US Dynamic (Bonds & Stocks)

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Model  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
Benchmark  %
U.S. 7-10 BondsU.S. 7-10 Year Government Bonds
 
   50.00
U.S. l-cap StocksU.S. Large-capitalization Stocks
 
   50.00
Config
Allocation Rebalance 10.0% drift
Style Long-only
Metrics Benchmark Model
ReturnAnnualized Return %
 
   7.85    7.12
VolatilityAnnualized Volatility %
 
   7.25    6.86
SharpeSharpe Ratio
 
   0.89    0.84
SortinoSortino Ratio (tr=0)
 
   1.43    1.38
VaRVaR (95 - month) %
 
   -2.78    -2.65
DrawdownMaximum Drawdown %
 
   -22.40    -12.50
Allocation Changes
Average Changes per Year      3.91
Maximum Changes in a Year      8.00
Returns % Benchmark Model
Simulated performance, including transaction costs. 1y+ returns are annualized.
 close of 09/17/2021 
YTD      7.92    2.10
1 YEAR      14.34    2.03
3 YEAR      11.60    4.60
5 YEAR      10.34    7.15
10 YEAR      9.54    7.39
MAX      7.85    7.12

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