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 5
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Asset 6
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Portfolio Analysis Results (Jan 2014 - Sep 2021)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
EWA iShares MSCI Australia ETF 10.00%
KWEB KraneShares CSI China Internet ETF 20.00%
IJR iShares Core S&P Small-Cap ETF 10.00%
XLE Energy Select Sector SPDR ETF 10.00%
XLP Consumer Staples Select Sector SPDR ETF 16.00%
AGG iShares Core US Aggregate Bond ETF 8.50%
VNQ Vanguard Real Estate ETF 7.70%
VNQI Vanguard Global ex-US Real Est ETF 12.30%
GLD SPDR Gold Shares 4.50%
CASHX Cash 1.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$16,899 7.00% 12.95%23.82%-13.60%-19.74% 0.530.780.86
   

Trailing Returns

Trailing Returns
NameAnnualized ReturnAnnualized Volatility
3 MonthYTD1 year3 year5 yearFull3 year5 year
Portfolio 1-6.87%1.45%14.47%7.62%7.59%7.00%16.48%13.60%
Trailing annualized return and volatility are for full months ending in September 2021 excluding portfolio cashflows.
Notes on results:
  • Past performance is no guarantee of future results, which may vary. All use is subject to terms of service.
  • Investing involves risk, including possible loss of principal. The value of the investments and the income derived from them may fluctuate over time.
  • All portfolio returns presented are hypothetical and backtested. Hypothetical returns do not reflect trading costs, transaction fees, or taxes.
  • The results are based on information from a variety of sources we consider reliable, but we do not represent that the information is accurate or complete.
  • The results do not constitute investment advice or recommendation, are provided solely for informational purposes, and are not an offer to buy or sell any securities.
  • The results are based on the total return of assets and assume that all received dividends and distributions are reinvested.
  • The annual results for 2021 are based on monthly returns from January to September
  • 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 1 ReturnPortfolio 1 BalanceiShares MSCI Australia ETF (EWA)KraneShares CSI China Internet ETF (KWEB)iShares Core S&P Small-Cap ETF (IJR)Energy Select Sector SPDR ETF (XLE)Consumer Staples Select Sector SPDR ETF (XLP)iShares Core US Aggregate Bond ETF (AGG)Vanguard Real Estate ETF (VNQ)Vanguard Global ex-US Real Est ETF (VNQI)SPDR Gold Shares (GLD)Cash (CASHX)
20140.76%4.49%$10,449-4.66%-1.48%5.85%-8.70%15.72%6.00%30.36%2.22%-2.19%0.03%
20150.73%0.95%$10,548-9.96%18.38%-2.07%-21.47%6.89%0.48%2.42%-1.84%-10.67%0.05%
20162.07%7.14%$11,30211.11%-8.54%26.61%28.02%4.98%2.42%8.60%2.01%8.03%0.30%
