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 1994 - Nov 2021)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
VWINX Vanguard Wellesley Income Inv 100.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
VFICX Vanguard Interm-Term Invmt-Grade Inv 59.00%
CASHX Cash 2.00%
VIGRX Vanguard Growth Index Investor 39.00%
Save portfolio »
Portfolio 3
Ticker Name Allocation
VTSMX Vanguard Total Stock Mkt Idx Inv 60.00%
VFICX Vanguard Interm-Term Invmt-Grade Inv 40.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$84,364 7.94% 6.23%28.91%-9.84%-18.82% 0.901.470.71
Portfolio 2$10,000$95,115 8.40% 7.33%27.58%-18.55%-23.07% 0.831.300.89
Portfolio 3$10,000$107,526 8.88% 9.59%30.03%-24.69%-34.76% 0.701.040.98
   

Trailing Returns

Trailing Returns
NameTotal ReturnAnnualized ReturnAnnualized Standard Deviation
3 MonthYTD1 year3 year5 year10 yearFull3 year5 year
Portfolio 10.26%5.33%11.22%8.95%7.24%7.97%7.96%7.67%6.34%
Portfolio 20.60%5.30%11.51%13.11%11.04%10.14%8.33%9.79%7.99%
Portfolio 3-0.03%8.72%19.00%12.43%11.69%11.68%8.82%12.59%10.10%
Trailing return and volatility are as of last full calendar quarter ending September 2021
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 2021 are based on monthly returns from January to November
  • 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
YearInflationPortfolio 1Portfolio 2Portfolio 3Vanguard Wellesley Income Inv (VWINX)Vanguard Interm-Term Invmt-Grade Inv (VFICX)Cash (CASHX)Vanguard Growth Index Investor (VIGRX)Vanguard Total Stock Mkt Idx Inv (VTSMX)
ReturnBalanceReturnBalanceReturnBalance
19942.67%-4.44%$9,556-1.27%$9,873-1.78%$9,822-4.44%-4.20%4.20%2.89%-0.17%
19952.54%28.91%$12,31927.58%$12,59630.03%$12,77128.91%21.39%5.71%38.06%35.79%
19963.32%9.42%$13,48011.00%$13,98213.69%$14,5199.42%2.78%5.17%23.74%20.96%
19971.70%20.19%$16,20119.55%$16,71522.17%$17,73820.19%8.94%5.22%36.34%30.99%
19981.61%11.84%$18,12021.46%$20,30217.28%$20,80311.84%8.30%4.97%42.21%23.26%
19992.68%-4.14%$17,37010.41%$22,41513.68%$23,648-4.14%-1.53%4.77%28.76%23.81%
20003.39%16.17%$20,179-2.23%$21,915-2.06%$23,16016.17%10.70%5.99%-22.21%-10.57%
20011.55%7.39%$21,6700.59%$22,045-2.81%$22,5097.39%9.42%3.70%-12.93%-10.97%
20022.38%4.64%$22,676-3.14%$21,353-8.46%$20,6044.64%10.28%1.65%-23.68%-20.96%
20031.88%9.66%$24,86513.84%$24,30921.33%$24,9989.66%6.29%1.04%25.92%31.35%
20043.26%7.55%$26,7435.64%$25,6799.41%$27,3507.55%4.75%1.32%7.20%12.51%
20053.42%3.48%$27,6743.21%$26,5034.37%$28,5463.48%1.97%3.14%5.09%5.98%
20062.54%11.28%$30,7966.23%$28,15311.08%$31,70911.28%4.43%4.82%9.01%15.51%
20074.08%5.61%$32,5228.61%$30,5785.75%$33,5325.61%6.14%4.56%12.56%5.49%
20080.09%-9.84%$29,321-18.55%$24,907-24.69%$25,254-9.84%-6.16%1.53%-38.32%-37.04%
20092.72%16.02%$34,02024.62%$31,03824.31%$31,39416.02%17.73%0.16%36.29%28.70%
20101.50%10.65%$37,64212.79%$35,00814.44%$35,92810.65%10.47%0.14%16.96%17.09%
20112.96%9.63%$41,2665.10%$36,7943.58%$37,2169.63%7.52%0.07%1.71%0.96%
20121.74%10.06%$45,41611.98%$41,20213.41%$42,20510.06%9.14%0.08%16.89%16.25%
20131.50%9.19%$49,58811.74%$46,03819.46%$50,4209.19%-1.37%0.05%32.16%33.35%
20140.76%8.07%$53,5888.68%$50,0339.78%$55,3518.07%5.81%0.03%13.47%12.43%
20150.73%1.28%$54,2722.14%$51,1040.79%$55,7871.28%1.53%0.05%3.17%0.29%
20162.07%8.08%$58,6574.60%$53,4569.05%$60,8368.08%3.83%0.30%5.99%12.53%
20172.11%10.20%$64,63813.25%$60,54014.29%$69,53210.20%4.15%0.88%27.65%21.05%
20181.91%-2.57%$62,976-1.65%$59,542-3.38%$67,180-2.57%-0.57%1.90%-3.46%-5.26%
20192.29%16.39%$73,29920.63%$71,82422.54%$82,32316.39%10.38%2.13%37.08%30.65%
20201.36%8.45%$79,49621.69%$87,40616.64%$96,0258.45%10.31%0.44%40.01%20.87%
20216.19%6.12%$84,3648.82%$95,11511.98%$107,5266.12%-1.53%0.04%24.92%20.98%
Annual return for 2021 is from 01/01/2021 to 11/30/2021
Monthly returns for the configured portfolios
YearMonthPortfolio 1Portfolio 2Portfolio 3Vanguard Wellesley Income Inv (VWINX)Vanguard Interm-Term Invmt-Grade Inv (VFICX)Cash (CASHX)Vanguard Growth Index Investor (VIGRX)Vanguard Total Stock Mkt Idx Inv (VTSMX)
ReturnBalanceReturnBalanceReturnBalance
199411.87%$10,1871.66%$10,1662.43%$10,2431.87%1.45%0.25%2.06%3.08%
19942-2.96%$9,886-2.05%$9,958-2.28%$10,009-2.96%-2.34%0.25%-1.73%-2.24%
19943-3.36%$9,553-3.32%$9,628-3.68%$9,641-3.36%-2.51%0.28%-4.71%-4.44%
199440.06%$9,559-0.39%$9,5910.13%$9,6540.06%-1.00%0.29%0.52%0.89%
