$23,0670.03%$17,612-0.45%0.42%0.03%
201142.73%$23,0292.73%$23,3622.72%$23,6962.95%$18,1312.87%2.90%2.34%
201150.15%$23,0630.14%$23,3950.13%$23,727-1.15%$17,923-1.22%-1.06%3.42%
20116-2.04%$22,592-2.06%$22,914-2.07%$23,237-1.67%$17,623-2.02%-1.79%-2.33%
201171.27%$22,8791.47%$23,2511.67%$23,625-2.05%$17,2631.67%-2.27%4.42%
20118-0.93%$22,667-0.88%$23,046-0.84%$23,427-5.45%$16,322-5.07%-6.09%9.66%
201190.55%$22,7920.69%$23,2040.82%$23,619-7.04%$15,173-4.49%-7.57%13.20%
2011105.30%$24,0005.27%$24,4285.25%$24,85810.91%$16,82910.40%11.37%-3.84%
201111-0.46%$23,889-0.57%$24,289-0.68%$24,689-0.23%$16,790-2.69%-0.37%1.98%
2011121.24%$24,1871.17%$24,5731.09%$24,9591.02%$16,960-0.62%0.98%3.44%
201214.79%$25,3454.96%$25,7915.12%$26,2384.46%$17,7188.42%5.07%-0.33%
201223.18%$26,1513.30%$26,6413.41%$27,1334.31%$18,4816.41%4.22%-2.59%
201231.95%$26,6602.06%$27,1882.16%$27,7203.28%$19,0875.05%3.06%-4.23%
201240.51%$26,7970.48%$27,3190.45%$27,844-0.64%$18,965-1.17%-0.64%4.83%
20125-2.55%$26,113-2.61%$26,606-2.67%$27,102-6.02%$17,824-7.04%-6.23%9.03%
201262.18%$26,6822.16%$27,1822.15%$27,6834.11%$18,5563.62%4.05%-1.68%
201271.76%$27,1521.77%$27,6611.77%$28,1731.37%$18,8101.00%0.88%3.82%
201282.57%$27,8502.70%$28,4072.83%$28,9692.24%$19,2325.19%2.70%-1.32%
201290.41%$27,9630.33%$28,5020.26%$29,0432.58%$19,7270.89%2.49%-2.53%
201210-2.93%$27,143-3.12%$27,614-3.30%$28,086-1.86%$19,360-5.28%-1.81%-0.48%
2012111.17%$27,4591.19%$27,9431.22%$28,4290.56%$19,4691.31%0.77%1.38%
201212-0.49%$27,324-0.58%$27,780-0.67%$28,2380.90%$19,644-0.46%1.29%-2.49%
201311.74%$27,7991.60%$28,2251.46%$28,6525.18%$20,6612.67%5.42%-3.19%
201320.89%$28,0470.84%$28,4630.80%$28,8801.34%$20,9380.34%1.28%1.24%
201332.33%$28,6992.28%$29,1112.23%$29,5233.74%$21,7213.03%3.95%-0.42%
201342.84%$29,5142.89%$29,9532.94%$30,3911.91%$22,1352.54%1.61%4.68%
201350.29%$29,5990.34%$30,0550.39%$30,5112.33%$22,6503.58%2.44%-6.76%
20136-2.32%$28,913-2.37%$29,343-2.42%$29,772-1.35%$22,344-2.39%-1.43%-3.27%
201373.89%$30,0383.92%$30,4923.94%$30,9465.07%$23,4786.31%5.75%-2.26%
20138-1.49%$29,590-1.35%$30,081-1.21%$30,573-2.91%$22,794-0.40%-3.03%-1.34%
201393.50%$30,6263.55%$31,1503.60%$31,6753.12%$23,5064.83%3.90%0.66%
2013103.89%$31,8173.93%$32,3733.96%$32,9304.59%$24,5844.96%4.27%1.43%
2013111.81%$32,3941.86%$32,9751.91%$33,5593.03%$25,3283.55%2.70%-2.70%
2013121.79%$32,9741.80%$33,5691.81%$34,1672.51%$25,9652.92%2.73%-1.87%
201410.17%$33,0310.23%$33,6480.30%$34,269-3.47%$25,064-1.92%-3.17%6.30%
201423.59%$34,2183.61%$34,8623.62%$35,5104.56%$26,2075.15%4.87%0.52%
20143-0.71%$33,974-0.87%$34,558-1.03%$35,1440.82%$26,423-2.73%0.51%0.73%
201440.55%$34,1620.53%$34,7430.51%$35,3250.72%$26,615-0.32%0.06%2.10%
201453.29%$35,2863.41%$35,9263.52%$36,5702.33%$27,2364.49%2.10%2.95%
201461.91%$35,9591.93%$36,6211.96%$37,2862.05%$27,7953.12%2.62%-0.25%
201470.09%$35,9900.24%$36,7100.40%$37,434-1.39%$27,4091.18%-1.99%0.67%
201484.67%$37,6724.71%$38,4404.76%$39,2153.98%$28,5005.01%4.15%4.72%
20149-1.56%$37,083-1.50%$37,864-1.43%$38,653-1.41%$28,098-0.76%-2.10%-2.11%
2014102.72%$38,0932.72%$38,8942.71%$39,7022.42%$28,7792.64%2.75%2.81%
2014113.47%$39,4133.57%$40,2813.67%$41,1582.68%$29,5514.55%2.48%2.97%
2014120.08%$39,445-0.03%$40,268-0.14%$41,099-0.26%$29,473-2.24%-0.04%3.25%
201511.29%$39,9541.32%$40,8011.36%$41,657-3.02%$28,583-2.08%-2.74%9.82%
201522.45%$40,9332.52%$41,8312.59%$42,7375.74%$30,2247.22%5.74%-6.14%