20172.11%23.82%$13,99319.93%69.74%13.15%-0.90%12.98%3.52%4.91%26.93%12.81%0.88%
20181.91%-13.60%$12,090-12.02%-33.88%-8.49%-18.21%-8.07%0.33%-6.02%-9.42%-1.94%1.90%
20192.29%22.49%$14,80922.41%29.92%22.82%11.73%27.43%8.45%28.87%21.60%17.86%2.13%
20201.36%12.48%$16,6578.26%58.21%11.28%-32.51%10.15%7.48%-4.68%-7.21%24.81%0.44%
20215.31%1.45%$16,8995.08%-38.38%19.92%42.03%3.92%-1.67%22.15%4.78%-7.93%0.03%
Annual return for 2021 is from 01/01/2021 to 09/30/2021
Monthly returns for the configured portfolios
YearMonthPortfolio 1 ReturnPortfolio 1 BalanceiShares MSCI Australia ETF (EWA)KraneShares CSI China Internet ETF (KWEB)iShares Core S&P Small-Cap ETF (IJR)Energy Select Sector SPDR ETF (XLE)Consumer Staples Select Sector SPDR ETF (XLP)iShares Core US Aggregate Bond ETF (AGG)Vanguard Real Estate ETF (VNQ)Vanguard Global ex-US Real Est ETF (VNQI)SPDR Gold Shares (GLD)Cash (CASHX)
20141-2.10%$9,790-5.46%1.32%-3.70%-5.80%-5.17%1.54%4.28%-5.32%3.42%0.01%
201426.23%$10,4008.29%12.93%4.41%5.12%3.90%0.38%5.07%3.97%6.27%0.00%
20143-0.30%$10,3693.69%-5.61%0.67%2.11%2.19%-0.15%0.49%0.82%-3.14%0.00%
20144-0.73%$10,2922.24%-10.85%-2.73%5.25%2.74%0.82%3.29%2.26%0.49%0.00%
201452.42%$10,5410.42%6.23%0.16%1.67%1.81%1.18%2.40%4.67%-3.05%0.00%
201463.31%$10,890-0.14%9.62%4.77%5.51%-0.25%-0.06%1.13%0.93%6.32%0.00%
20147-1.00%$10,7811.76%1.35%-5.56%-3.47%-3.32%-0.25%0.08%1.03%-3.63%0.00%
201482.61%$11,0622.14%3.24%4.25%2.18%4.61%1.15%3.04%0.26%0.38%0.00%
20149-6.32%$10,362-11.86%-10.90%-5.21%-7.75%0.59%-0.61%-6.04%-6.58%-6.18%0.00%
2014103.95%$10,7716.22%5.67%6.91%-3.53%3.55%1.06%9.94%4.43%-3.05%0.00%
201411-0.53%$10,715-7.08%0.03%-0.19%-8.69%5.54%0.66%2.00%-1.13%-0.49%0.00%
201412-2.48%$10,449-3.13%-10.83%2.89%-0.23%-0.93%0.15%1.88%-2.41%1.31%0.00%
201510.51%$10,502-1.13%0.86%-3.59%-4.56%-0.97%2.05%6.85%2.65%8.69%0.00%
201521.98%$10,7108.03%-1.37%6.01%4.59%4.14%-0.89%-3.67%3.68%-5.91%0.00%
201530.39%$10,752-3.46%5.67%1.61%-1.16%-1.95%0.38%1.74%-1.18%-2.15%0.00%
201543.83%$11,1642.01%15.70%-2.30%6.57%-0.76%-0.32%-5.85%5.08%-0.17%0.00%
20155-0.07%$11,157-3.34%3.66%1.46%-5.19%0.87%-0.44%-0.30%-2.33%0.56%0.00%
20156-2.02%$10,932-4.44%-0.86%1.06%-3.48%-1.83%-1.08%-4.68%-3.30%-1.52%0.00%
20157-2.79%$10,627-0.52%-12.23%-0.83%-7.69%5.69%0.86%5.77%-0.65%-6.62%0.00%
20158-7.40%$9,840-10.85%-14.86%-5.19%-4.25%-5.96%-0.34%-6.29%-7.44%3.71%0.01%
20159-1.26%$9,716-3.91%-1.14%-3.53%-7.18%0.40%0.81%3.05%0.43%-1.80%0.01%
2015108.36%$10,5285.58%20.71%6.08%11.16%5.70%0.07%5.76%5.06%2.28%0.00%
2015111.14%$10,6480.90%7.26%2.70%-0.01%-0.92%-0.39%-0.63%-2.33%-6.75%0.01%
201512-0.94%$10,5482.09%-0.97%-4.74%-10.50%2.93%-0.19%1.82%-0.76%-0.45%0.02%
