Stocks/Bonds 80/20 Portfolio: ETF allocation and returns (2024)

0.27%

1 Day

Jun 18 2024, 04:00PM Eastern Time

3.09%

Current Month

June 2024

An investment of 1$, since June 1994, now would be worth 15.20$, with a total return of 1420.40% (9.50% annualized).

The Inflation Adjusted Capital now would be 7.16$, with a net total return of 615.97% (6.78% annualized).

An investment of 1$, since January 1871, now would be worth 267529.43$, with a total return of 26752842.74% (8.49% annualized).

The Inflation Adjusted Capital now would be 10658.05$, with a net total return of 1065705.31% (6.23% annualized).

• Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
• Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
• Longest negative period: it's the maximum period for which an overall negative return has been observed.
• Standard Deviation: it's a measure of the dispersion of returns around the mean.
• Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
• Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
• Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
• Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
• Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
• Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
• Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
• Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
  For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
• Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Inflation Adjusted:

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