199450.72%$9,6270.58%$9,6470.57%$9,7100.72%-0.04%0.32%1.54%0.97%
19946-1.12%$9,520-0.92%$9,558-1.71%$9,544-1.12%-0.14%0.35%-2.13%-2.73%
199472.60%$9,7672.20%$9,7692.49%$9,7812.60%1.60%0.35%3.22%3.08%
199480.94%$9,8582.29%$9,9922.77%$10,0520.94%0.31%0.36%5.33%4.39%
19949-2.72%$9,590-1.49%$9,843-1.75%$9,876-2.72%-1.60%0.38%-1.43%-1.85%
1994100.00%$9,5900.78%$9,9190.83%$9,9580.00%-0.31%0.39%2.33%1.55%
199411-1.37%$9,459-1.54%$9,767-2.37%$9,722-1.37%-0.31%0.42%-3.33%-3.65%
1994121.03%$9,5561.09%$9,8731.03%$9,8221.03%0.70%0.47%1.67%1.23%
199512.87%$9,8312.15%$10,0852.10%$10,0282.87%1.95%0.47%2.53%2.20%
199523.08%$10,1343.13%$10,4013.54%$10,3833.08%2.78%0.49%3.80%4.04%
199531.06%$10,2421.72%$10,5801.93%$10,5831.06%0.83%0.48%3.11%2.65%
199541.95%$10,4411.98%$10,7892.14%$10,8091.95%1.55%0.48%2.67%2.51%
199555.51%$11,0164.19%$11,2423.98%$11,2395.51%4.76%0.48%3.56%3.48%
199560.87%$11,1121.96%$11,4622.11%$11,4760.87%0.76%0.47%3.77%2.98%
199570.21%$11,1351.12%$11,5912.33%$11,7430.21%-0.35%0.46%3.24%4.02%
199581.66%$11,3200.61%$11,6621.16%$11,8791.66%1.30%0.46%-0.31%1.07%
199592.31%$11,5812.62%$11,9682.65%$12,1932.31%1.06%0.44%4.88%3.61%
1995100.76%$11,6691.25%$12,117-0.14%$12,1760.76%1.58%0.44%0.83%-1.17%
1995112.81%$11,9972.56%$12,4273.29%$12,5772.81%1.85%0.45%3.59%4.17%
1995122.68%$12,3191.36%$12,5961.55%$12,7712.68%1.55%0.45%1.16%1.54%
199610.93%$12,4341.92%$12,8381.89%$13,0120.93%0.73%0.42%3.79%2.66%
19962-2.18%$12,162-0.95%$12,7150.08%$13,023-2.18%-2.26%0.41%0.90%1.62%
199630.03%$12,167-0.67%$12,6310.36%$13,0710.03%-0.88%0.41%-0.42%1.14%
19964-0.61%$12,0930.13%$12,6471.07%$13,210-0.61%-1.11%0.42%1.87%2.41%
199650.30%$12,1301.28%$12,8091.53%$13,4120.30%-0.38%0.42%3.60%2.66%
199661.33%$12,2911.31%$12,977-0.02%$13,4081.33%1.39%0.42%1.25%-0.84%
19967-0.91%$12,179-1.77%$12,747-3.28%$12,968-0.91%0.25%0.42%-4.55%-5.37%
199680.92%$12,2910.50%$12,8111.84%$13,2070.92%-0.17%0.44%1.43%3.09%
199692.89%$12,6473.96%$13,3174.08%$13,7452.89%1.93%0.43%6.91%5.38%
1996104.14%$13,1712.36%$13,6321.84%$13,9994.14%2.55%0.41%2.20%1.43%
1996113.64%$13,6504.38%$14,2295.09%$14,7113.64%2.18%0.42%7.45%6.81%
199612-1.25%$13,480-1.74%$13,982-1.30%$14,519-1.25%-1.36%0.42%-2.30%-1.27%
199711.32%$13,6573.23%$14,4333.38%$15,0091.32%0.25%0.43%7.87%5.46%
199720.67%$13,7490.46%$14,4990.01%$15,0110.67%0.20%0.42%0.82%-0.11%
19973-2.55%$13,398-2.69%$14,108-3.23%$14,527-2.55%-1.29%0.43%-4.80%-4.45%
199742.16%$13,6874.11%$14,6883.31%$15,0072.16%1.50%0.44%8.08%4.50%
199752.65%$14,0492.95%$15,1224.68%$15,7092.65%0.88%0.43%5.89%7.10%
199762.20%$14,3582.87%$15,5563.21%$16,2132.20%1.27%0.40%5.06%4.37%
199775.97%$15,2155.04%$16,3415.99%$17,1845.97%2.93%0.43%7.88%7.77%
19978-2.28%$14,868-3.54%$15,762-2.77%$16,708-2.28%-1.07%0.43%-6.64%-3.72%
199793.71%$15,4193.06%$16,2444.23%$17,4153.71%1.55%0.43%5.08%5.77%
1997100.67%$15,522-0.58%$16,150-1.71%$17,1170.67%1.36%0.41%-2.99%-3.40%
1997112.40%$15,8942.36%$16,5302.12%$17,4812.40%0.03%0.43%5.41%3.33%
1997121.93%$16,2011.12%$16,7151.47%$17,7381.93%1.07%0.43%1.20%1.70%
199810.78%$16,3272.18%$17,0800.85%$17,8880.78%1.45%0.44%3.37%0.44%
199821.23%$16,5272.61%$17,5264.31%$18,6581.23%-0.21%0.43%6.91%7.34%
199832.56%$16,9502.35%$17,9383.27%$19,2682.56%0.40%0.44%5.14%5.06%
199840.00%$16,9500.71%$18,0660.92%$19,4450.00%0.63%0.42%0.84%1.10%
199850.81%$17,087-0.32%$18,009-1.35%$19,1830.81%0.94%0.41%-2.01%-2.71%
199861.11%$17,2773.30%$18,6042.43%$19,6491.11%0.62%0.41%7.09%3.54%
19987-1.29%$17,0540.14%$18,629-1.33%$19,387-1.29%0.23%0.42%0.00%-2.27%
19988-2.39%$16,647-4.92%$17,712-9.22%$17,600-2.39%1.23%0.42%-13.04%-15.65%
199895.49%$17,5624.47%$18,5035.16%$18,5085.49%3.10%0.40%6.70%6.68%
1998100.31%$17,6162.56%$18,9763.79%$19,2080.31%-1.43%0.36%8.41%7.51%
1998112.38%$18,0363.17%$19,5783.93%$19,9632.38%0.51%0.36%6.78%6.17%
1998120.46%$18,1203.70%$20,3024.21%$20,8030.46%0.59%0.37%7.67%6.45%
19991-0.54%$18,0212.95%$20,9012.56%$21,335-0.54%0.92%0.37%6.16%3.65%
19992-2.86%$17,505-3.02%$20,269-3.25%$20,642-2.86%-2.51%0.37%-3.93%-3.73%
199930.81%$17,6472.45%$20,7662.73%$21,2050.81%0.90%0.38%4.82%3.93%
199943.22%$18,2160.10%$20,7862.97%$21,8363.22%0.30%0.37%-0.21%4.68%
19995-0.69%$18,090-1.94%$20,382-1.74%$21,456-0.69%-1.32%0.37%-2.95%-2.00%
19996-0.07%$18,0772.64%$20,9193.00%$22,099-0.07%-0.52%0.38%7.28%5.16%
19997-1.64%$17,781-1.54%$20,597-2.17%$21,620-1.64%-0.40%0.39%-3.15%-3.20%
19998-0.95%$17,6110.34%$20,667-0.72%$21,465-0.95%-0.39%0.39%1.33%-0.92%