20161-4.58%$10,066-6.96%-12.48%-6.16%-3.50%0.53%1.24%-3.44%-4.77%5.41%0.01%
20162-0.10%$10,055-2.04%-2.68%1.09%-2.80%0.32%0.89%-0.36%0.95%10.93%0.03%
201637.42%$10,80211.81%9.53%8.18%10.16%4.74%0.88%10.48%9.10%-0.84%0.03%
201641.69%$10,9853.16%1.23%1.20%9.06%-1.43%0.26%-2.35%2.09%5.11%0.02%
20165-0.93%$10,883-2.41%-2.70%1.61%-0.93%0.69%0.01%2.25%-1.70%-6.14%0.02%
201661.92%$11,0921.42%-4.62%0.71%2.71%5.36%1.94%6.92%1.59%8.97%0.03%
201672.67%$11,3887.40%4.19%4.99%-1.26%-0.82%0.54%4.26%4.03%1.98%0.02%
201681.30%$11,536-3.21%11.74%1.40%1.68%-0.59%-0.21%-3.76%-0.55%-3.26%0.02%
201691.59%$11,7203.36%5.46%0.64%3.69%-1.54%0.05%-1.82%1.12%0.69%0.03%
201610-3.11%$11,355-2.97%-3.53%-4.41%-2.82%-0.77%-0.82%-5.74%-4.84%-2.94%0.02%
201611-0.54%$11,2930.79%-4.69%12.52%8.47%-4.20%-2.57%-1.68%-3.89%-8.36%0.03%
2016120.07%$11,3021.62%-7.56%3.39%1.73%2.99%0.25%4.82%-0.28%-1.91%0.04%
201713.00%$11,6414.99%9.76%-0.58%-3.21%1.70%0.21%-0.19%3.35%5.42%0.04%
201722.92%$11,9813.34%5.04%1.61%-2.09%4.77%0.65%3.51%2.67%3.18%0.04%
201731.30%$12,1363.01%5.74%-0.10%-1.49%-0.42%-0.05%-2.42%1.25%-0.43%0.04%
201741.74%$12,347-0.66%5.98%0.91%-2.95%1.10%0.91%0.24%2.25%1.73%0.06%
201751.39%$12,519-4.32%6.15%-2.09%-3.54%2.65%0.69%-0.72%3.64%-0.12%0.07%
201760.41%$12,5703.10%0.57%2.91%-0.12%-2.25%-0.02%2.23%0.15%-2.16%0.08%
201774.86%$13,1814.70%13.15%1.00%2.62%0.69%0.33%1.24%4.09%2.31%0.08%
201780.55%$13,253-0.22%3.67%-2.46%-5.48%-1.10%0.94%-0.26%1.26%4.20%0.09%
201791.44%$13,444-0.93%1.30%7.79%10.18%-0.72%-0.57%-0.11%0.50%-3.37%0.08%
201710-0.35%$13,3971.16%-0.70%0.86%-0.83%-1.65%0.10%-1.07%0.42%-0.75%0.09%
2017111.70%$13,6240.31%0.23%3.50%1.75%5.58%-0.15%2.66%1.39%0.36%0.09%
2017122.71%$13,9934.26%4.06%-0.52%5.27%2.24%0.44%-0.14%3.19%2.11%0.10%
201814.07%$14,5622.59%12.69%2.51%3.58%1.63%-1.13%-4.25%5.49%3.23%0.11%
20182-5.50%$13,761-4.00%-4.01%-3.81%-10.84%-7.63%-1.01%-7.68%-7.05%-2.08%0.12%
20183-0.11%$13,746-3.51%-3.11%1.99%1.72%-0.91%0.67%3.88%2.83%0.63%0.14%
20184-0.45%$13,6850.77%-4.27%1.05%9.49%-4.14%-0.94%0.82%0.53%-0.95%0.14%
201851.97%$13,9551.71%4.66%6.45%2.99%-1.57%0.66%3.68%-1.39%-1.20%0.15%
201860.19%$13,9812.14%-3.20%1.04%0.58%4.56%0.10%4.20%-2.61%-3.61%0.16%
201870.09%$13,9941.37%-6.31%3.24%1.55%3.96%-0.03%0.60%1.58%-2.24%0.16%
20188-1.80%$13,742-1.88%-9.19%4.82%-3.48%0.39%0.57%2.58%-2.03%-2.14%0.17%
20189-1.36%$13,556-1.65%-3.69%-3.08%2.44%0.99%-0.62%-2.64%-2.40%-0.66%0.17%
201810-6.26%$12,707-6.87%-14.54%-10.53%-11.33%2.00%-0.64%-2.93%-5.77%2.12%0.18%
2018112.12%$12,9770.97%4.31%1.60%-1.56%2.27%0.52%4.67%4.02%0.34%0.19%
201812-6.83%$12,090-3.88%-10.95%-12.19%-12.43%-8.91%2.22%-7.96%-2.26%4.94%0.19%
201919.34%$13,2206.96%16.77%10.63%11.21%5.14%0.91%11.85%9.46%2.89%0.20%