20153-0.97%$40,535-1.03%$41,398-1.09%$42,270-1.59%$29,742-2.36%-1.16%1.10%
20154-0.09%$40,497-0.03%$41,3870.04%$42,2860.95%$30,0241.92%0.62%-3.43%
201550.61%$40,7430.66%$41,6580.70%$42,5841.27%$30,4062.25%1.30%-2.37%
20156-2.69%$39,646-2.73%$40,520-2.77%$41,403-1.93%$29,819-2.48%-1.67%-4.07%
201573.69%$41,1073.83%$42,0723.98%$43,0502.08%$30,4394.56%1.70%4.55%
20158-4.87%$39,107-4.91%$40,008-4.95%$40,919-6.05%$28,598-6.82%-6.09%-0.69%
20159-1.18%$38,645-1.15%$39,549-1.11%$40,463-2.48%$27,888-2.20%-2.92%1.97%
2015106.77%$41,2626.95%$42,2967.12%$43,3468.42%$30,23711.37%7.91%-0.41%
2015110.19%$41,3380.19%$42,3760.19%$43,4280.29%$30,3230.61%0.60%-0.87%
201512-1.38%$40,766-1.36%$41,800-1.33%$42,849-1.59%$29,840-1.59%-2.13%-0.30%
20161-2.81%$39,621-2.87%$40,601-2.93%$41,595-4.98%$28,355-6.91%-5.72%5.57%
201620.40%$39,7810.33%$40,7350.25%$41,701-0.15%$28,314-1.57%-0.01%3.09%
201634.60%$41,6134.59%$42,6044.57%$43,6086.78%$30,2336.85%7.11%-0.09%
20164-1.26%$41,087-1.45%$41,986-1.64%$42,8930.37%$30,346-3.19%0.66%-0.74%
201652.43%$42,0852.55%$43,0592.68%$44,0441.78%$30,8874.37%1.73%0.81%
201661.40%$42,6751.28%$43,6111.16%$44,5560.25%$30,964-2.27%0.27%6.93%
201674.52%$44,6054.67%$45,6494.82%$46,7043.68%$32,1027.15%3.98%2.10%
201680.13%$44,6630.17%$45,7260.21%$46,8020.13%$32,1441.05%0.21%-1.01%
201690.42%$44,8510.52%$45,9620.61%$47,0890.01%$32,1462.21%0.21%-1.51%
201610-2.60%$43,686-2.56%$44,785-2.53%$45,900-1.83%$31,557-1.46%-2.19%-4.38%
201611-1.04%$43,230-1.24%$44,228-1.45%$45,2363.70%$32,7240.44%4.49%-8.21%
2016120.94%$43,6370.90%$44,6240.85%$45,6221.96%$33,3671.13%1.98%-0.46%
201712.86%$44,8843.02%$45,9733.19%$47,0751.88%$33,9955.14%1.86%0.81%
201723.35%$46,3893.39%$47,5303.42%$48,6863.96%$35,3424.38%3.69%1.59%
201730.67%$46,6970.77%$47,8940.87%$49,1080.10%$35,3782.03%0.06%-0.65%
201741.90%$47,5871.99%$48,8462.07%$50,1261.02%$35,7382.73%1.06%1.57%
201752.48%$48,7662.62%$50,1292.77%$51,5141.39%$36,2363.90%1.01%1.89%
20176-0.49%$48,526-0.66%$49,798-0.82%$51,0900.61%$36,457-2.32%0.95%0.79%
201772.07%$49,5302.18%$50,8852.30%$52,2622.04%$37,2024.06%1.88%-0.66%
201781.88%$50,4621.98%$51,8912.07%$53,3440.29%$37,3112.07%0.15%3.41%
20179-0.08%$50,422-0.21%$51,781-0.34%$53,1612.06%$38,079-0.29%2.44%-2.32%
2017102.60%$51,7342.73%$53,1942.86%$54,6802.32%$38,9624.61%2.17%-0.04%
2017111.95%$52,7431.90%$54,2051.85%$55,6923.06%$40,1541.97%3.03%0.74%
2017121.09%$53,3181.06%$54,7791.03%$56,2651.10%$40,5960.60%1.16%1.81%
201814.10%$55,5014.27%$57,1194.45%$58,7675.71%$42,9168.76%5.23%-3.26%
20182-2.53%$54,099-2.40%$55,748-2.27%$57,431-3.69%$41,330-1.29%-3.76%-3.04%
20183-1.52%$53,278-1.63%$54,839-1.74%$56,430-2.56%$40,274-4.08%-1.95%2.86%
20184-0.26%$53,138-0.26%$54,697-0.25%$56,2860.37%$40,4240.51%0.45%-2.09%
201853.74%$55,1273.89%$56,8284.05%$58,5632.39%$41,3925.67%2.72%2.01%
201860.87%$55,6090.90%$57,3380.92%$59,1020.61%$41,6431.15%0.70%0.65%
201871.77%$56,5941.75%$58,3401.73%$60,1223.71%$43,1872.80%3.32%-1.44%
201883.87%$58,7823.99%$60,6684.11%$62,5953.25%$44,5895.78%3.43%1.31%
20189-0.82%$58,301-0.84%$60,158-0.86%$62,0560.55%$44,836-0.28%0.20%-2.86%
201810-6.77%$54,351-6.84%$56,043-6.91%$57,769-6.85%$41,766-8.60%-7.41%-2.93%
2018110.97%$54,8800.85%$56,5210.74%$58,1952.03%$42,612-0.26%2.01%1.79%
201812-4.88%$52,202-4.86%$53,773-4.85%$55,374-9.04%$38,760-8.65%-9.16%5.85%
