Ticker | Perf Month | Perf Year |
|
|
SPY | -32.10% | -19.64% | -28.91% | |
QQQ | -27.29% | -6.50% | -19.71% | |
IAU | -8.07% | 13.48% | -1.86% | |
TIP | -2.62% | 2.88% | -0.61% | |
SHY | 1.80% | 3.27% | 2.20% | |
TLT | 8.70% | 29.88% | 17.68% |
Portfolio | Initial Balance | Final Balance | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
Portfolio 1 = GB | $10,000 | $37,974 | 6.90% | 6.84% | 20.80% | -8.25% | -15.73% | 0.77 | 1.22 | 0.72 |
Vanguard 500 Index Investor | $10,000 | $31,216 | 5.86% | 14.57% | 32.18% | -37.02% | -50.97% | 0.35 | 0.49 | 0.99 |
Portfolio | Initial Balance | Final Balance | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
Portfolio 1 = GB | $10,000 | $26,215 | 7.70% | 7.23% | 20.80% | -8.25% | -15.73% | 0.94 | 1.54 | 0.69 |
Vanguard 500 Index Investor | $10,000 | $27,213 | 8.01% | 14.79% | 32.18% | -37.02% | -50.97% | 0.54 | 0.76 | 1.00 |
Коментар