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 to analyze and backtest portfolio returns, risk characteristics, standard deviation, annual returns and rolling returns. The results include a visualization of the portfolio growth chart and rolling returns, CAGR, standard deviation, Sharpe ratio, Sortino ratio, annual returns and inflation adjusted returns. A periodic contribution or withdrawal can also be specified together with the preferred portfolio rebalancing strategy. You can also analyze and compare asset class based lazy 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 1999 - Sep 2019)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
VTSMX Vanguard Total Stock Mkt Idx Inv 44.00%
VGTSX Vanguard Total Intl Stock Index Inv 11.00%
VBISX Vanguard Short-Term Bond Index Inv 14.00%
VBIIX Vanguard Interm-Term Bond Index Inv 18.00%
VBLTX Vanguard Long-Term Bond Index Investor 4.00%
VBMFX Vanguard Total Bond Market Index Inv 9.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
VTSMX Vanguard Total Stock Mkt Idx Inv 80.00%
VBMFX Vanguard Total Bond Market Index Inv 20.00%
Save portfolio »
Portfolio 3
Ticker Name Allocation
VTSMX Vanguard Total Stock Mkt Idx Inv 100.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRTWRRMWRRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$100,000$134,762 1.45% 6.16%5.77%8.11%20.30%-18.70%-29.15%
(-35.99%)
0.560.820.96
Portfolio 2$100,000$129,621 1.26% 6.62%5.65%11.75%26.23%-28.62%-41.22%
(-52.34%)
0.450.651.00
Portfolio 3$100,000$114,146 0.64% 6.72%5.27%14.93%33.35%-37.04%-50.89%
(-64.30%)
0.390.551.00
* The number in parenthesis shows the calculated value taking into account the periodic withdrawals.
   
Notes on results:
  • Past performance is not a guarantee of future returns. See Disclaimer and Terms of Use
  • The entered time period is automatically adjusted based on the available return data for the specified assets
  • The annual results for 2019 are based on full calendar months from January to September
  • 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 (1-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdowns are calculated based on monthly returns excluding cashflows
  • The backtested results include annual rebalancing of portfolio assets to match the specified allocation
  • The results use total return and assume that all received dividends and distributions are reinvested. Taxes and transaction fees are not included
  • Inflation adjusted annual withdrawal of $4,000 was applied at the end of each period. This is reflected in the CAGR and maximum drawdown shown above.
  • Portfolio cashflows and rebalancing for quarterly and annual periods are aligned with calendar periods.
Annual returns for the configured portfolios
YearInflationReturnBalanceVanguard Total Stock Mkt Idx Inv (VTSMX)Vanguard Total Intl Stock Index Inv (VGTSX)Vanguard Short-Term Bond Index Inv (VBISX)Vanguard Interm-Term Bond Index Inv (VBIIX)Vanguard Long-Term Bond Index Investor (VBLTX)Vanguard Total Bond Market Index Inv (VBMFX)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3Adjustment
19992.68%13.14%18.90%23.81%$109,029$114,791$119,706-$4,10723.81%29.92%2.08%-3.00%-7.85%-0.76%
20003.39%-1.14%-6.18%-10.57%$103,537$103,449$102,801-$4,247-10.57%-15.61%8.84%12.78%16.63%11.39%
20011.55%-3.04%-7.09%-10.97%$96,074$91,805$87,215-$4,312-10.97%-20.15%8.88%9.28%8.17%8.43%
20022.38%-6.76%-15.12%-20.96%$85,167$73,512$64,519-$4,415-20.96%-15.08%6.10%10.85%14.35%8.26%
20031.88%20.30%25.88%31.35%$97,958$88,037$80,251-$4,49831.35%40.34%3.37%5.65%5.50%3.97%
20043.26%9.69%10.86%12.51%$102,809$92,953$85,649-$4,64412.51%20.84%1.70%5.22%8.40%4.24%
20053.42%5.27%5.26%5.98%$103,426$93,042$85,969-$4,8035.98%15.57%1.31%1.75%5.32%2.40%
20062.54%11.52%13.26%15.51%$110,417$100,457$94,378-$4,92515.51%26.64%4.09%3.91%2.67%4.27%
20074.08%7.39%5.78%5.49%$113,452$101,133$94,433-$5,1265.49%15.52%7.22%7.61%6.59%6.92%
20080.09%-18.70%-28.62%-37.04%$87,105$67,059$54,327-$5,131-37.04%-44.10%5.43%4.93%8.64%5.05%