201916.28%$55,4816.30%$57,1626.33%$58,8788.00%$41,8619.01%8.54%0.38%
201921.93%$56,5501.90%$58,2481.87%$59,9793.20%$43,2012.99%3.56%-1.38%
201933.60%$58,5843.73%$60,4183.86%$62,2921.94%$44,0383.92%1.42%5.57%
201942.93%$60,2993.01%$62,2373.09%$64,2194.04%$45,8175.50%3.93%-1.99%
20195-3.67%$58,085-3.77%$59,890-3.87%$61,733-6.36%$42,901-8.23%-6.45%6.84%
201965.48%$61,2675.50%$63,1875.53%$65,1487.03%$45,9197.59%7.08%0.95%
201971.47%$62,1661.52%$64,1451.56%$66,1671.43%$46,5732.33%1.41%0.26%
201981.66%$63,1961.66%$65,2101.66%$67,268-1.59%$45,832-1.90%-2.08%11.04%
201990.07%$63,2420.03%$65,231-0.01%$67,2621.86%$46,6840.92%1.78%-2.68%
2019102.08%$64,5552.19%$66,6612.31%$68,8142.15%$47,6904.38%2.11%-1.11%
2019112.70%$66,2992.72%$68,4722.73%$70,6963.62%$49,4174.07%3.79%-0.41%
2019121.59%$67,3521.65%$69,6011.71%$71,9043.01%$50,9023.89%2.80%-3.20%
202013.50%$69,7133.66%$72,1483.81%$74,647-0.05%$50,8773.04%-0.06%7.69%
20202-2.66%$67,858-2.57%$70,293-2.48%$72,792-8.24%$46,684-6.06%-8.00%6.63%
20203-4.43%$64,853-4.13%$67,387-3.84%$69,997-12.37%$40,908-7.29%-13.91%6.38%
202049.28%$70,8749.39%$73,7169.50%$76,64412.81%$46,15014.97%13.13%1.22%
202053.35%$73,2453.42%$76,2353.49%$79,3184.76%$48,3456.60%5.40%-1.76%
202063.25%$75,6283.45%$78,8623.64%$82,2021.98%$49,3016.28%2.29%0.34%
202075.99%$80,1546.07%$83,6456.14%$87,2545.63%$52,0757.35%5.74%4.44%
202084.83%$84,0225.05%$87,8685.27%$91,8497.18%$55,81210.94%7.10%-5.05%
20209-3.29%$81,260-3.41%$84,869-3.54%$88,601-3.81%$53,685-5.78%-3.54%0.77%
202010-2.86%$78,936-2.91%$82,399-2.96%$85,980-2.67%$52,251-3.04%-1.95%-3.39%
2020118.50%$85,6448.50%$89,4048.50%$93,29010.94%$57,96511.23%11.80%1.66%
2020123.11%$88,3093.14%$92,2103.17%$96,2453.84%$60,1914.90%4.68%-1.23%
20211-1.09%$87,350-1.06%$91,237-1.03%$95,258-1.02%$59,5760.26%-0.33%-3.63%
20212-0.78%$86,668-0.95%$90,374-1.11%$94,2002.75%$61,217-0.13%3.14%-5.73%
202130.39%$87,0050.29%$90,6330.18%$94,3724.37%$63,8921.71%3.65%-5.24%
202144.73%$91,1214.78%$94,9614.82%$98,9215.32%$67,2935.91%5.04%2.49%
20215-0.35%$90,799-0.44%$94,541-0.53%$98,3960.69%$67,755-1.20%0.46%0.00%
202164.55%$94,9284.75%$99,0314.95%$103,2702.31%$69,3186.26%2.48%4.42%
202172.72%$97,5092.78%$101,7842.84%$106,2032.38%$70,9662.86%1.74%3.72%
202182.60%$100,0462.67%$104,5052.75%$109,1183.03%$73,1164.22%2.86%-0.34%
20219-4.59%$95,451-4.66%$99,637-4.72%$103,964-4.66%$69,707-5.68%-4.46%-2.91%
2021106.10%$101,2766.16%$105,7796.23%$110,4376.99%$74,5817.86%6.69%2.46%
2021111.08%$102,3671.26%$107,1151.45%$112,037-0.71%$74,0552.00%-1.46%2.77%
2021121.18%$103,5761.04%$108,2330.91%$113,0534.47%$77,3651.15%3.79%-2.01%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryQQQ40%+VTI30%+TLT30%QQQ45%+VTI25%+TLT30%QQQ50%+VTI20%+TLT30%Vanguard 500 Index Investor
Large-cap Value0.00%0.00%0.00%46.18%
Large-cap Growth62.52%64.48%66.54%53.82%
Mid-cap Value0.00%0.00%0.00%0.00%
Mid-cap Growth5.21%4.91%4.74%0.00%
Small-cap Value3.19%0.89%0.00%0.00%
Small-cap Growth0.66%1.86%1.44%0.00%
Global ex-US Developed Markets0.00%0.00%0.00%0.00%
Emerging Markets2.27%2.29%2.25%0.00%
Corporate Bonds0.00%0.00%0.00%0.00%
Long-Term Treasuries26.15%25.57%25.03%0.00%
Intermediate-Term Treasuries0.00%0.00%0.00%0.00%
Short-Term Treasuries0.00%0.00%0.00%0.00%
R Squared95.89%94.92%93.84%99.91%
Style analysis is based on monthly returns from April 2005 to December 2021 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 QQQ40%+VTI30%+TLT30%

