ETF Model Portfolios

US Passive Balanced Plus

Model	%
U.S. 7-10 BondsU.S. 7-10 Year Government Bonds	40.00
International BondsInternational Treasury Bonds	10.00
U.S. l-cap StocksU.S. Large-capitalization Stocks	20.00
Developed StocksDeveloped Countries (ex US) Stocks	5.00
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 %		5.33
SharpeSharpe Ratio		1.30
SortinoSortino Ratio (tr=0)		2.34
VaRVaR (95 - month) %		-1.96
DrawdownMaximum Drawdown %		-5.35

Allocation Changes
Average Changes per Year	0.31
Maximum Changes in a Year	1.00

Returns %		Model
Simulated performance, including transaction costs. 1y+ returns are annualized.
close of 11/19/2021
YTD		3.72
1 YEAR		5.58
3 YEAR		10.33
5 YEAR		7.59
10 YEAR		5.93
MAX		7.06

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