ETF Model Portfolios

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 %		6.95
VolatilityAnnualized Volatility %		5.49
SharpeSharpe Ratio		1.01
SortinoSortino Ratio (tr=0)		1.80
VaRVaR (95 - month) %		-2.03
DrawdownMaximum Drawdown %		-9.96

Allocation Changes
Average Changes per Year	0.30
Maximum Changes in a Year	1.00

Returns %		Model
Simulated performance, including transaction costs. 1y+ returns are annualized.
close of 11/19/2021
YTD		4.26
1 YEAR		5.90
3 YEAR		11.05
5 YEAR		7.98
10 YEAR		6.47
MAX		6.95

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