20092.72%19.09%24.15%28.70%$98,465$77,980$64,647-$5,27028.70%36.73%4.28%6.79%1.76%5.93%
20101.50%11.97%14.96%17.09%$104,900$84,296$70,348-$5,34917.09%11.12%3.92%9.37%10.27%6.42%
20112.96%2.71%2.28%0.96%$102,234$80,711$65,517-$5,5080.96%-14.56%2.96%10.62%22.06%7.56%
20121.74%11.37%13.81%16.25%$108,253$86,256$70,563-$5,60316.25%18.14%1.95%6.91%8.49%4.05%
20131.50%15.13%26.23%33.35%$118,946$103,191$88,407-$5,68833.35%15.04%0.07%-3.54%-9.13%-2.26%
20140.76%7.70%11.09%12.43%$122,380$108,909$93,665-$5,73112.43%-4.24%1.16%6.85%19.72%5.76%
20150.73%-0.13%0.29%0.29%$116,452$103,458$88,168-$5,7720.29%-4.37%0.85%1.21%-3.47%0.30%
20162.07%7.20%10.53%12.53%$118,943$108,455$93,326-$5,89212.53%4.65%1.41%2.75%6.41%2.50%
20172.11%13.85%17.53%21.05%$129,400$121,455$106,956-$6,01621.05%27.40%1.10%3.76%10.76%3.46%
20181.91%-3.96%-4.23%-5.26%$118,142$110,186$95,203-$6,131-5.26%-14.44%1.27%-0.25%-4.51%-0.13%
20192.12%14.07%17.64%19.90%$134,762$129,621$114,146$0.0019.90%11.42%4.41%10.22%20.62%8.60%
Annual returns for 2019 are based on partial year data
Monthly returns for the configured portfolios
YearMonthReturnBalanceVanguard Total Stock Mkt Idx Inv (VTSMX)Vanguard Total Intl Stock Index Inv (VGTSX)Vanguard Short-Term Bond Index Inv (VBISX)Vanguard Interm-Term Bond Index Inv (VBIIX)Vanguard Long-Term Bond Index Investor (VBLTX)Vanguard Total Bond Market Index Inv (VBMFX)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
199911.86%3.08%3.65%$101,863$103,076$103,6473.65%-0.63%0.45%0.81%1.20%0.79%
19992-2.85%-3.35%-3.73%$98,963$99,627$99,781-3.73%-2.16%-0.88%-2.76%-4.38%-1.77%
199932.56%3.26%3.93%$101,496$102,878$103,7063.93%4.97%0.80%0.68%-0.13%0.56%
199942.81%3.85%4.68%$104,345$106,838$108,5564.68%5.08%0.33%0.32%0.13%0.40%
19995-1.91%-1.79%-2.00%$102,350$104,928$106,388-2.00%-5.00%-0.35%-1.44%-1.71%-0.88%
199962.70%4.09%5.16%$105,112$109,221$111,8785.16%4.39%0.24%-0.49%-1.29%-0.50%
19997-1.38%-2.69%-3.20%$103,664$106,284$108,303-3.20%2.27%0.05%-0.49%-0.72%-0.39%
19998-0.40%-0.76%-0.92%$103,246$105,473$107,307-0.92%0.33%0.26%-0.19%-0.43%-0.08%
19999-0.59%-1.75%-2.44%$102,641$103,627$104,691-2.44%0.82%0.76%1.14%0.84%1.26%
1999103.38%5.14%6.29%$106,107$108,957$111,2726.29%3.74%0.27%0.23%0.26%0.33%
1999112.09%2.80%3.42%$108,322$112,007$115,0793.42%4.08%0.16%0.11%-0.45%0.02%
1999124.44%6.15%7.59%$109,029$114,791$119,7067.59%9.37%-0.02%-0.90%-1.34%-0.48%
20001-2.58%-3.38%-4.18%$106,214$110,909$114,697-4.18%-6.22%-0.12%-0.38%1.09%-0.17%
200021.86%2.26%2.54%$108,191$113,418$117,6162.54%2.83%0.68%0.86%2.28%1.18%
200033.54%4.81%5.69%$112,016$118,874$124,3045.69%3.48%0.82%1.86%2.48%1.40%
20004-3.19%-4.27%-5.21%$108,437$113,792$117,830-5.21%-5.41%-0.02%-1.11%-1.32%-0.49%
20005-1.80%-2.74%-3.41%$106,481$110,674$113,816-3.41%-2.67%0.31%-0.15%-1.03%-0.16%
200063.32%3.94%4.42%$110,013$115,035$118,8464.42%4.27%1.34%2.50%2.80%2.15%
20007-0.90%-1.36%-1.95%$109,020$113,465$116,526-1.95%-4.46%0.73%0.80%1.77%0.88%
200083.90%6.03%7.28%$113,270$120,310$125,0097.28%1.00%0.94%1.74%1.94%1.40%
20009-2.18%-3.57%-4.67%$110,795$116,017$119,171-4.67%-5.00%1.03%0.97%-0.53%0.76%
200010-0.92%-1.49%-2.04%$109,778$114,288$116,735-2.04%-3.03%0.33%0.57%0.96%0.57%
200011-3.84%-7.42%-9.90%$105,564$105,810$105,174-9.90%-4.44%1.13%1.90%2.50%1.58%
2000122.10%1.78%1.78%$103,537$103,449$102,8011.78%3.72%1.34%2.61%2.66%1.79%
200112.57%3.41%3.83%$106,203$106,981$106,7363.83%1.10%1.63%1.76%1.67%1.76%
20012-4.54%-7.38%-9.41%$101,382$99,083$96,688-9.41%-7.61%0.77%1.29%1.51%0.91%
20013-3.30%-5.16%-6.72%$98,040$93,967$90,190-6.72%-7.15%0.80%0.75%-0.38%0.54%
200143.83%6.20%8.16%$101,790$99,795$97,5538.16%7.89%0.09%-0.93%-1.88%-0.46%
200150.43%0.95%1.01%$102,229$100,745$98,5401.01%-3.52%0.79%0.76%1.04%0.73%
20016-0.83%-1.18%-1.64%$101,381$99,560$96,928-1.64%-3.84%0.47%0.54%0.82%0.52%
200170.18%-0.86%-1.71%$101,560$98,704$95,268-1.71%-2.43%1.57%2.83%3.57%2.23%
20018-2.13%-4.42%-6.00%$99,392$94,343$89,548-6.00%-2.30%0.86%1.31%1.90%1.11%
20019-4.11%-6.66%-9.00%$95,307$88,056$81,492-9.00%-10.73%1.41%0.99%-0.31%0.89%
2001102.27%2.35%2.52%$97,475$90,129$83,5472.52%2.97%1.10%2.13%4.70%1.86%
