US Unconstrained

Dynamic  Min % Max %
No allocation can exceed 100%, including the total portfolio allocation.
U.S. 7-10 BondsU.S. 7-10 Year Government Bonds
 
   0.00    100.00
U.S. l-cap StocksU.S. Large-capitalization Stocks
 
   0.00    100.00
Passive  %
This passive model is the benchmark.
U.S. 7-10 BondsU.S. 7-10 Year Government Bonds
 
   100.00
U.S. l-cap StocksU.S. Large-capitalization Stocks
 
   100.00
Config
Allocation Rebalance 10.0% drift
Style Long-only
Metrics Passive Dynamic
ReturnAnnualized Return %
 
   7.48    7.88
VolatilityAnnualized Volatility %
 
   6.96    6.05
SharpeSharpe Ratio
 
   0.90    1.10
SortinoSortino Ratio (tr=0)
 
   1.39    2.05
VaRVaR (95 - month) %
 
   -2.69    -2.24
DrawdownMaximum Drawdown %
 
   -22.40    -6.67
Allocation Changes
Average Changes per Year      3.34
Maximum Changes in a Year      6.00
Returns % Passive Dynamic
Simulated performance, including transaction costs. 1y+ returns are annualized.
 close of 12/15/2017 
YTD      11.91    15.63
1 YEAR      11.96    16.49
3 YEAR      7.43    6.41
5 YEAR      8.87    8.74
10 YEAR      7.35    7.50
MAX      7.48    7.88

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