US Dynamic Balanced

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    50.00
U.S. 20+ BondsU.S. 20+ Year Government Bonds
 
   0.00    10.00
U.S. Inflation BondsInflation-protected U.S. Government Bonds
 
   0.00    10.00
Gold SharesGold Shares
 
   0.00    5.00
Benchmark  %
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
 
   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 Benchmark Model
ReturnAnnualized Return %
 
   6.98    6.23
VolatilityAnnualized Volatility %
 
   5.42    5.70
SharpeSharpe Ratio
 
   1.06    0.87
SortinoSortino Ratio (tr=0)
 
   1.84    1.51
VaRVaR (95 - month) %
 
   -2.01    -2.20
DrawdownMaximum Drawdown %
 
   -9.91    -7.11
Allocation Changes
Average Changes per Year      4.97
Maximum Changes in a Year      8.00
Returns % Benchmark Model
Simulated performance, including transaction costs. 1y+ returns are annualized.
 close of 12/06/2019 
YTD      14.20    13.73
1 YEAR      13.52    9.97
3 YEAR      7.10    6.61
5 YEAR      5.39    4.06
10 YEAR      6.84    5.96
MAX      6.98    6.23

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