2001112.49%5.36%7.63%$99,901$94,957$89,9247.63%3.56%-0.65%-1.50%-3.28%-1.34%
2001120.49%1.22%1.78%$96,074$91,805$87,2151.78%1.35%-0.27%-0.93%-1.20%-0.58%
20021-0.78%-0.86%-1.24%$95,324$91,018$86,131-1.24%-4.63%0.32%0.61%1.45%0.69%
20022-0.42%-1.46%-2.05%$94,925$89,692$84,369-2.05%0.90%0.47%1.05%1.12%0.85%
200231.67%3.16%4.38%$96,511$92,530$88,0624.38%5.71%-0.85%-2.31%-3.47%-1.46%
20024-1.35%-3.59%-4.90%$95,206$89,207$83,748-4.90%0.42%1.00%2.01%3.00%1.69%
20025-0.00%-0.79%-1.22%$95,203$88,499$82,728-1.22%1.16%0.71%1.02%0.54%0.80%
20026-3.35%-5.50%-7.06%$92,017$83,632$76,885-7.06%-4.28%0.20%0.31%0.15%0.29%
20027-4.07%-6.10%-8.02%$88,269$78,531$70,719-8.02%-9.80%0.59%0.50%1.35%0.48%
200281.23%0.80%0.53%$89,352$79,162$71,0940.53%-0.12%0.96%2.53%4.55%1.66%
20029-3.99%-7.24%-10.07%$85,790$73,430$63,937-10.07%-10.88%1.22%2.65%3.29%1.53%
2002102.90%5.44%7.65%$88,277$77,428$68,8267.65%5.70%-0.07%-0.96%-2.64%-0.61%
2002112.71%4.54%6.06%$90,671$80,945$72,9986.06%4.75%-0.19%-0.24%0.45%0.02%
200212-1.20%-3.73%-5.57%$85,167$73,512$64,519-5.57%-3.43%1.59%3.32%4.03%2.07%
20031-1.60%-2.02%-2.54%$83,801$72,025$62,880-2.54%-3.76%0.01%-0.40%-0.14%0.05%
20032-0.18%-1.06%-1.69%$83,648$71,260$61,819-1.69%-2.42%0.95%2.36%3.01%1.38%
200330.21%0.83%1.09%$83,827$71,854$62,4901.09%-1.93%0.19%-0.13%-0.98%-0.13%
200345.04%6.69%8.21%$88,050$76,658$67,6208.21%9.70%0.47%1.33%2.14%0.87%
200354.56%5.27%6.11%$92,061$80,696$71,7496.11%6.15%1.14%3.53%5.39%1.82%
200360.83%1.14%1.43%$92,827$81,613$72,7781.43%2.66%0.16%-0.33%-1.43%-0.13%
20037-0.26%1.29%2.36%$92,586$82,666$74,4932.36%3.18%-1.37%-4.97%-8.68%-3.34%
200381.59%2.07%2.39%$94,054$84,379$76,2732.39%2.51%-0.03%0.42%1.73%0.61%
200391.09%-0.47%-1.15%$95,077$83,985$75,399-1.15%2.78%1.72%4.01%5.41%2.71%
2003103.09%4.83%6.12%$98,017$88,041$80,0106.12%6.49%-0.61%-1.42%-2.33%-0.96%
2003111.00%1.19%1.38%$98,999$89,088$81,1141.38%2.13%-0.05%0.31%0.62%0.27%
2003123.49%3.87%4.48%$97,958$88,037$80,2514.48%7.80%0.79%1.10%1.45%0.88%
200411.56%1.96%2.23%$99,488$89,761$82,0422.23%1.60%0.34%1.16%1.76%0.86%
200421.44%1.35%1.43%$100,918$90,974$83,2151.43%2.50%0.81%1.39%1.88%1.03%
20043-0.02%-0.70%-1.07%$100,899$90,334$82,323-1.07%0.45%0.50%1.17%1.37%0.80%
20044-2.61%-2.21%-2.11%$98,261$88,339$80,589-2.11%-3.14%-1.60%-3.65%-5.45%-2.61%
200450.39%0.99%1.35%$98,649$89,215$81,6731.35%0.46%-0.25%-0.83%-0.69%-0.43%
200461.39%1.79%2.09%$100,022$90,810$83,3782.09%2.40%0.05%0.59%0.91%0.56%
20047-1.62%-2.88%-3.80%$98,398$88,198$80,208-3.80%-3.34%0.55%1.28%1.72%0.96%
200481.21%0.64%0.31%$99,589$88,762$80,4570.31%0.75%1.24%2.70%3.83%1.94%
200491.20%1.42%1.74%$100,779$90,019$81,8571.74%2.96%-0.04%0.39%0.86%0.16%
2004101.49%1.51%1.68%$102,280$91,378$83,2291.68%3.24%0.45%1.06%1.55%0.85%
2004112.37%3.58%4.68%$104,705$94,651$87,1274.68%7.23%-0.73%-1.37%-1.85%-0.81%
2004122.62%3.11%3.63%$102,809$92,953$85,6493.63%4.44%0.39%1.37%2.52%0.92%
20051-1.10%-2.01%-2.68%$101,680$91,084$83,357-2.68%-1.67%-0.03%0.58%2.55%0.65%
200521.07%1.52%2.07%$102,770$92,466$85,0842.07%4.68%-0.45%-0.95%-1.02%-0.63%
20053-1.39%-1.49%-1.75%$101,343$91,084$83,597-1.75%-2.93%-0.22%-0.91%-1.33%-0.49%
20054-0.58%-1.58%-2.32%$100,758$89,649$81,655-2.32%-2.07%0.78%1.74%2.91%1.35%
200552.18%3.20%3.77%$102,949$92,518$84,7333.77%0.08%0.59%1.44%2.52%1.05%
200560.80%0.76%0.81%$103,776$93,220$85,4210.81%1.30%0.28%0.85%1.55%0.55%
200571.65%3.06%4.11%$105,489$96,075$88,9274.11%3.68%-0.50%-1.48%-2.34%-0.99%
200580.56%-0.49%-0.94%$106,078$95,603$88,088-0.94%2.85%0.90%1.73%2.75%1.36%
200590.32%0.47%0.86%$106,422$96,047$88,8430.86%4.73%-0.60%-1.50%-3.18%-1.10%
200510-1.59%-1.66%-1.86%$104,726$94,456$87,187-1.86%-3.37%-0.19%-1.14%-1.94%-0.81%
2005112.26%3.28%3.97%$107,091$97,552$90,6493.97%2.67%0.31%0.49%0.77%0.48%
2005121.06%0.30%0.14%$103,426$93,042$85,9690.14%5.14%0.43%0.99%2.24%0.99%
200612.22%2.78%3.50%$105,719$95,628$88,9773.50%6.87%0.13%-0.28%-0.93%-0.11%
200620.01%0.07%0.00%$105,725$95,697$88,9770.00%-0.72%0.01%0.07%1.08%0.37%
200630.73%1.26%1.80%$106,495$96,900$90,5811.80%3.17%-0.06%-1.15%-3.56%-1.00%