Holdings Based Style Analysis for QQQ40%+VTI30%+TLT30%
TickerNameCategoryWeightYieldExpense RatioP/EDurationContribution
SECTTMNetGrossReturnRisk
QQQInvesco QQQ TrustLarge Growth40.00%0.44%0.43%0.20%0.20%31.29$53,80859.96%
VTIVanguard Total Stock Market ETFLarge Blend30.00%1.14%1.21%0.03%0.03%24.00$27,56236.70%
TLTiShares 20+ Year Treasury Bond ETFLong Government30.00%1.74%1.50%0.15%0.15%19.24$12,2073.34%
100.00%1.04%0.98%0.13%0.13%28.1619.24$93,576100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for QQQ45%+VTI25%+TLT30%

Holdings Based Style Analysis for QQQ45%+VTI25%+TLT30%
TickerNameCategoryWeightYieldExpense RatioP/EDurationContribution
SECTTMNetGrossReturnRisk
QQQInvesco QQQ TrustLarge Growth45.00%0.44%0.43%0.20%0.20%31.29$62,17766.96%
VTIVanguard Total Stock Market ETFLarge Blend25.00%1.14%1.21%0.03%0.03%24.00$23,60929.87%
TLTiShares 20+ Year Treasury Bond ETFLong Government30.00%1.74%1.50%0.15%0.15%19.24$12,4473.17%
100.00%1.00%0.95%0.14%0.14%28.6919.24$98,233100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for QQQ50%+VTI20%+TLT30%