19999-0.53%$17,518-0.02%$20,663-1.07%$21,236-0.53%1.21%0.41%-1.69%-2.44%
1999100.88%$17,6723.11%$21,3044.05%$22,0950.88%0.47%0.40%6.90%6.29%
199911-0.68%$17,5522.02%$21,7352.28%$22,599-0.68%0.34%0.42%4.28%3.42%
199912-1.04%$17,3703.13%$22,4154.64%$23,648-1.04%-0.49%0.43%7.79%7.59%
20001-1.01%$17,195-2.76%$21,797-2.62%$23,028-1.01%-0.28%0.43%-6.67%-4.18%
20002-3.00%$16,6791.32%$22,0851.87%$23,458-3.00%0.90%0.47%2.07%2.54%
200035.61%$17,6144.31%$23,0373.94%$24,3825.61%1.37%0.47%9.21%5.69%
200040.16%$17,642-2.82%$22,388-3.73%$23,4730.16%-1.47%0.48%-4.98%-5.21%
200051.27%$17,867-1.84%$21,976-2.22%$22,9511.27%-0.48%0.48%-4.06%-3.41%
20006-0.63%$17,7544.67%$23,0013.68%$23,795-0.63%2.62%0.46%8.17%4.42%
200071.98%$18,104-1.09%$22,751-0.73%$23,6221.98%1.05%0.48%-4.41%-1.95%
200082.93%$18,6353.02%$23,4384.83%$24,7632.93%1.38%0.51%5.78%7.28%
200091.80%$18,970-3.04%$22,726-2.30%$24,1941.80%1.24%0.52%-9.77%-4.67%
2000101.27%$19,210-0.96%$22,507-1.21%$23,9011.27%-0.04%0.51%-2.63%-2.04%
2000111.20%$19,441-2.64%$21,912-4.98%$22,7111.20%1.79%0.52%-10.66%-9.90%
2000123.80%$20,1790.01%$21,9151.98%$23,1603.80%2.22%0.51%-4.45%1.78%
200110.25%$20,2292.28%$22,4153.08%$23,8740.25%1.97%0.48%2.85%3.83%
200121.23%$20,477-3.89%$21,543-5.20%$22,6331.23%1.24%0.41%-11.80%-9.41%
20013-0.07%$20,462-2.83%$20,933-3.60%$21,819-0.07%0.67%0.40%-9.05%-6.72%
200141.88%$20,8462.44%$21,4444.16%$22,7281.88%-0.90%0.35%8.94%8.16%
200151.02%$21,0590.57%$21,5650.91%$22,9351.02%0.77%0.32%0.22%1.01%
20016-0.18%$21,021-0.14%$21,536-0.72%$22,769-0.18%0.54%0.30%-1.35%-1.64%
200171.80%$21,4001.76%$21,9140.27%$22,8311.80%2.96%0.30%-0.30%-1.71%
200180.67%$21,543-1.52%$21,581-2.83%$22,1840.67%1.27%0.29%-6.74%-6.00%
20019-0.56%$21,423-1.72%$21,211-4.58%$21,168-0.56%0.73%0.28%-6.71%-9.00%
2001100.43%$21,5162.50%$21,7402.29%$21,6540.43%2.04%0.20%3.62%2.52%
2001110.14%$21,5471.92%$22,1573.36%$22,3810.14%-1.30%0.17%8.85%7.63%
2001120.57%$21,670-0.51%$22,0450.57%$22,5090.57%-0.87%0.15%0.16%1.78%
200210.45%$21,7680.43%$22,140-0.41%$22,4180.45%0.85%0.14%-0.19%-1.24%
200221.65%$22,127-0.55%$22,019-0.81%$22,2361.65%1.01%0.14%-2.96%-2.05%
20023-0.10%$22,105-0.21%$21,9731.82%$22,641-0.10%-1.82%0.15%2.34%4.38%
200240.70%$22,259-1.90%$21,556-2.36%$22,1060.70%1.47%0.15%-7.15%-4.90%
200251.33%$22,5560.13%$21,583-0.14%$22,0741.33%1.39%0.15%-1.98%-1.22%
20026-0.93%$22,347-2.87%$20,964-4.09%$21,172-0.93%0.02%0.14%-8.03%-7.06%
20027-2.09%$21,879-1.09%$20,735-4.16%$20,291-2.09%0.80%0.14%-4.72%-8.02%
200280.86%$22,0691.66%$21,0791.31%$20,5570.86%2.23%0.14%0.62%0.53%
20029-2.67%$21,479-1.81%$20,698-4.29%$19,676-2.67%2.38%0.14%-10.37%-10.07%
2002102.31%$21,9742.03%$21,1193.34%$20,3332.31%-1.02%0.13%9.20%7.65%
2002112.36%$22,4921.50%$21,4353.15%$20,9732.36%-0.06%0.12%4.85%6.06%
2002120.82%$22,676-0.38%$21,353-1.76%$20,6040.82%2.68%0.10%-6.51%-5.57%
20031-1.56%$22,322-1.02%$21,136-1.54%$20,286-1.56%-0.04%0.10%-2.56%-2.54%
200320.10%$22,3450.97%$21,341-0.26%$20,2330.10%1.82%0.10%-0.31%-1.69%
20033-0.11%$22,3220.87%$21,5270.71%$20,377-0.11%0.18%0.10%2.01%1.09%
200343.40%$23,0823.27%$22,2325.30%$21,4563.40%1.15%0.09%6.75%8.21%
200354.24%$24,0602.89%$22,8744.76%$22,4784.24%2.72%0.09%3.28%6.11%
200360.18%$24,1040.54%$22,9980.92%$22,6850.18%0.11%0.09%1.19%1.43%
20037-3.38%$23,290-0.97%$22,7740.10%$22,708-3.38%-3.50%0.07%2.64%2.36%
200380.40%$23,3831.15%$23,0351.62%$23,0770.40%0.33%0.08%2.31%2.39%
200391.72%$23,7851.02%$23,2700.40%$23,1701.72%3.08%0.08%-1.69%-1.15%
2003100.44%$23,8911.99%$23,7333.46%$23,9710.44%-0.94%0.08%6.19%6.12%
2003110.54%$24,0200.61%$23,8781.02%$24,2170.54%0.39%0.08%0.92%1.38%
2003123.52%$24,8651.80%$24,3093.23%$24,9983.52%0.98%0.08%2.96%4.48%
200410.48%$24,9841.46%$24,6641.73%$25,4310.48%0.99%0.08%2.25%2.23%
200421.38%$25,3291.02%$24,9161.32%$25,7671.38%1.16%0.08%0.86%1.43%
200430.32%$25,411-0.07%$24,898-0.27%$25,6970.32%0.94%0.08%-1.59%-1.07%
20044-2.17%$24,859-2.32%$24,322-2.43%$25,071-2.17%-2.92%0.08%-1.50%-2.11%
20045-0.34%$24,7750.29%$24,3910.49%$25,195-0.34%-0.79%0.08%1.93%1.35%
200461.11%$25,0500.73%$24,5691.46%$25,5631.11%0.50%0.09%1.11%2.09%
200470.34%$25,135-1.48%$24,206-1.84%$25,0920.34%1.22%0.11%-5.51%-3.80%
200482.07%$25,6561.07%$24,4661.07%$25,3622.07%2.21%0.12%-0.66%0.31%
200490.66%$25,8260.73%$24,6451.19%$25,6620.66%0.38%0.13%1.33%1.74%
2004100.66%$25,9971.19%$24,9371.40%$26,0210.66%0.99%0.14%1.56%1.68%