200640.96%0.86%1.11%$107,517$97,733$91,5881.11%5.12%0.24%-0.49%-1.86%-0.21%
20065-2.01%-2.64%-3.23%$105,361$95,150$88,625-3.23%-4.45%0.16%-0.08%-0.17%-0.09%
200660.06%0.16%0.17%$105,426$95,301$88,7770.17%-0.38%0.05%0.01%0.36%0.10%
200670.67%0.16%-0.13%$106,137$95,449$88,662-0.13%1.15%0.99%1.54%2.02%1.35%
200682.04%2.18%2.31%$108,300$97,532$90,7122.31%2.53%0.89%1.92%2.98%1.64%
200691.44%1.98%2.27%$109,857$99,466$92,7682.27%0.25%0.57%1.09%1.66%0.81%
2006102.35%2.99%3.53%$112,434$102,440$96,0443.53%4.00%0.48%0.71%1.14%0.72%
2006111.94%2.02%2.23%$114,618$104,511$98,1892.23%3.73%0.68%1.28%2.15%1.11%
2006120.63%0.83%1.13%$110,417$100,457$94,3781.13%3.09%-0.12%-0.74%-2.02%-0.48%
200710.88%1.49%1.88%$111,388$101,949$96,1501.88%0.96%0.19%-0.26%-0.59%-0.08%
200720.06%-1.00%-1.61%$111,455$100,931$94,600-1.61%0.06%1.06%2.05%3.13%1.50%
200730.72%0.89%1.11%$112,257$101,828$95,6481.11%2.80%0.29%-0.26%-1.69%0.02%
200742.45%3.31%4.01%$115,005$105,199$99,4844.01%3.92%0.38%0.60%1.05%0.51%
200751.62%2.82%3.69%$116,867$108,164$103,1533.69%3.09%-0.31%-1.14%-1.63%-0.78%
20076-0.81%-1.43%-1.67%$115,921$106,618$101,430-1.67%0.61%0.28%-0.48%-1.15%-0.39%
20077-1.24%-2.60%-3.41%$114,480$103,842$97,971-3.41%-1.06%0.91%1.03%1.19%0.84%
200781.18%1.43%1.45%$115,832$105,328$99,3931.45%-0.72%1.00%1.71%1.71%1.34%
200792.61%3.03%3.59%$118,853$108,518$102,9643.59%6.38%0.68%0.60%0.53%0.72%
2007101.92%1.67%1.85%$121,135$110,333$104,8691.85%5.90%0.49%1.00%1.78%0.93%
200711-1.65%-3.27%-4.49%$119,133$106,728$100,163-4.49%-4.57%1.77%2.44%2.44%1.91%
200712-0.47%-0.44%-0.60%$113,452$101,133$94,433-0.60%-2.28%0.28%0.13%-0.24%0.22%
20081-2.68%-4.53%-6.08%$110,415$96,556$88,691-6.08%-8.55%2.05%2.50%1.22%1.69%
20082-1.00%-2.38%-3.07%$109,308$94,261$85,967-3.07%0.33%0.92%0.65%-0.18%0.19%
20083-0.27%-0.39%-0.58%$109,015$93,893$85,466-0.58%-0.71%0.05%0.02%0.19%0.30%
200842.37%3.85%5.02%$111,599$97,508$89,7585.02%5.85%-0.85%-0.83%-0.08%-0.30%
200850.58%1.48%2.09%$112,247$98,954$91,6362.09%1.51%-0.46%-1.30%-2.14%-0.79%
20086-4.47%-6.50%-8.19%$107,230$92,522$84,129-8.19%-8.99%0.22%-0.08%0.72%-0.01%
20087-0.69%-0.60%-0.77%$106,487$91,968$83,482-0.77%-3.67%0.22%0.03%-0.77%0.00%
200880.49%1.39%1.58%$107,013$93,242$84,8031.58%-5.10%0.61%0.70%1.28%0.70%
20089-6.22%-7.46%-9.26%$100,353$86,284$76,947-9.26%-13.09%-1.08%-3.37%-4.08%-1.10%
200810-10.56%-14.07%-17.63%$89,761$74,147$63,383-17.63%-22.09%-0.19%-4.30%-7.24%-2.53%
200811-0.98%-4.81%-7.90%$88,881$70,578$58,374-7.90%-6.29%2.10%5.80%9.48%3.64%
2008123.77%2.28%1.86%$87,105$67,059$54,3271.86%8.16%1.77%5.52%11.30%3.32%
20091-5.47%-6.74%-8.26%$82,338$62,536$49,841-8.26%-11.96%0.18%-1.32%-6.25%-0.70%
20092-5.83%-8.31%-10.45%$77,541$57,336$44,632-10.45%-9.58%-0.33%-1.19%-1.73%-0.42%
200935.11%7.00%8.65%$81,504$61,347$48,4958.65%9.31%0.66%1.78%1.85%1.48%
200945.86%8.36%10.61%$86,280$66,474$53,63810.61%12.78%0.54%0.19%-1.26%0.36%
200954.31%4.46%5.38%$90,002$69,437$56,5235.38%14.35%0.74%0.88%1.30%0.85%
200960.35%0.38%0.34%$90,315$69,702$56,7170.34%-1.32%0.14%1.06%2.82%0.54%
200975.47%6.57%7.82%$95,254$74,278$61,1537.82%9.96%0.82%2.60%3.66%1.43%
200982.54%3.14%3.63%$97,674$76,610$63,3723.63%3.50%0.61%1.32%2.08%1.01%
200993.08%3.67%4.23%$100,680$79,421$66,0504.23%5.15%0.60%1.38%2.63%1.19%
200910-1.32%-2.04%-2.57%$99,353$77,805$64,354-2.57%-2.17%0.41%0.55%-0.90%0.41%
2009113.69%4.84%5.63%$103,015$81,574$67,9745.63%3.86%0.96%2.01%1.51%1.36%
2009120.70%2.06%2.86%$98,465$77,980$64,6472.86%1.53%-1.11%-2.54%-3.48%-1.68%
20101-1.33%-2.48%-3.50%$97,152$76,043$62,386-3.50%-5.07%1.16%2.05%2.26%1.57%
201021.56%2.70%3.36%$98,670$78,097$64,4823.36%0.22%0.18%0.33%-0.29%0.20%
201033.36%4.98%6.27%$101,983$81,987$68,5266.27%6.71%-0.21%-0.19%-0.42%-0.08%
201041.36%1.96%2.17%$103,370$83,592$70,0152.17%-1.71%0.57%1.55%3.02%1.06%
20105-4.35%-6.30%-8.00%$98,875$78,326$64,413-8.00%-10.78%0.48%1.17%1.52%0.87%
20106-1.69%-4.16%-5.66%$97,208$75,066$60,766-5.66%-1.17%0.75%2.51%4.07%1.61%
201074.49%5.67%6.99%$101,577$79,322$65,0166.99%10.33%0.75%1.57%0.97%0.94%
20108-1.43%-3.45%-4.75%$100,127$76,588$61,929-4.75%-3.22%0.55%2.51%5.74%1.48%
