US Passive Balanced

Model  %
U.S. 7-10 BondsU.S. 7-10 Year Government Bonds
 
   50.00
U.S. l-cap StocksU.S. Large-capitalization Stocks
 
   25.00
U.S. 20+ BondsU.S. 20+ Year Government Bonds
 
   10.00
U.S. Inflation BondsInflation-protected U.S. Government Bonds
 
   10.00
Gold SharesGold Shares
 
   5.00
Config
Allocation Rebalance 10.0% drift
Style Long-only
Metrics Model
ReturnAnnualized Return %
 
      7.06
VolatilityAnnualized Volatility %
 
      5.43
SharpeSharpe Ratio
 
      1.04
SortinoSortino Ratio (tr=0)
 
      1.87
VaRVaR (95 - month) %
 
      -2.00
DrawdownMaximum Drawdown %
 
      -9.96
Allocation Changes
Average Changes per Year      0.25
Maximum Changes in a Year      1.00
Returns % Model
Simulated performance, including transaction costs. 1y+ returns are annualized.
 close of 10/09/2020 
YTD         11.21
1 YEAR         12.82
3 YEAR         8.93
5 YEAR         7.57
10 YEAR         6.85
MAX         7.06

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