2004110.89%$26,2290.80%$25,1372.36%$26,6350.89%-1.09%0.16%3.85%4.68%
2004121.96%$26,7432.16%$25,6792.68%$27,3501.96%1.19%0.18%3.73%3.63%
20051-0.09%$26,719-0.89%$25,452-1.41%$26,964-0.09%0.49%0.18%-3.03%-2.68%
200521.25%$27,0530.05%$25,4650.97%$27,2251.25%-0.64%0.21%1.13%2.07%
20053-1.41%$26,671-1.07%$25,194-1.34%$26,861-1.41%-0.73%0.23%-1.66%-1.75%
200540.94%$26,921-0.02%$25,188-0.78%$26,6520.94%1.50%0.23%-2.40%-2.32%
200551.07%$27,2082.48%$25,8132.66%$27,3621.07%1.10%0.24%4.84%3.77%
200560.87%$27,4460.34%$25,8990.76%$27,5690.87%0.68%0.25%-0.19%0.81%
200570.09%$27,4711.05%$26,1701.95%$28,1060.09%-1.21%0.26%4.63%4.11%
200580.78%$27,6860.44%$26,2850.06%$28,1230.78%1.61%0.28%-1.29%-0.94%
20059-0.25%$27,616-0.59%$26,1290.03%$28,131-0.25%-1.21%0.29%0.30%0.86%
200510-1.34%$27,247-0.87%$25,902-1.49%$27,713-1.34%-0.91%0.29%-0.86%-1.86%
2005111.03%$27,5271.99%$26,4192.59%$28,4311.03%0.50%0.33%4.33%3.97%
2005120.53%$27,6740.32%$26,5030.40%$28,5460.53%0.83%0.32%-0.42%0.14%
200610.85%$27,9110.91%$26,7442.06%$29,1340.85%-0.10%0.33%2.47%3.50%
200620.80%$28,134-0.21%$26,6890.03%$29,1420.80%0.07%0.37%-0.64%0.00%
20063-0.66%$27,9480.05%$26,7010.74%$29,357-0.66%-0.92%0.38%1.46%1.80%
200641.09%$28,253-0.19%$26,6510.56%$29,5211.09%-0.32%0.38%-0.04%1.11%
20065-0.66%$28,067-1.41%$26,275-1.99%$28,933-0.66%0.01%0.39%-3.56%-3.23%
200660.58%$28,230-0.13%$26,2400.11%$28,9630.58%0.00%0.40%-0.36%0.17%
200672.14%$28,8330.04%$26,2500.46%$29,0972.14%1.40%0.41%-2.02%-0.13%
200681.81%$29,3552.23%$26,8372.11%$29,7121.81%1.81%0.42%3.00%2.31%
200691.23%$29,7181.66%$27,2831.75%$30,2311.23%0.94%0.41%2.84%2.27%
2006101.64%$30,2051.79%$27,7712.45%$30,9711.64%0.74%0.40%3.44%3.53%
2006111.30%$30,5981.60%$28,2161.85%$31,5451.30%1.24%0.42%2.19%2.23%
2006120.65%$30,796-0.22%$28,1530.52%$31,7090.65%-0.49%0.41%0.13%1.13%
200710.32%$30,8951.01%$28,4371.09%$32,0560.32%-0.08%0.41%2.69%1.88%
200720.91%$31,1770.35%$28,538-0.20%$31,9900.91%1.95%0.42%-2.00%-1.61%
200730.63%$31,3740.12%$28,5730.59%$32,1790.63%-0.18%0.42%0.56%1.11%
200741.73%$31,9152.06%$29,1612.65%$33,0331.73%0.63%0.41%4.32%4.01%
200750.45%$32,0580.75%$29,3791.81%$33,6290.45%-1.10%0.40%3.47%3.69%
20076-1.19%$31,676-0.72%$29,168-1.19%$33,230-1.19%-0.41%0.39%-1.20%-1.67%
20077-0.73%$31,445-0.15%$29,125-1.77%$32,642-0.73%0.86%0.39%-1.59%-3.41%
200781.42%$31,8921.30%$29,5041.30%$33,0661.42%1.07%0.40%1.68%1.45%
200791.72%$32,4392.15%$30,1392.47%$33,8821.72%0.74%0.33%4.28%3.59%
2007100.94%$32,7441.81%$30,6851.46%$34,3780.94%0.85%0.31%3.21%1.85%
200711-0.18%$32,686-0.33%$30,584-2.04%$33,677-0.18%1.87%0.32%-3.34%-4.49%
200712-0.50%$32,522-0.02%$30,578-0.43%$33,532-0.50%-0.17%0.26%0.18%-0.60%
20081-0.82%$32,254-1.99%$29,970-2.90%$32,560-0.82%1.87%0.28%-7.94%-6.08%
20082-1.29%$31,837-0.32%$29,873-1.65%$32,022-1.29%0.31%0.16%-1.41%-3.07%
200830.38%$31,957-0.65%$29,680-0.58%$31,8370.38%-0.57%0.15%-0.83%-0.58%
200841.18%$32,3341.87%$30,2342.70%$32,6981.18%-0.40%0.11%5.83%5.02%
20085-0.56%$32,1530.96%$30,5250.94%$33,004-0.56%-0.69%0.12%3.67%2.09%
20086-3.41%$31,057-2.83%$29,662-5.01%$31,350-3.41%-0.40%0.15%-6.72%-8.19%
200870.15%$31,102-1.10%$29,335-0.74%$31,1190.15%-0.70%0.16%-1.84%-0.77%
200880.78%$31,3460.65%$29,5261.06%$31,4480.78%0.36%0.14%1.17%1.58%
20089-3.47%$30,258-7.72%$27,248-7.76%$29,007-3.47%-5.74%0.14%-11.43%-9.26%
200810-7.19%$28,081-10.43%$24,406-12.86%$25,275-7.19%-6.67%0.08%-17.71%-17.63%
2008110.33%$28,174-1.43%$24,056-3.24%$24,4560.33%2.10%0.04%-8.58%-7.90%
2008124.07%$29,3213.54%$24,9073.27%$25,2544.07%4.73%0.00%1.19%1.86%
20091-4.62%$27,967-1.58%$24,513-4.81%$24,038-4.62%0.35%0.01%-4.58%-8.26%
20092-4.96%$26,580-3.70%$23,605-6.70%$22,429-4.96%-1.55%0.02%-7.33%-10.45%
200932.94%$27,3603.64%$24,4635.25%$23,6062.94%1.00%0.02%8.30%8.65%
200943.54%$28,3304.97%$25,6797.13%$25,2893.54%2.46%0.02%9.19%10.61%
200954.39%$29,5733.69%$26,6264.55%$26,4404.39%3.36%0.01%4.35%5.38%
200961.25%$29,9431.82%$27,1101.07%$26,7221.25%2.13%0.01%1.44%0.34%
200975.68%$31,6435.08%$28,4876.21%$28,3825.68%3.88%0.02%7.08%7.82%
200982.32%$32,3791.86%$29,0162.91%$29,2092.32%1.84%0.02%1.97%3.63%
200991.87%$32,9832.81%$29,8323.23%$30,1521.87%1.69%0.01%4.53%4.23%
200910-0.05%$32,9670.04%$29,844-1.16%$29,803-0.05%1.06%0.01%-1.38%-2.57%
2009113.20%$34,0233.37%$30,8494.08%$31,0183.20%1.73%0.00%5.83%5.63%
200912-0.01%$34,0200.61%$31,0381.21%$31,394-0.01%-1.38%0.01%3.37%2.86%