201095.08%7.39%9.47%$105,212$82,245$67,7939.47%10.41%0.26%0.56%-1.15%-0.01%
2010102.17%3.21%3.94%$107,494$84,885$70,4663.94%3.55%0.45%0.48%-2.23%0.36%
201011-0.60%0.35%0.58%$106,854$85,181$70,8720.58%-4.52%-0.40%-1.06%-1.36%-0.57%
2010123.18%5.24%6.81%$104,900$84,296$70,3486.81%8.34%-0.67%-2.38%-1.97%-1.15%
201111.09%1.77%2.19%$106,042$85,784$71,8862.19%0.70%0.36%0.33%-1.66%0.08%
201121.96%2.92%3.60%$108,116$88,291$74,4723.60%2.71%-0.13%0.03%1.49%0.16%
201130.11%0.36%0.45%$108,235$88,610$74,8060.45%-0.43%-0.14%-0.12%-0.16%-0.01%
201142.59%2.67%2.99%$111,038$90,978$77,0442.99%5.24%0.92%1.86%2.44%1.32%
20115-0.21%-0.70%-1.16%$110,806$90,343$76,149-1.16%-2.87%0.63%1.93%2.90%1.30%
20116-1.17%-1.52%-1.79%$109,507$88,971$74,788-1.79%-1.51%-0.04%-0.48%-1.95%-0.39%
20117-0.29%-1.53%-2.28%$109,191$87,607$73,081-2.28%-1.53%0.81%2.70%4.30%1.58%
20118-2.81%-4.50%-5.99%$106,120$83,664$68,700-5.99%-8.45%0.34%2.03%4.37%1.46%
20119-4.13%-5.91%-7.75%$101,740$78,717$63,373-7.75%-12.29%-0.23%0.38%6.56%0.89%
2011105.78%8.92%11.51%$107,624$85,736$70,66611.51%10.22%0.33%0.38%-0.22%0.16%
201111-0.63%-0.29%-0.29%$106,946$85,487$70,463-0.29%-2.88%-0.24%-0.65%-0.89%-0.30%
2011120.74%0.86%0.80%$102,234$80,711$65,5170.80%-2.64%0.32%1.82%3.32%1.08%
201213.54%4.24%5.08%$105,857$84,133$68,8475.08%7.27%0.60%1.64%1.21%0.87%
201222.44%3.42%4.26%$108,440$87,015$71,7784.26%5.14%-0.06%-0.08%-0.53%-0.05%
201230.97%2.38%3.07%$109,489$89,089$73,9793.07%-0.75%-0.11%-0.94%-2.95%-0.58%
201240.07%-0.33%-0.65%$109,562$88,797$73,495-0.65%-1.78%0.41%1.81%3.26%1.14%
20125-3.62%-4.91%-6.24%$105,598$84,435$68,912-6.24%-11.14%0.13%1.36%4.76%0.95%
201262.38%3.15%3.91%$108,112$87,096$71,6063.91%6.03%0.03%0.09%-0.51%0.04%
201271.19%1.10%1.03%$109,402$88,054$72,3461.03%0.44%0.50%1.76%4.46%1.39%
201281.46%2.02%2.48%$110,998$89,829$74,1412.48%2.72%0.12%0.25%-0.55%0.03%
201291.65%2.12%2.58%$112,827$91,730$76,0522.58%3.62%0.21%0.41%-0.84%0.11%
201210-0.67%-1.42%-1.76%$112,072$90,431$74,715-1.76%0.56%-0.07%0.24%1.01%0.11%
2012110.69%0.64%0.74%$112,844$91,007$75,2670.74%1.82%0.20%0.56%0.18%0.19%
2012120.90%0.94%1.19%$108,253$86,256$70,5631.19%4.17%-0.00%-0.36%-1.03%-0.20%
201312.45%4.26%5.50%$110,902$89,928$74,4435.50%3.34%-0.08%-0.93%-2.40%-0.71%
201320.72%1.14%1.28%$111,703$90,950$75,3931.28%-1.23%0.19%0.98%0.96%0.54%
201331.91%3.16%3.88%$113,840$93,827$78,3213.88%0.77%0.07%0.28%-0.14%0.08%
201341.66%1.56%1.70%$115,726$95,287$79,6531.70%3.58%0.28%1.32%3.71%0.91%
20135-0.07%1.59%2.32%$115,643$96,798$81,5022.32%-2.95%-0.47%-2.44%-5.32%-1.71%
20136-1.86%-1.34%-1.27%$113,492$95,500$80,464-1.27%-3.75%-0.57%-2.85%-4.54%-1.65%
201373.22%4.55%5.49%$117,142$99,850$84,8785.49%4.56%0.28%0.42%-0.25%0.20%
20138-1.90%-2.46%-2.82%$114,920$97,398$82,481-2.82%-1.63%-0.29%-1.26%-1.51%-0.64%
201392.98%3.20%3.66%$118,340$100,515$85,5043.66%7.21%0.56%1.58%0.76%0.96%
2013102.78%3.64%4.22%$121,632$104,177$89,1154.22%3.41%0.37%1.04%2.04%0.78%
2013111.31%2.35%2.88%$123,225$106,629$91,6832.88%0.12%0.08%-0.37%-1.59%-0.35%
2013121.14%2.11%2.63%$118,946$103,191$88,4072.63%1.25%-0.35%-1.25%-0.89%-0.65%
20141-1.10%-2.18%-3.11%$117,642$100,944$85,661-3.11%-4.78%0.47%2.24%4.73%1.54%
201422.85%3.85%4.73%$120,991$104,830$89,7144.73%5.39%0.18%0.57%1.41%0.48%
201430.19%0.38%0.51%$121,217$105,229$90,1750.51%0.41%-0.27%-0.33%0.67%-0.15%
201440.52%0.20%0.06%$121,849$105,445$90,2330.06%1.31%0.28%0.85%2.10%0.77%
201451.70%1.95%2.17%$123,916$107,496$92,1922.17%1.88%0.38%1.56%2.53%1.05%
201461.30%2.05%2.54%$125,532$109,704$94,5312.54%1.74%-0.10%-0.03%0.12%0.11%
20147-1.15%-1.64%-1.98%$124,094$107,902$92,660-1.98%-1.61%-0.19%-0.29%0.35%-0.26%
201482.50%3.58%4.18%$127,199$111,763$96,5364.18%1.05%0.28%1.37%3.50%1.13%
20149-1.89%-1.86%-2.14%$124,790$109,680$94,473-2.14%-5.01%-0.19%-1.08%-2.53%-0.72%
2014101.63%2.39%2.74%$126,829$112,300$97,0622.74%-0.31%0.38%1.20%2.03%0.94%
2014111.41%2.07%2.41%$128,613$114,625$99,4012.41%-0.25%0.28%0.92%1.84%0.65%
201412-0.39%0.01%-0.01%$122,380$108,909$93,665-0.01%-3.65%-0.35%-0.27%1.56%0.09%