Holdings Based Style Analysis for QQQ50%+VTI20%+TLT30%
TickerNameCategoryWeightYieldExpense RatioP/EDurationContribution
SECTTMNetGrossReturnRisk
QQQInvesco QQQ TrustLarge Growth50.00%0.44%0.43%0.20%0.20%31.29$70,95173.69%
VTIVanguard Total Stock Market ETFLarge Blend20.00%1.14%1.21%0.03%0.03%24.00$19,41223.30%
TLTiShares 20+ Year Treasury Bond ETFLong Government30.00%1.74%1.50%0.15%0.15%19.24$12,6913.01%
100.00%0.97%0.91%0.15%0.15%29.2119.24$103,053100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Fund fundamentals data as of 01/19/2022. (c) 2022 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
MetricQQQ40%+VTI30%+TLT30%QQQ45%+VTI25%+TLT30%QQQ50%+VTI20%+TLT30%Vanguard 500 Index Investor
Arithmetic Mean (monthly)1.08%1.10%1.12%0.99%
Arithmetic Mean (annualized)13.71%13.99%14.27%12.49%
Geometric Mean (monthly)1.03%1.05%1.07%0.90%
Geometric Mean (annualized)13.09%13.35%13.62%11.37%
Standard Deviation (monthly)3.03%3.08%3.13%4.08%
Standard Deviation (annualized)10.51%10.67%10.84%14.14%
Downside Deviation (monthly)1.75%1.76%1.78%2.67%
Max. Drawdown-30.32%-30.18%-30.05%-50.97%
US Market Correlation0.880.870.861.00
Beta(*)0.660.660.661.00
Alpha (annualized)5.16%5.37%5.57%-0.00%
R277.82%76.39%74.87%100.00%
Sharpe Ratio1.111.121.120.75
Sortino Ratio1.891.911.931.13
Treynor Ratio (%)17.9118.1818.4510.65
Calmar Ratio3.683.984.201.32
Active Return1.72%1.99%2.25%N/A
Tracking Error6.95%7.08%7.23%N/A
Information Ratio0.250.280.31N/A
Skewness-0.45-0.43-0.41-0.67
Excess Kurtosis1.181.040.912.04
Historical Value-at-Risk (5%)-3.99%-4.05%-4.01%-6.68%
Analytical Value-at-Risk (5%)-3.97%-4.02%-4.08%-5.73%
Conditional Value-at-Risk (5%)-6.10%-6.11%-6.14%-9.33%
Upside Capture Ratio (%)78.7479.7980.83100.00
Downside Capture Ratio (%)56.0156.0556.10100.00
Safe Withdrawal Rate11.22%11.37%11.51%9.36%
Perpetual Withdrawal Rate9.54%9.75%9.96%8.14%
Positive Periods152 out of 228 (66.67%)151 out of 228 (66.23%)152 out of 228 (66.67%)157 out of 228 (68.86%)
Gain/Loss Ratio1.251.281.250.84
* Vanguard 500 Index Investor 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 PeriodStartEndQQQ40%+VTI30%+TLT30%QQQ45%+VTI25%+TLT30%QQQ50%+VTI20%+TLT30%Vanguard 500 Index Investor
Subprime CrisisNov 2007Mar 2009-30.32%-30.18%-30.05%-50.97%
COVID-19 StartJan 2020Mar 2020-6.97%-6.60%-6.23%-19.63%