20101-0.29%$33,919-0.38%$30,919-1.15%$31,033-0.29%2.37%0.01%-4.58%-3.50%
201021.08%$34,2871.64%$31,4252.13%$31,6931.08%0.38%0.01%3.76%3.36%
201031.99%$34,9692.60%$32,2423.96%$32,9471.99%0.59%0.01%5.90%6.27%
201041.49%$35,4911.62%$32,7662.00%$33,6061.49%1.73%0.01%1.54%2.17%
20105-2.71%$34,530-3.37%$31,663-4.93%$31,948-2.71%-0.19%0.01%-8.27%-8.00%
201060.19%$34,597-0.90%$31,378-2.49%$31,1520.19%2.02%0.01%-5.70%-5.66%
201073.49%$35,8053.89%$32,5994.84%$32,6603.49%2.00%0.02%7.43%6.99%
201080.86%$36,111-0.53%$32,427-1.93%$32,0300.86%1.97%0.01%-4.72%-4.75%
201092.70%$37,0884.33%$33,8305.71%$33,8592.70%0.86%0.01%10.76%9.47%
2010100.88%$37,4142.38%$34,6362.62%$34,7470.88%0.77%0.01%5.13%3.94%
201011-0.92%$37,071-0.23%$34,558-0.06%$34,726-0.92%-0.98%0.01%0.94%0.58%
2010121.54%$37,6421.30%$35,0083.46%$35,9281.54%-1.45%0.01%5.57%6.81%
201110.65%$37,8851.13%$35,4041.59%$36,4980.65%0.68%0.01%1.87%2.19%
201121.88%$38,5961.28%$35,8562.31%$37,3401.88%0.34%0.01%2.73%3.60%
201130.14%$38,6510.07%$35,8810.24%$37,4310.14%-0.08%0.01%0.29%0.45%
201142.58%$39,6482.32%$36,7152.57%$38,3922.58%1.90%0.01%3.05%2.99%
201150.84%$39,9800.46%$36,882-0.22%$38,3070.84%1.28%0.00%-0.70%-1.16%
20116-1.06%$39,557-1.04%$36,497-1.42%$37,764-1.06%-0.84%0.01%-1.39%-1.79%
201170.04%$39,5741.06%$36,884-0.49%$37,5790.04%2.28%0.00%-0.69%-2.28%
20118-0.27%$39,468-2.04%$36,133-3.47%$36,276-0.27%0.26%0.01%-5.62%-5.99%
20119-1.46%$38,891-3.06%$35,027-4.64%$34,591-1.46%-0.35%0.00%-7.60%-7.75%
2011104.03%$40,4605.12%$36,8207.10%$37,0464.03%1.45%0.00%11.79%11.51%
201111-0.53%$40,246-0.98%$36,459-0.80%$36,748-0.53%-1.53%0.00%-0.16%-0.29%
2011122.53%$41,2660.92%$36,7941.27%$37,2162.53%1.95%0.00%-0.64%0.80%
201211.88%$42,0403.77%$38,1803.95%$38,6851.88%2.25%0.00%6.26%5.08%
201221.28%$42,5802.30%$39,0592.82%$39,7761.28%0.60%0.01%4.88%4.26%
201230.46%$42,7761.13%$39,5001.71%$40,4570.46%-0.45%0.01%3.38%3.07%
201240.93%$43,1750.55%$39,7190.05%$40,4760.93%1.21%0.01%-0.30%-0.65%
20125-1.43%$42,558-2.36%$38,780-3.66%$38,994-1.43%0.51%0.01%-6.40%-6.24%
201262.00%$43,4081.46%$39,3472.55%$39,9882.00%0.49%0.01%2.95%3.91%
201272.44%$44,4691.71%$40,0201.43%$40,5612.44%2.06%0.01%1.29%1.03%
201280.53%$44,7071.56%$40,6441.66%$41,2340.53%0.38%0.01%3.33%2.48%
201290.86%$45,0901.32%$41,1791.91%$42,0220.86%0.85%0.01%2.03%2.58%
2012100.25%$45,201-0.84%$40,833-0.80%$41,6870.25%0.75%0.01%-3.09%-1.76%
2012110.29%$45,3300.89%$41,1970.52%$41,9030.29%0.17%0.01%1.97%0.74%
2012120.19%$45,4160.01%$41,2020.72%$42,2050.19%-0.03%0.01%0.07%1.19%
201311.45%$46,0751.40%$41,7793.10%$43,5121.45%-0.51%0.00%4.37%5.50%
201321.23%$46,6400.82%$42,1221.07%$43,9751.23%0.73%0.01%0.99%1.28%
201331.26%$47,2281.53%$42,7672.43%$45,0461.26%0.12%0.01%3.64%3.88%
201341.97%$48,1581.33%$43,3371.53%$45,7331.97%1.23%0.01%1.53%1.70%
20135-0.87%$47,740-0.38%$43,1710.75%$46,074-0.87%-1.88%0.00%1.68%2.32%
20136-1.59%$46,980-2.31%$42,173-1.77%$45,260-1.59%-2.63%0.00%-1.99%-1.27%
201372.04%$47,9362.67%$43,3013.78%$46,9722.04%0.78%0.00%5.31%5.49%
20138-1.87%$47,037-1.26%$42,754-2.16%$45,955-1.87%-0.95%0.00%-1.72%-2.82%
201391.63%$47,8042.76%$43,9352.82%$47,2521.63%1.30%0.00%4.76%3.66%
2013102.10%$48,8062.46%$45,0143.13%$48,7292.10%1.09%0.00%4.25%4.22%
2013110.79%$49,1911.04%$45,4821.88%$49,6440.79%-0.04%0.00%2.38%2.88%
2013120.81%$49,5881.22%$46,0381.56%$50,4200.81%-0.54%0.01%3.34%2.63%
20141-0.36%$49,409-0.14%$45,972-1.17%$49,828-0.36%1.73%0.01%-2.99%-3.11%
201422.06%$50,4262.49%$47,1183.06%$51,3512.06%0.66%0.00%5.53%4.73%
201430.92%$50,891-0.65%$46,8140.29%$51,4990.92%-0.05%0.00%-1.58%0.51%
201441.19%$51,4950.55%$47,0720.39%$51,6991.19%0.88%0.00%0.08%0.06%
201451.21%$52,1192.06%$48,0431.77%$52,6151.21%1.18%0.00%3.53%2.17%
201460.78%$52,5230.97%$48,5111.54%$53,4270.78%0.05%0.00%2.42%2.54%
20147-1.00%$51,996-0.74%$48,154-1.26%$52,756-1.00%-0.14%0.00%-1.65%-1.98%
201481.99%$53,0302.48%$49,3462.94%$54,3081.99%1.07%0.00%4.71%4.18%
20149-1.25%$52,367-1.32%$48,695-1.67%$53,399-1.25%-0.95%0.00%-1.91%-2.14%
2014101.17%$52,9791.72%$49,5312.00%$54,4681.17%0.87%0.00%3.04%2.74%
2014111.31%$53,6731.57%$50,3111.72%$55,4071.31%0.65%0.00%2.97%2.41%
201412-0.16%$53,588-0.55%$50,033-0.10%$55,351-0.16%-0.25%0.00%-0.99%-0.01%
201510.55%$53,8810.95%$50,509-0.63%$55,0050.55%2.60%0.00%-1.49%-2.77%
201520.82%$54,3211.93%$51,4853.06%$56,6900.82%-0.77%0.00%6.29%5.76%
20153-0.10%$54,267-0.23%$51,365-0.45%$56,437-0.10%0.45%0.00%-1.25%-1.04%