201510.01%-1.76%-2.77%$122,386$106,997$91,068-2.77%0.13%1.05%3.28%6.64%2.31%
201522.48%4.34%5.76%$125,417$111,638$96,3165.76%5.52%-0.48%-1.50%-3.55%-1.08%
20153-0.40%-0.75%-1.04%$124,919$110,798$95,317-1.04%-1.54%0.42%0.68%0.49%0.41%
201540.59%0.26%0.42%$125,653$111,091$95,7180.42%5.08%0.01%-0.22%-2.37%-0.36%
201550.32%1.03%1.39%$126,055$112,230$97,0501.39%-0.94%0.10%-0.39%-2.14%-0.45%
20156-1.56%-1.57%-1.71%$124,093$110,465$95,390-1.71%-2.69%-0.18%-1.35%-3.50%-1.01%
201570.99%1.46%1.63%$125,324$112,078$96,9471.63%-0.80%0.20%0.93%2.68%0.76%
20158-3.67%-4.92%-6.03%$120,728$106,567$91,105-6.03%-7.29%-0.08%-0.39%-1.49%-0.36%
20159-1.29%-2.18%-2.93%$119,170$104,246$88,433-2.93%-3.90%0.49%1.19%1.16%0.76%
2015103.99%6.19%7.84%$123,930$110,702$95,3707.84%6.26%-0.18%-0.04%0.56%0.01%
201511-0.03%0.38%0.54%$123,896$111,122$95,8850.54%-1.32%-0.18%-0.31%-0.49%-0.27%
201512-1.35%-1.70%-2.03%$116,452$103,458$88,168-2.03%-2.07%-0.30%-0.61%-1.07%-0.38%
20161-2.42%-4.25%-5.67%$113,631$99,059$83,167-5.67%-5.59%0.88%1.91%2.31%1.43%
201620.10%0.11%-0.04%$113,745$99,165$83,133-0.04%-2.27%0.20%0.99%1.95%0.66%
201634.32%5.72%7.01%$118,660$104,836$88,9617.01%8.19%0.50%1.08%2.96%0.94%
201640.70%0.58%0.63%$119,494$105,440$89,5190.63%2.22%0.11%0.46%1.31%0.38%
201650.61%1.43%1.79%$120,225$106,950$91,1241.79%-1.02%-0.17%-0.22%0.10%0.01%
201660.97%0.57%0.23%$121,386$107,558$91,3290.23%-0.94%0.97%2.44%5.11%1.94%
201672.51%3.28%3.95%$124,436$111,084$94,9373.95%4.41%0.12%0.71%2.59%0.64%
201680.04%0.17%0.26%$124,485$111,277$95,1820.26%0.74%-0.26%-0.55%-0.10%-0.17%
201690.22%0.10%0.15%$124,762$111,393$95,3250.15%1.37%0.21%0.20%-1.10%-0.09%
201610-1.57%-1.94%-2.21%$122,808$109,234$93,214-2.21%-1.72%-0.26%-0.90%-2.93%-0.81%
2016110.48%3.03%4.44%$123,396$112,541$97,3484.44%-2.15%-0.93%-3.39%-6.22%-2.64%
2016121.17%1.61%1.92%$118,943$108,455$93,3261.92%2.02%0.04%0.09%0.73%0.24%
201711.42%1.59%1.91%$120,631$110,175$95,1071.91%3.87%0.22%0.39%0.63%0.29%
201722.11%3.11%3.71%$123,181$113,600$98,6363.71%1.50%0.21%0.82%1.77%0.66%
201730.33%0.04%0.07%$123,584$113,645$98,7020.07%2.82%0.04%0.04%-0.62%-0.07%
201741.10%0.99%1.05%$124,938$114,776$99,7391.05%2.20%0.41%1.09%1.49%0.76%
201751.11%0.94%1.01%$126,324$115,856$100,7421.01%3.01%0.23%0.83%1.92%0.67%
201760.45%0.75%0.92%$126,891$116,722$101,6700.92%0.52%-0.06%-0.32%0.95%0.01%
201771.45%1.59%1.87%$128,725$118,572$103,5671.87%3.42%0.33%0.65%0.31%0.39%
201780.51%0.28%0.15%$129,385$118,903$103,7180.15%0.64%0.33%1.00%2.09%0.85%
201791.06%1.89%2.45%$130,753$121,148$106,2632.45%1.81%-0.25%-0.83%-1.03%-0.54%
2017101.26%1.78%2.16%$132,399$123,304$108,5562.16%1.94%-0.05%0.13%0.38%0.11%
2017111.39%2.46%3.04%$134,238$126,338$111,8603.04%0.78%-0.35%-0.40%0.51%-0.17%
2017120.88%0.90%0.99%$129,400$121,455$106,9560.99%2.01%0.04%0.31%1.93%0.44%
201812.42%4.03%5.31%$132,528$126,346$112,6335.31%5.59%-0.53%-1.54%-2.06%-1.09%
20182-2.67%-3.20%-3.72%$128,984$122,297$108,447-3.72%-5.14%-0.25%-0.96%-3.13%-1.03%
20183-0.73%-1.48%-1.99%$128,044$120,482$106,285-1.99%-0.64%0.25%0.50%1.44%0.63%
20184-0.11%0.14%0.38%$127,903$120,649$106,6880.38%0.83%-0.34%-0.95%-2.02%-0.83%
201851.30%2.36%2.79%$129,567$123,498$109,6652.79%-1.92%0.45%0.69%0.92%0.61%
201860.07%0.55%0.68%$129,661$124,181$110,4090.68%-2.08%0.06%-0.04%-0.28%0.03%
201871.80%2.70%3.34%$131,990$127,537$114,0943.34%2.48%-0.03%0.06%0.33%0.03%
201881.62%2.89%3.44%$134,124$131,227$118,0213.44%-2.19%0.46%0.79%0.62%0.52%
20189-0.14%0.03%0.16%$133,939$131,268$118,2090.16%0.30%-0.22%-0.68%-1.40%-0.54%
201810-4.59%-6.19%-7.40%$127,797$123,145$109,460-7.40%-8.35%0.08%-0.49%-3.07%-0.73%
2018111.27%1.77%2.06%$129,424$125,320$111,7162.06%1.26%0.27%0.61%0.41%0.53%
201812-3.98%-7.18%-9.29%$118,142$110,186$95,203-9.29%-4.85%1.07%1.81%3.87%1.80%
201915.12%7.07%8.59%$124,190$117,976$103,3778.59%7.58%0.48%1.52%1.92%1.01%
201921.77%2.83%3.50%$126,391$121,313$106,9963.50%1.72%0.17%-0.05%-0.52%-0.06%
201931.62%1.53%1.44%$128,436$123,170$108,5321.44%0.72%0.96%2.31%4.91%1.96%
201942.16%3.25%3.98%$131,208$127,177$112,8483.98%2.76%0.18%0.05%-0.56%0.04%