Drawdowns for QQQ40%+VTI30%+TLT30%

Drawdowns for QQQ40%+VTI30%+TLT30% (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsMar 20101 year 1 month2 years 5 months-30.32%
2Sep 2018Dec 20184 monthsApr 20194 months8 months-11.19%
3Feb 2020Mar 20202 monthsApr 20201 month3 months-6.97%
4Sep 2020Oct 20202 monthsNov 20201 month3 months-6.05%
5May 2010Jun 20102 monthsSep 20103 months5 months-6.00%
6Aug 2015Sep 20152 monthsOct 20151 month3 months-5.99%
7Feb 2006Jul 20066 monthsSep 20062 months8 months-5.64%
8Jan 2005Apr 20054 monthsMay 20051 month5 months-4.64%
9Sep 2021Sep 20211 monthOct 20211 month2 months-4.59%
10Mar 2004Apr 20042 monthsJun 20042 months4 months-4.40%
Worst 10 drawdowns included above

Drawdowns for QQQ45%+VTI25%+TLT30%

Drawdowns for QQQ45%+VTI25%+TLT30% (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsMar 20101 year 1 month2 years 5 months-30.18%
2Sep 2018Dec 20184 monthsApr 20194 months8 months-11.37%
3Feb 2020Mar 20202 monthsApr 20201 month3 months-6.60%
4Feb 2006Jul 20066 monthsSep 20062 months8 months-6.22%
5Sep 2020Oct 20202 monthsNov 20201 month3 months-6.22%
6Aug 2015Sep 20152 monthsOct 20151 month3 months-6.00%
7May 2010Jun 20102 monthsSep 20103 months5 months-5.98%
8Jan 2005Apr 20054 monthsMay 20051 month5 months-5.04%
9Sep 2021Sep 20211 monthOct 20211 month2 months-4.66%
10Mar 2004Apr 20042 monthsJun 20042 months4 months-4.49%
Worst 10 drawdowns included above

Drawdowns for QQQ50%+VTI20%+TLT30%

Drawdowns for QQQ50%+VTI20%+TLT30% (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsDec 200910 months2 years 2 months-30.05%
2Sep 2018Dec 20184 monthsApr 20194 months8 months-11.54%
3Feb 2006Jul 20066 monthsOct 20063 months9 months-6.81%
4Sep 2020Oct 20202 monthsNov 20201 month3 months-6.39%
5Feb 2020Mar 20202 monthsApr 20201 month3 months-6.23%
6Aug 2015Sep 20152 monthsOct 20151 month3 months-6.01%
7May 2010Jun 20102 monthsSep 20103 months5 months-5.96%
8Jan 2005Apr 20054 monthsMay 20051 month5 months-5.43%
9Sep 2021Sep 20211 monthOct 20211 month2 months-4.72%
10Mar 2004Apr 20042 monthsJun 20042 months4 months-4.57%
Worst 10 drawdowns included above