201540.51%$54,541-0.06%$51,3320.23%$56,5650.51%-0.06%0.00%-0.07%0.42%
20155-0.12%$54,4780.36%$51,5170.69%$56,958-0.12%-0.35%0.00%1.45%1.39%
20156-2.06%$53,355-1.32%$50,838-1.50%$56,105-2.06%-1.17%0.00%-1.60%-1.71%
201571.23%$54,0131.59%$51,6451.21%$56,7831.23%0.56%0.00%3.17%1.63%
20158-2.16%$52,845-2.78%$50,209-3.83%$54,610-2.16%-0.45%0.01%-6.26%-6.03%
201590.11%$52,904-0.53%$49,944-1.33%$53,8820.11%0.98%0.01%-2.86%-2.93%
2015103.40%$54,7033.60%$51,7424.72%$56,4243.40%0.37%0.00%8.93%7.84%
2015110.00%$54,7030.03%$51,7550.30%$56,5940.00%-0.05%0.01%0.14%0.54%
201512-0.79%$54,272-1.26%$51,104-1.43%$55,787-0.79%-0.52%0.02%-2.40%-2.03%
20161-0.20%$54,161-1.68%$50,246-2.97%$54,129-0.20%1.08%0.01%-5.93%-5.67%
201620.45%$54,4040.22%$50,3590.24%$54,2610.45%0.64%0.03%-0.45%-0.04%
201633.52%$56,3173.72%$52,2344.82%$56,8783.52%1.78%0.03%7.11%7.01%
201640.91%$56,8290.15%$52,3120.67%$57,2610.91%0.74%0.02%-0.77%0.63%
201650.59%$57,1630.83%$52,7481.00%$57,8340.59%-0.16%0.02%2.45%1.79%
201662.18%$58,4100.84%$53,1940.88%$58,3422.18%1.85%0.03%-0.67%0.23%
201671.38%$59,2172.32%$54,4272.69%$59,9091.38%0.84%0.02%4.78%3.95%
201680.00%$59,217-0.17%$54,3360.13%$59,9890.00%-0.06%0.02%-0.35%0.26%
20169-0.32%$59,0300.33%$54,5150.14%$60,072-0.32%0.12%0.03%0.66%0.15%
201610-1.22%$58,307-1.37%$53,767-1.56%$59,135-1.22%-0.57%0.02%-2.66%-2.21%
201611-0.74%$57,878-1.08%$53,1851.62%$60,092-0.74%-2.58%0.03%1.19%4.44%
2016121.35%$58,6570.51%$53,4561.24%$60,8361.35%0.15%0.04%1.07%1.92%
201710.27%$58,8181.68%$54,3521.32%$61,6370.27%0.43%0.04%3.65%1.91%
201721.96%$59,9702.21%$55,5552.57%$63,2221.96%0.83%0.04%4.34%3.71%
20173-0.04%$59,9470.55%$55,8620.06%$63,257-0.04%0.04%0.04%1.30%0.07%
201740.70%$60,3641.49%$56,6941.01%$63,8990.70%0.96%0.06%2.30%1.05%
201751.15%$61,0591.59%$57,5930.91%$64,4771.15%0.75%0.07%2.81%1.01%
201760.41%$61,312-0.30%$57,4230.50%$64,7970.41%-0.17%0.08%-0.48%0.92%
201770.88%$61,8491.53%$58,3031.47%$65,7520.88%0.85%0.08%2.52%1.87%
201780.53%$62,1760.92%$58,8370.37%$65,9970.53%0.74%0.09%1.19%0.15%
201790.84%$62,7000.16%$58,9311.32%$66,8660.84%-0.50%0.08%1.04%2.45%
2017100.90%$63,2651.34%$59,7201.43%$67,8190.90%0.22%0.09%2.85%2.16%
2017111.08%$63,9470.87%$60,2411.76%$69,0151.08%-0.38%0.09%2.50%3.04%
2017121.08%$64,6380.50%$60,5400.75%$69,5321.08%0.32%0.10%0.73%0.99%
201810.56%$64,9981.97%$61,7342.71%$71,4140.56%-1.19%0.11%6.85%5.31%
20182-2.73%$63,224-1.71%$60,678-2.64%$69,530-2.73%-0.92%0.12%-2.91%-3.72%
20183-0.27%$63,051-0.86%$60,156-1.11%$68,758-0.27%0.26%0.14%-2.51%-1.99%
20184-0.50%$62,738-0.35%$59,943-0.09%$68,696-0.50%-0.80%0.14%0.27%0.38%
201850.65%$63,1482.08%$61,1911.92%$70,0160.65%0.58%0.15%4.36%2.79%
201860.16%$63,2500.39%$61,4280.35%$70,2600.16%-0.17%0.16%1.18%0.68%
201872.04%$64,5391.24%$62,1912.19%$71,8002.04%0.38%0.16%2.49%3.34%
201880.57%$64,9042.35%$63,6532.40%$73,5220.57%0.70%0.17%4.69%3.44%
20189-0.23%$64,756-0.08%$63,602-0.08%$73,464-0.23%-0.48%0.17%0.43%0.16%
201810-2.27%$63,285-4.18%$60,943-4.86%$69,895-2.27%-0.57%0.18%-9.03%-7.40%
2018111.63%$64,3150.37%$61,1701.33%$70,8251.63%0.18%0.19%0.65%2.06%
201812-2.08%$62,976-2.66%$59,542-5.15%$67,180-2.08%1.49%0.19%-8.62%-9.29%
201913.23%$65,0134.62%$62,2905.82%$71,0893.23%1.67%0.20%9.31%8.59%
201921.51%$65,9921.63%$63,3082.25%$72,6911.51%0.26%0.20%3.64%3.50%
201931.88%$67,2312.42%$64,8431.63%$73,8791.88%1.96%0.20%3.15%1.44%
201941.08%$67,9582.18%$66,2592.62%$75,8111.08%0.38%0.20%4.71%3.98%
20195-0.65%$67,516-1.88%$65,014-3.50%$73,155-0.65%1.51%0.20%-6.34%-6.45%
201963.14%$69,6393.74%$67,4484.92%$76,7523.14%1.69%0.19%6.78%6.97%
201970.49%$69,9791.04%$68,1520.96%$77,4850.49%0.16%0.17%2.26%1.44%
201981.68%$71,1561.05%$68,867-0.42%$77,1591.68%2.27%0.17%-0.50%-2.03%
201990.59%$71,578-0.21%$68,7210.84%$77,8070.59%-0.55%0.16%0.22%1.70%
2019100.63%$72,0251.36%$69,6531.51%$78,9800.63%0.54%0.15%2.49%2.10%
2019110.62%$72,4731.66%$70,8102.33%$80,8220.62%-0.06%0.13%3.98%3.77%
2019121.14%$73,2991.43%$71,8241.86%$82,3231.14%0.14%0.13%3.10%2.85%
202011.28%$74,2382.40%$73,5440.76%$82,9511.28%2.02%0.13%3.08%-0.08%
20202-2.46%$72,414-1.73%$72,270-4.31%$79,379-2.46%1.38%0.13%-6.49%-8.18%
20203-6.28%$67,863-6.24%$67,758-9.50%$71,838-6.28%-3.81%0.10%-10.53%-13.78%
202045.70%$71,7307.54%$72,8708.79%$78,1515.70%3.47%0.01%15.10%13.25%
202052.11%$73,2453.91%$75,7203.95%$81,2402.11%2.09%0.01%6.97%5.38%
202060.47%$73,5912.79%$77,8351.97%$82,8430.47%1.56%0.01%4.77%2.28%