20195-2.86%-4.97%-6.45%$127,457$120,855$105,573-6.45%-5.55%0.96%2.09%4.29%1.83%
201964.35%5.86%6.97%$132,996$127,934$112,9306.97%5.83%0.66%1.52%2.45%1.15%
201970.55%1.22%1.44%$133,723$129,491$114,5541.44%-1.89%-0.00%0.23%0.77%0.23%
20198-0.01%-1.16%-2.03%$133,704$127,994$112,234-2.03%-2.35%1.04%2.88%8.09%2.78%
201990.79%1.27%1.70%$134,762$129,621$114,1461.70%2.72%-0.11%-0.70%-2.00%-0.60%
* End-of-month balance includes the annual contribution/withdrawal

Portfolio Returns Based Style Analysis

Portfolio Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2Portfolio 3
Large-cap Value14.09%29.53%37.42%
Large-cap Growth21.49%36.20%43.65%
Mid-cap Value5.46%5.71%4.49%
Mid-cap Growth3.02%5.45%7.81%
Small-cap Value0.00%0.23%2.81%
Small-cap Growth0.43%2.94%2.77%
Global ex-US Developed Markets8.40%0.24%0.49%
Emerging Markets3.29%0.74%0.56%
Corporate Bonds9.95%3.16%0.00%
Long-Term Treasuries0.00%0.33%0.00%
Intermediate-Term Treasuries16.49%5.32%0.00%
Short-Term Treasuries17.39%10.16%0.00%
R Squared99.65%99.85%99.88%
Style analysis is based on monthly returns from Apr 2005 to Sep 2019 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 Exposures for Portfolio 1

Holdings Based Exposures for Portfolio 1
TickerNameCategoryDurationERWeightReturn ContributionRisk Contribution
VTSMXVanguard Total Stock Mkt Idx InvLarge Blend0.14%44.00%$76,13275.95%
VGTSXVanguard Total Intl Stock Index InvForeign Large Blend0.17%11.00%$14,06720.47%
VBISXVanguard Short-Term Bond Index InvShort-Term Bond2.670.15%14.00%$10,6380.23%
VBIIXVanguard Interm-Term Bond Index InvIntermediate Core Bond6.340.15%18.00%$21,4702.09%
VBLTXVanguard Long-Term Bond Index InvestorLong-Term Bond15.820.15%4.00%$6,4940.68%
VBMFXVanguard Total Bond Market Index InvIntermediate Core Bond6.200.15%9.00%$9,1310.59%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Exposures for Portfolio 2

Holdings Based Exposures for Portfolio 2
TickerNameCategoryDurationERWeightReturn ContributionRisk Contribution
VTSMXVanguard Total Stock Mkt Idx InvLarge Blend0.14%80.00%$114,364100.16%
VBMFXVanguard Total Bond Market Index InvIntermediate Core Bond6.200.15%20.00%$18,426-0.16%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Exposures for Portfolio 3

Holdings Based Exposures for Portfolio 3
TickerNameCategoryERWeightReturn ContributionRisk Contribution
VTSMXVanguard Total Stock Mkt Idx InvLarge Blend0.14%100.00%$117,315100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fund fundamentals data as of 10/03/2019. © 2019 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)0.53%0.59%0.64%
Arithmetic Mean (annualized)6.50%7.36%7.92%
Geometric Mean (monthly)0.50%0.54%0.54%
Geometric Mean (annualized)6.16%6.62%6.72%
Volatility (monthly)2.34%3.39%4.31%
Volatility (annualized)8.11%11.75%14.93%
Downside Deviation (monthly)1.54%2.31%2.98%
Max. Drawdown-29.15%-41.22%-50.89%
US Market Correlation0.961.001.00
Beta(*)0.520.791.00
Alpha (annualized)2.33%1.11%0.00%
R292.29%99.55%100.00%
Sharpe Ratio0.560.450.39
Sortino Ratio0.820.650.55
Treynor Ratio (%)8.736.825.89
Calmar Ratio1.040.950.89
Active Return-0.56%-0.10%0.00%
Tracking Error7.48%3.30%0.00%
Information Ratio-0.08-0.030.01
Skewness-0.71-0.64-0.63
Excess Kurtosis1.771.091.06
Historical Value-at-Risk (5%)-3.98%-6.14%-7.95%
Analytical Value-at-Risk (5%)-3.43%-5.05%-6.45%
Conditional Value-at-Risk (5%)-5.19%-7.62%-9.79%
Upside Capture Ratio (%)56.1080.34100.00
Downside Capture Ratio (%)48.7677.51100.00
Safe Withdrawal Rate6.56%6.09%5.69%
Perpetual Withdrawal Rate3.88%4.31%4.40%
Positive Periods162 out of 249 (65.06%)163 out of 249 (65.46%)159 out of 249 (63.86%)
Gain/Loss Ratio0.960.820.82
* 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
Dotcom CrashMar 2000Oct 2002-17.62%-33.48%-44.11%
Subprime CrisisNov 2007Mar 2009-29.15%-41.22%-50.89%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsSep 20101 year 7 months2 years 11 months-29.15%
2Sep 2000Sep 20022 years 1 monthDec 20031 year 3 months3 years 4 months-17.62%
3May 2011Sep 20115 monthsJan 20124 months9 months-8.37%
4Sep 2018Dec 20184 monthsMar 20193 months7 months-7.34%