Drawdowns for Vanguard 500 Index Investor

Drawdowns for Vanguard 500 Index Investor (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsAug 20123 years 6 months4 years 10 months-50.97%
2Jan 2020Mar 20203 monthsJul 20204 months7 months-19.63%
3Oct 2018Dec 20183 monthsApr 20194 months7 months-13.55%
4Aug 2015Sep 20152 monthsMay 20168 months10 months-8.38%
5Sep 2020Oct 20202 monthsNov 20201 month3 months-6.38%
6May 2019May 20191 monthJun 20191 month2 months-6.36%
7Feb 2018Mar 20182 monthsJul 20184 months6 months-6.16%
8Jun 2007Jul 20072 monthsSep 20072 months4 months-4.71%
9Sep 2021Sep 20211 monthOct 20211 month2 months-4.66%
10Jan 2003Feb 20032 monthsApr 20032 months4 months-4.10%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
QQQInvesco QQQ Trust16.71%17.26%54.68%-41.73%-49.74%0.921.490.90
VTIVanguard Total Stock Market ETF11.80%14.66%33.45%-36.98%-50.84%0.761.141.00
TLTiShares 20+ Year Treasury Bond ETF6.26%13.01%33.96%-21.80%-21.80%0.440.74-0.29

Portfolio Asset Performance

Performance of portfolio assets
NameTotal ReturnAnnualized ReturnExpense Ratio
3 MonthYear To Date1 year3 year5 year10 yearNetGross
Invesco QQQ Trust11.29%27.42%27.42%37.99%28.34%22.88%0.20%0.20%
Vanguard Total Stock Market ETF9.11%25.67%25.67%25.73%17.96%16.29%0.03%0.03%
iShares 20+ Year Treasury Bond ETF3.18%-4.60%-4.60%8.75%6.68%4.51%0.15%0.15%
Trailing returns as of last calendar month ending December 2021

Monthly Correlations

Correlations for the portfolio assets
TickerNameQQQVTITLTQQQ40%+VTI30%+TLT30%QQQ45%+VTI25%+TLT30%QQQ50%+VTI20%+TLT30%Vanguard 500 Index Investor
QQQInvesco QQQ Trust1.000.90-0.270.920.920.930.90
VTIVanguard Total Stock Market ETF0.901.00-0.290.880.870.861.00
TLTiShares 20+ Year Treasury Bond ETF-0.27-0.291.000.090.090.08-0.28

Portfolio Return Decomposition

Portfolio return decomposition
TickerNameQQQ40%+VTI30%+TLT30%QQQ45%+VTI25%+TLT30%QQQ50%+VTI20%+TLT30%
QQQInvesco QQQ Trust$53,808$62,177$70,951
VTIVanguard Total Stock Market ETF$27,562$23,609$19,412
TLTiShares 20+ Year Treasury Bond ETF$12,207$12,447$12,691
Return attribution decomposes portfolio gains into its constituent parts and identifies the contribution to returns by each of the holdings.

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNameQQQ40%+VTI30%+TLT30%QQQ45%+VTI25%+TLT30%QQQ50%+VTI20%+TLT30%
QQQInvesco QQQ Trust59.96%66.96%73.69%
VTIVanguard Total Stock Market ETF36.70%29.87%23.30%
TLTiShares 20+ Year Treasury Bond ETF3.34%3.17%3.01%
Risk attribution decomposes portfolio risk into its constituent parts and identifies the contribution to overall volatility by each of the holdings.

Annual Asset Returns

Rolling returns summary
Roll PeriodQQQ40%+VTI30%+TLT30%QQQ45%+VTI25%+TLT30%QQQ50%+VTI20%+TLT30%Vanguard 500 Index Investor
AverageHighLowAverageHighLowAverageHighLowAverageHighLow
1 year13.10%41.56%-25.62%13.35%42.06%-25.84%13.60%42.55%-26.06%12.01%56.19%-43.32%
3 years11.86%25.80%-5.00%12.10%26.26%-4.81%12.33%26.86%-4.62%9.83%25.91%-15.18%
5 years11.61%21.10%-0.24%11.85%21.34%-0.17%12.10%21.57%-0.10%9.23%22.85%-6.73%
7 years12.01%17.15%7.18%12.26%17.40%7.26%12.50%17.64%7.34%9.60%17.12%2.20%
10 years12.24%16.01%9.50%12.47%16.32%9.59%12.71%16.63%9.69%10.01%16.52%6.32%
15 years11.62%13.53%9.73%11.86%13.87%9.90%12.10%14.21%10.06%9.27%10.77%7.45%