202072.81%$75,6614.11%$81,0344.02%$86,1752.81%1.83%0.01%7.61%5.64%
202080.22%$75,8244.03%$84,3044.08%$89,6930.22%-0.27%0.01%10.12%7.18%
20209-0.70%$75,292-2.10%$82,533-2.19%$87,731-0.70%-0.09%0.01%-4.68%-3.57%
202010-1.27%$74,332-1.50%$81,295-1.36%$86,541-1.27%-0.19%0.01%-3.27%-2.16%
2020115.72%$78,5825.21%$85,5337.76%$93,2585.72%1.42%0.01%10.53%12.19%
2020121.16%$79,4962.19%$87,4062.97%$96,0251.16%0.62%0.01%4.21%4.45%
20211-1.27%$78,486-0.71%$86,785-0.44%$95,606-1.27%-0.59%0.01%-0.93%-0.34%
202120.64%$78,991-0.56%$86,3011.33%$96,8810.64%-1.45%0.01%0.77%3.19%
202131.69%$80,327-0.26%$86,0811.52%$98,3561.69%-1.54%0.00%1.64%3.47%
202142.00%$81,9373.47%$89,0703.65%$101,9452.00%1.19%0.00%6.93%5.14%
202151.41%$83,095-0.23%$88,8670.52%$102,4741.41%0.68%0.00%-1.47%0.43%
202160.51%$83,5222.95%$91,4871.92%$104,4380.51%0.87%0.00%5.98%2.53%
202171.29%$84,6012.09%$93,3951.54%$106,0501.29%1.26%0.00%3.27%1.71%
202180.94%$85,3961.38%$94,6841.71%$107,8610.94%-0.30%0.01%3.62%2.86%
20219-1.94%$83,736-2.80%$92,036-3.21%$104,403-1.94%-0.89%0.00%-5.30%-4.49%
2021101.94%$85,3643.19%$94,9684.04%$108,6221.94%-0.60%0.00%8.28%6.71%
202111-1.17%$84,3640.15%$95,115-1.01%$107,526-1.17%-0.11%0.00%0.48%-1.49%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2Portfolio 3
Large-cap Value25.12%0.00%18.99%
Large-cap Growth6.32%35.51%29.57%
Mid-cap Value0.00%0.00%5.43%
Mid-cap Growth0.00%6.88%5.46%
Small-cap Value0.00%0.00%0.00%
Small-cap Growth0.00%0.00%1.42%
Global ex-US Developed Markets3.82%0.00%0.61%
Emerging Markets0.00%2.72%1.76%
Corporate Bonds22.52%22.88%16.35%
Long-Term Treasuries6.46%0.00%0.00%
Intermediate-Term Treasuries9.93%11.79%6.83%
Short-Term Treasuries25.83%20.21%13.58%
R Squared93.71%96.12%99.18%
Style analysis is based on monthly returns from April 2005 to November 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 Portfolio 1

Holdings Based Style Analysis for Portfolio 1
TickerNameCategoryWeightYieldExpense RatioP/EDurationContribution
SECTTMNetGrossReturnRisk
VWINXVanguard Wellesley Income Inv30% to 50% Equity100.00%1.91%2.38%0.22%0.22%21.407.88$74,364100.00%

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
TickerNameCategoryWeightYieldExpense RatioP/EDurationContribution
SECTTMNetGrossReturnRisk
VFICXVanguard Interm-Term Invmt-Grade InvCorporate Bond59.00%2.02%2.20%0.20%0.20%16.866.46$28,16321.40%
CASHXCashCash2.00%0.05%0.00$2930.00%
VIGRXVanguard Growth Index InvestorLarge Growth39.00%0.27%0.37%0.17%0.17%36.72$56,65978.60%
100.00%1.30%1.44%0.19%0.19%24.776.25$85,115100.00%

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
TickerNameCategoryWeightYieldExpense RatioP/EDurationContribution
SECTTMNetGrossReturnRisk
VTSMXVanguard Total Stock Mkt Idx InvLarge Blend60.00%1.05%1.12%0.14%0.14%23.81$77,12592.37%
VFICXVanguard Interm-Term Invmt-Grade InvCorporate Bond40.00%2.02%2.20%0.20%0.20%16.866.46$20,4007.63%
100.00%1.44%1.55%0.16%0.16%21.036.46$97,526100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Fund fundamentals data as of 12/03/2021. (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
MetricPortfolio 1Portfolio 2Portfolio 3
Arithmetic Mean (monthly)0.65%0.70%0.75%
Arithmetic Mean (annualized)8.15%8.69%9.38%
Geometric Mean (monthly)0.64%0.67%0.71%
Geometric Mean (annualized)7.94%8.40%8.88%
Standard Deviation (monthly)1.80%2.12%2.77%
Standard Deviation (annualized)6.23%7.33%9.59%
Downside Deviation (monthly)1.02%1.27%1.78%
Max. Drawdown-18.82%-23.07%-34.76%
US Market Correlation0.710.890.98
Beta(*)0.290.430.62
Alpha (annualized)4.62%3.59%2.09%
R250.00%78.37%96.07%
Sharpe Ratio0.900.830.70
Sortino Ratio1.471.301.04
Treynor Ratio (%)19.3814.3510.94
Calmar Ratio1.102.011.11
Active Return-2.57%-2.10%-1.62%
Tracking Error11.69%9.38%6.14%
Information Ratio-0.22-0.22-0.26
Skewness-0.31-0.68-0.78
Excess Kurtosis2.152.622.28
Historical Value-at-Risk (5%)-2.41%-2.80%-4.11%
Analytical Value-at-Risk (5%)-2.30%-2.81%-3.86%
Conditional Value-at-Risk (5%)-3.61%-4.22%-6.06%
Upside Capture Ratio (%)37.1448.3964.48
Downside Capture Ratio (%)19.3035.4658.41
Safe Withdrawal Rate7.68%7.60%7.96%
Perpetual Withdrawal Rate5.37%5.80%6.22%
Positive Periods235 out of 335 (70.15%)220 out of 335 (65.67%)227 out of 335 (67.76%)
Gain/Loss Ratio1.081.220.95
* 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%-3.54%-2.77%
Russian Debt DefaultJul 1998Oct 1998-3.64%-4.92%-10.43%