5Jun 2015Sep 20154 monthsMay 20168 months1 year-5.46%
6Apr 2000May 20002 monthsAug 20003 months5 months-4.94%
7May 2012May 20121 monthAug 20123 months4 months-3.62%
8Feb 2018Apr 20183 monthsAug 20184 months7 months-3.49%
9May 2019May 20191 monthJun 20191 month2 months-2.86%
10Feb 1999Feb 19991 monthApr 19992 months3 months-2.85%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsFeb 20112 years3 years 4 months-41.22%
2Sep 2000Sep 20022 years 1 monthJul 20052 years 10 months4 years 11 months-33.48%
3May 2011Sep 20115 monthsFeb 20125 months10 months-13.48%
4Oct 2018Dec 20183 monthsApr 20194 months7 months-11.39%
5Jun 2015Sep 20154 monthsMay 20168 months1 year-7.11%
6Apr 2000May 20002 monthsAug 20003 months5 months-6.90%
7Apr 2012May 20122 monthsAug 20123 months5 months-5.22%
8Jul 1999Sep 19993 monthsNov 19992 months5 months-5.12%
9May 2019May 20191 monthJun 20191 month2 months-4.97%
10Feb 2018Mar 20182 monthsJul 20184 months6 months-4.64%
Worst 10 drawdowns included above

Drawdowns for Portfolio 3

Drawdowns for Portfolio 3 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsMar 20123 years 1 month4 years 5 months-50.89%
2Sep 2000Sep 20022 years 1 monthApr 20063 years 7 months5 years 8 months-44.11%
3Oct 2018Dec 20183 monthsApr 20194 months7 months-14.28%
4Jun 2015Sep 20154 monthsMay 20168 months1 year-8.88%
5Apr 2000May 20002 monthsAug 20003 months5 months-8.44%
6Apr 2012May 20122 monthsAug 20123 months5 months-6.85%
7May 2019May 20191 monthJun 20191 month2 months-6.45%
8Jul 1999Sep 19993 monthsNov 19992 months5 months-6.42%
9Feb 2018Mar 20182 monthsJul 20184 months6 months-5.64%
10Jun 2007Jul 20072 monthsOct 20073 months5 months-5.02%
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 Inv6.72%14.93%33.35%-37.04%-50.89%0.390.551.00
VGTSXVanguard Total Intl Stock Index Inv4.41%16.91%40.34%-44.10%-58.50%0.240.330.87
VBISXVanguard Short-Term Bond Index Inv3.46%1.98%8.88%0.07%-1.85%0.871.54-0.16
VBIIXVanguard Interm-Term Bond Index Inv5.39%5.01%12.78%-3.54%-8.92%0.721.18-0.06
VBLTXVanguard Long-Term Bond Index Investor6.95%9.01%22.06%-9.13%-11.93%0.600.98-0.07
VBMFXVanguard Total Bond Market Index Inv4.59%3.44%11.39%-2.26%-3.99%0.811.34-0.09

Monthly Correlations

Correlations for the portfolio assets
TickerNameVTSMXVGTSXVBISXVBIIXVBLTXVBMFXPortfolio 1Portfolio 2Portfolio 3
VTSMXVanguard Total Stock Mkt Idx Inv-0.87-0.16-0.06-0.07-0.090.961.001.00
VGTSXVanguard Total Intl Stock Index Inv0.87--0.040.060.020.020.910.870.87
VBISXVanguard Short-Term Bond Index Inv-0.16-0.04-0.890.720.890.07-0.11-0.16
VBIIXVanguard Interm-Term Bond Index Inv-0.060.060.89-0.910.980.190.00-0.06
VBLTXVanguard Long-Term Bond Index Investor-0.070.020.720.91-0.930.16-0.02-0.07
VBMFXVanguard Total Bond Market Index Inv-0.090.020.890.980.93-0.16-0.03-0.09

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
VTSMXVanguard Total Stock Mkt Idx Inv$76,132$114,364$117,315
VGTSXVanguard Total Intl Stock Index Inv$14,067
VBISXVanguard Short-Term Bond Index Inv$10,638
VBIIXVanguard Interm-Term Bond Index Inv$21,470
VBLTXVanguard Long-Term Bond Index Investor$6,494
VBMFXVanguard Total Bond Market Index Inv$9,131$18,426

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
VTSMXVanguard Total Stock Mkt Idx Inv75.95%100.16%100.00%
VGTSXVanguard Total Intl Stock Index Inv20.47%
VBISXVanguard Short-Term Bond Index Inv0.23%
VBIIXVanguard Interm-Term Bond Index Inv2.09%
VBLTXVanguard Long-Term Bond Index Investor0.68%
VBMFXVanguard Total Bond Market Index Inv0.59%-0.16%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2Portfolio 3
AverageHighLowAverageHighLowAverageHighLow
1 year6.13%20.30%-18.70%6.98%26.23%-28.62%7.63%33.35%-37.04%
3 years5.87%11.58%-3.68%6.24%16.86%-9.55%6.35%20.34%-14.31%
5 years6.28%11.92%2.37%6.74%15.96%-0.04%6.92%18.72%-1.76%
7 years6.30%9.51%3.37%6.66%12.89%0.92%6.76%15.00%-0.73%
10 years5.98%8.27%3.18%6.08%11.26%1.00%5.94%13.13%-0.66%
15 years6.34%7.88%5.67%6.75%9.33%5.29%6.86%10.30%4.75%
Result statistics are based on annualized rolling returns over full calendar year periods