201922.69%$13,5763.35%6.97%4.34%2.30%1.78%-0.11%0.70%-0.75%-0.61%0.20%
201931.67%$13,8021.13%0.56%-3.26%2.13%3.82%2.12%4.21%4.62%-1.60%0.20%
201941.43%$14,0001.16%3.50%3.86%-0.02%2.85%-0.20%-0.16%-1.80%-0.66%0.20%
20195-6.42%$13,1020.14%-17.31%-8.69%-11.10%-3.64%1.91%0.14%-1.78%1.76%0.20%
201965.81%$13,8635.51%9.03%7.34%9.39%5.22%1.10%1.54%3.40%8.00%0.19%
20197-0.62%$13,776-0.58%-3.94%1.19%-1.59%2.34%0.18%1.70%-2.07%0.01%0.17%
20198-0.29%$13,737-3.26%0.36%-4.58%-8.33%2.17%2.78%3.75%0.21%7.91%0.17%
201990.94%$13,8662.63%-2.45%3.37%3.93%1.75%-0.61%1.93%1.93%-3.39%0.16%
2019102.44%$14,2051.26%8.69%2.03%-2.09%-0.42%0.21%1.13%3.94%2.56%0.15%
2019111.22%$14,3781.33%3.74%3.01%1.60%1.37%-0.03%-1.30%-0.72%-3.21%0.13%
2019123.00%$14,8091.15%4.55%3.00%6.03%2.41%-0.05%0.76%3.92%3.66%0.13%
20201-1.72%$14,555-1.68%-1.21%-4.02%-10.99%0.32%2.03%1.23%-2.67%4.50%0.13%
20202-5.46%$13,761-9.61%1.62%-9.56%-15.29%-8.21%1.58%-7.03%-5.86%-0.64%0.13%
20203-13.62%$11,886-22.76%-7.37%-22.55%-34.27%-5.52%-0.53%-19.42%-20.74%-0.22%0.10%
202048.30%$12,8739.65%6.78%12.90%30.76%6.96%1.72%8.96%4.05%7.26%0.01%
202053.96%$13,3825.99%8.83%4.40%2.00%1.66%0.67%1.73%2.42%2.59%0.01%
202065.78%$14,1568.28%17.73%3.61%-1.10%-0.22%0.66%2.41%2.03%2.74%0.01%
202074.75%$14,8283.32%8.20%4.28%-4.81%6.92%1.33%3.64%1.59%10.79%0.01%
202083.17%$15,2994.42%4.94%3.88%-1.05%4.59%-0.82%0.44%4.85%-0.32%0.01%
20209-3.50%$14,763-5.15%-3.06%-4.65%-14.56%-1.67%-0.10%-2.68%-2.19%-4.17%0.01%
2020100.43%$14,8260.25%5.35%2.55%-4.11%-2.87%-0.56%-3.00%-3.35%-0.52%0.01%
2020118.67%$16,11114.92%5.03%18.22%27.99%7.47%1.21%9.67%12.62%-5.41%0.01%
2020123.39%$16,6576.31%2.09%8.24%4.51%1.66%0.09%2.72%3.63%7.01%0.01%
202112.23%$17,028-0.84%13.02%6.17%3.75%-4.98%-0.74%0.04%-2.30%-3.22%0.01%
202124.19%$17,7423.20%3.46%7.71%22.46%-1.23%-1.52%3.43%3.00%-6.26%0.01%
20213-0.76%$17,6071.14%-14.97%3.53%2.98%8.49%-1.15%5.15%2.03%-1.14%0.00%
202141.82%$17,9284.40%-1.58%1.85%0.67%1.86%0.73%7.86%2.47%3.56%0.00%
202151.14%$18,1323.32%-6.31%2.09%5.71%1.77%0.20%0.81%3.05%7.68%0.00%
202160.07%$18,145-1.49%-0.88%0.34%4.19%-0.55%0.83%2.64%-0.88%-7.15%0.00%
20217-5.17%$17,206-0.81%-27.69%-2.41%-8.32%2.20%1.12%4.42%0.07%2.53%0.00%
202180.71%$17,3290.58%1.09%1.91%-2.00%1.05%-0.20%2.15%1.47%-0.08%0.01%
20219-2.48%$16,899-4.24%-7.23%-2.39%8.97%-4.13%-0.92%-5.68%-3.98%-3.22%0.00%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1
Large-cap Value0.00%
Large-cap Growth4.75%
Mid-cap Value0.00%
Mid-cap Growth7.21%
Small-cap Value21.54%
Small-cap Growth0.00%
Global ex-US Developed Markets17.64%
Emerging Markets34.24%
Corporate Bonds0.00%
Long-Term Treasuries9.78%
Intermediate-Term Treasuries4.83%
Short-Term Treasuries0.00%
R Squared90.71%