Dotcom CrashMar 2000Oct 2002-4.78%-11.69%-20.54%
Subprime CrisisNov 2007Mar 2009-18.82%-23.07%-34.76%
COVID-19 StartJan 2020Mar 2020-8.59%-7.87%-13.40%

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%
4Feb 1994Nov 199410 monthsMar 19954 months1 year 2 months-7.15%
5Jun 2002Sep 20024 monthsDec 20023 months7 months-4.78%
6Jul 1998Aug 19982 monthsSep 19981 month3 months-3.64%
7Feb 2018Apr 20183 monthsJan 20199 months1 year-3.48%
8Jan 1999Feb 19992 monthsApr 19992 months4 months-3.39%
9Jul 2003Jul 20031 monthDec 20035 months6 months-3.38%
10May 2015Aug 20154 monthsOct 20152 months6 months-3.11%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsNov 20099 months2 years 1 month-23.07%
2Sep 2000Sep 20022 years 1 monthOct 20031 year 1 month3 years 2 months-11.69%
3Feb 2020Mar 20202 monthsMay 20202 months4 months-7.87%
4Sep 2018Dec 20184 monthsMar 20193 months7 months-6.46%
5Feb 1994Jun 19945 monthsFeb 19958 months1 year 1 month-5.98%
6Aug 2011Sep 20112 monthsJan 20124 months6 months-5.03%
7Aug 1998Aug 19981 monthOct 19982 months3 months-4.92%
8Apr 2000May 20002 monthsAug 20003 months5 months-4.61%
9May 2010Jun 20102 monthsSep 20103 months5 months-4.23%
10Sep 2020Oct 20202 monthsNov 20201 month3 months-3.57%
Worst 10 drawdowns included above

Drawdowns for Portfolio 3

Drawdowns for Portfolio 3 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsOct 20101 year 8 months3 years-34.76%
2Sep 2000Sep 20022 years 1 monthDec 20031 year 3 months3 years 4 months-20.54%
3Feb 2020Mar 20202 monthsJul 20204 months6 months-13.40%
4Jul 1998Aug 19982 monthsNov 19983 months5 months-10.43%
5May 2011Sep 20115 monthsJan 20124 months9 months-9.90%
6Sep 2018Dec 20184 monthsMar 20193 months7 months-8.63%
7Feb 1994Jun 19945 monthsFeb 19958 months1 year 1 month-6.83%
8Apr 2000May 20002 monthsAug 20003 months5 months-5.87%
9Jun 2015Sep 20154 monthsApr 20167 months11 months-5.40%
10Jul 1999Sep 19993 monthsNov 19992 months5 months-3.91%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VWINXVanguard Wellesley Income Inv7.94%6.23%28.91%-9.84%-18.82%0.901.470.71
VFICXVanguard Interm-Term Invmt-Grade Inv5.59%4.67%21.39%-6.16%-14.11%0.711.090.21
CASHXCash2.27%0.61%5.99%0.03%0.00%N/AN/A-0.02
VIGRXVanguard Growth Index Investor11.77%16.00%42.21%-38.32%-53.58%0.640.960.96
VTSMXVanguard Total Stock Mkt Idx Inv10.50%15.23%35.79%-37.04%-50.89%0.590.851.00

Portfolio Asset Performance

Performance of portfolio assets
NameTotal ReturnAnnualized ReturnExpense Ratio
Quarter to DateYear To Date1 year3 year5 year10 yearNetGross
Vanguard Wellesley Income Inv0.26%5.33%11.22%8.95%7.24%7.97%0.22%0.22%
Vanguard Interm-Term Invmt-Grade Inv0.06%-0.82%1.03%6.87%3.94%4.34%0.20%0.20%
Cash0.01%0.03%0.06%1.05%1.09%0.59%
Vanguard Growth Index Investor1.35%14.82%27.93%22.62%22.01%19.16%0.17%0.17%
Vanguard Total Stock Mkt Idx Inv-0.08%15.09%31.95%15.93%16.75%16.47%0.14%0.14%
Trailing returns as of last calendar quarter ending September 2021

Monthly Correlations

Correlations for the portfolio assets
TickerNameVWINXVFICXCASHXVIGRXVTSMXPortfolio 1Portfolio 2Portfolio 3
VWINXVanguard Wellesley Income Inv1.000.660.060.630.711.000.780.79
VFICXVanguard Interm-Term Invmt-Grade Inv0.661.000.050.220.210.660.570.40
CASHXCash0.060.051.00-0.03-0.020.060.00-0.01
VIGRXVanguard Growth Index Investor0.630.22-0.031.000.960.630.920.94
VTSMXVanguard Total Stock Mkt Idx Inv0.710.21-0.020.961.000.710.890.98

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
VWINXVanguard Wellesley Income Inv$74,364
VFICXVanguard Interm-Term Invmt-Grade Inv$28,163$20,400
CASHXCash$293
VIGRXVanguard Growth Index Investor$56,659
VTSMXVanguard Total Stock Mkt Idx Inv$77,125

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
VWINXVanguard Wellesley Income Inv100.00%
VFICXVanguard Interm-Term Invmt-Grade Inv21.40%7.63%
CASHXCash0.00%
VIGRXVanguard Growth Index Investor78.60%
VTSMXVanguard Total Stock Mkt Idx Inv92.37%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2Portfolio 3
AverageHighLowAverageHighLowAverageHighLow
1 year8.47%28.99%-16.51%8.93%33.13%-21.34%9.64%41.30%-29.96%
3 years8.04%19.24%-1.88%8.13%19.24%-4.01%8.62%22.11%-8.36%
5 years7.73%13.77%0.97%7.57%17.82%-1.08%8.04%19.21%-2.74%
7 years7.63%12.48%2.65%7.12%12.41%1.00%7.54%13.45%0.12%
10 years7.55%10.84%4.27%6.99%10.37%1.54%7.43%12.48%0.83%
15 years7.36%8.91%6.39%6.76%8.83%5.21%7.06%9.00%5.41%