US Passive Core 50-50

Model  %
This passive model is the 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 Model
ReturnAnnualized Return %
 
      7.22
VolatilityAnnualized Volatility %
 
      6.90
SharpeSharpe Ratio
 
      0.85
SortinoSortino Ratio (tr=0)
 
      1.32
VaRVaR (95 - month) %
 
      -2.67
DrawdownMaximum Drawdown %
 
      -22.37
Allocation Changes
Average Changes per Year      0.27
Maximum Changes in a Year      1.00
Returns % Model
Simulated performance, including transaction costs. 1y+ returns are annualized.
 close of 12/06/2019 
YTD         18.16
1 YEAR         14.70
3 YEAR         9.36
5 YEAR         7.15
10 YEAR         9.05
MAX         7.22

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