Style analysis is based on monthly returns from January 2014 to September 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
TickerNameCategoryWeightYieldFeesP/EDurationReturn ContributionRisk Contribution
EWAiShares MSCI Australia ETFMiscellaneous Region10.00%2.32%0.51%18.93$50111.49%
KWEBKraneShares CSI China Internet ETFChina Region20.00%0.47%0.70%15.30$1,97233.44%
IJRiShares Core S&P Small-Cap ETFSmall Blend10.00%1.16%0.06%15.37$1,12211.70%
XLEEnergy Select Sector SPDR ETFEquity Energy10.00%4.15%0.12%37.99$79.7116.50%
XLPConsumer Staples Select Sector SPDR ETFConsumer Defensive16.00%2.63%0.12%24.58$1,3808.33%
AGGiShares Core US Aggregate Bond ETFIntermediate Core Bond8.50%1.83%0.04%6.54$2720.19%
VNQVanguard Real Estate ETFReal Estate7.70%2.65%0.12%38.80$8016.02%
VNQIVanguard Global ex-US Real Est ETFGlobal Real Estate12.30%1.97%0.12%10.52$53011.45%
GLDSPDR Gold SharesCommodities Focused4.50%0.40%$2340.86%
CASHXCashCash1.00%0.04%0.00$7.34-0.00%
100.00%1.88%0.28%21.525.85$6,899100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Fund fundamentals data as of 10/21/2021. (c) 2021 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.

Portfolio return and risk metrics
MetricPortfolio 1
Arithmetic Mean (monthly)0.64%
Arithmetic Mean (annualized)7.90%
Geometric Mean (monthly)0.57%
Geometric Mean (annualized)7.00%
Volatility (monthly)3.74%
Volatility (annualized)12.95%
Downside Deviation (monthly)2.50%
Max. Drawdown-19.74%
US Market Correlation0.86
Beta(*)0.77
Alpha (annualized)-2.93%
R273.25%
Sharpe Ratio0.53
Sortino Ratio0.78
Treynor Ratio (%)8.90
Calmar Ratio0.39
Active Return-6.37%
Tracking Error7.44%
Information Ratio-0.86
Skewness-0.56
Excess Kurtosis1.92
Historical Value-at-Risk (5%)-6.29%
Analytical Value-at-Risk (5%)-5.66%
Conditional Value-at-Risk (5%)-8.12%
Upside Capture Ratio (%)66.41
Downside Capture Ratio (%)85.01
Safe Withdrawal Rate16.93%
Perpetual Withdrawal Rate5.03%
Positive Periods57 out of 93 (61.29%)
Gain/Loss Ratio1.01
* 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 1
COVID-19 StartJan 2020Mar 2020-19.74%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan 2020Mar 20203 monthsJul 20204 months7 months-19.74%
2Feb 2018Dec 201811 monthsDec 20191 year1 year 11 months-16.98%
3May 2015Sep 20155 monthsJul 201610 months1 year 3 months-12.97%
4Jul 2021Sep 20213 months-6.87%
5Sep 2014Sep 20141 monthApr 20157 months8 months-6.32%
6Oct 2016Nov 20162 monthsFeb 20173 months5 months-3.64%
7Sep 2020Sep 20201 monthNov 20202 months3 months-3.50%
8Jan 2014Jan 20141 monthFeb 20141 month2 months-2.10%
9Mar 2014Apr 20142 monthsMay 20141 month3 months-1.03%
10Jul 2014Jul 20141 monthAug 20141 month2 months-1.00%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
EWAiShares MSCI Australia ETF4.45%17.92%22.41%-12.02%-31.36%0.290.410.80
KWEBKraneShares CSI China Internet ETF5.52%28.71%69.74%-38.38%-47.30%0.310.440.48
IJRiShares Core S&P Small-Cap ETF10.88%19.16%26.61%-8.49%-36.12%0.600.890.89
XLEEnergy Select Sector SPDR ETF-2.89%29.31%42.03%-32.51%-63.91%0.020.030.74
XLPConsumer Staples Select Sector SPDR ETF9.12%12.06%27.43%-8.07%-13.63%0.721.140.70
AGGiShares Core US Aggregate Bond ETF3.43%3.19%8.45%-1.67%-3.56%0.851.53-0.01
VNQVanguard Real Estate ETF10.35%15.78%30.36%-6.02%-25.08%0.660.980.67
VNQIVanguard Global ex-US Real Est ETF4.35%14.52%26.93%-9.42%-27.38%0.320.440.75
GLDSPDR Gold Shares4.57%14.47%24.81%-10.67%-20.76%0.330.550.02
CASHXCash0.74%0.24%2.13%0.03%0.00%N/AN/A-0.11

Monthly Correlations

Correlations for the portfolio assets
TickerNameEWAKWEBIJRXLEXLPAGGVNQVNQIGLDCASHXPortfolio 1
EWAiShares MSCI Australia ETF1.000.470.750.700.520.090.660.840.10-0.090.85
KWEBKraneShares CSI China Internet ETF0.471.000.450.360.160.000.210.490.13-0.060.77
IJRiShares Core S&P Small-Cap ETF0.750.451.000.800.48-0.150.630.66-0.09-0.160.81
XLEEnergy Select Sector SPDR ETF0.700.360.801.000.38-0.130.500.66-0.05-0.130.75
XLPConsumer Staples Select Sector SPDR ETF0.520.160.480.381.000.180.630.580.14-0.060.57
AGGiShares Core US Aggregate Bond ETF0.090.00-0.15-0.130.181.000.410.230.510.150.09
VNQVanguard Real Estate ETF0.660.210.630.500.630.411.000.700.14-0.090.66
VNQIVanguard Global ex-US Real Est ETF0.840.490.660.660.580.230.701.000.17-0.070.85
GLDSPDR Gold Shares0.100.13-0.09-0.050.140.510.140.171.000.070.18
CASHXCash-0.09-0.06-0.16-0.13-0.060.15-0.09-0.070.071.00-0.11

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1
EWAiShares MSCI Australia ETF$501
KWEBKraneShares CSI China Internet ETF$1,972
IJRiShares Core S&P Small-Cap ETF$1,122
XLEEnergy Select Sector SPDR ETF$79.71
XLPConsumer Staples Select Sector SPDR ETF$1,380
AGGiShares Core US Aggregate Bond ETF$272
VNQVanguard Real Estate ETF$801
VNQIVanguard Global ex-US Real Est ETF$530
GLDSPDR Gold Shares$234
CASHXCash$7.34

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1
EWAiShares MSCI Australia ETF11.49%
KWEBKraneShares CSI China Internet ETF33.44%
IJRiShares Core S&P Small-Cap ETF11.70%
XLEEnergy Select Sector SPDR ETF16.50%
XLPConsumer Staples Select Sector SPDR ETF8.33%
AGGiShares Core US Aggregate Bond ETF0.19%
VNQVanguard Real Estate ETF6.02%
VNQIVanguard Global ex-US Real Est ETF11.45%
GLDSPDR Gold Shares0.86%
CASHXCash-0.00%

Annual Asset Returns

Rolling returns summary
Roll PeriodAverageHighLow
1 year8.00%48.13%-13.88%
3 years6.96%11.78%-0.69%
5 years6.97%12.03%2.03%
7 years7.62%8.25%6.62%