Cumulative Growth
Drawdowns
Rolling 3-Year Correlation to S&P 500 TR
Annual Returns
Performance Statistics
| 10/40/50 | 60/40 | Diff | |
| Cumulative Return | 2018% | 1004% | 1013.95% |
| Annualized Return | 10.90% | 8.48% | 2.42% |
| Standard Deviation | 6.85% | 8.84% | -1.98% |
| Return/Risk | 1.59 | 0.96 | 0.63 |
| Maximum Drawdown | -15.39% | -32.54% | 17.15% |
Rolling 3-Year Returns
| 10/40/50 | 60/40 | |
| Number of 3-Year Periods | 319 | 319 |
| Average 3-Year Annualized Return | 10.79% | 8.61% |
| Best 3-Year Annualized Return | 25.04% | 23.01% |
| Worst 3-Year Annualized Return | 1.87% | -7.24% |
| Standard Deviation of 3-Year Periods | 4.92% | 6.44% |
| Profitable Periods (%) | 100.00% | 86.52% |
| Average Profitable Period Return (Annualized) | 10.79% | 10.34% |
| Unprofitable Periods (%) | 0.00% | 13.48% |
| Average Unprofitable Period Return (Annualized) | -2.50% |
Rolling 5-Year Returns
| 10/40/50 | 60/40 | |
| Number of 5-Year Periods | 295 | 295 |
| Average 5-Year Annualized Return | 10.77% | 8.45% |
| Best 5-Year Annualized Return | 20.57% | 20.09% |
| Worst 5-Year Annualized Return | 3.16% | -2.26% |
| Standard Deviation of 5-Year Periods | 4.00% | 5.10% |
| Profitable Periods (%) | 100.00% | 98.98% |
| Average Profitable Period Return (Annualized) | 10.77% | 8.55% |
| Unprofitable Periods (%) | 0.00% | 1.02% |
| Average Unprofitable Period Return (Annualized) | -1.33% | |
Cumulative Growth
Drawdowns
Rolling 3-Year Correlation to S&P 500 TR
Annual Returns
Performance Statistics
| 20/40/40 | 60/40 | Diff | |
| Cumulative Return | 1771% | 1004% | 766.46% |
| Annualized Return | 10.44% | 8.48% | 1.96% |
| Standard Deviation | 7.01% | 8.84% | -1.83% |
| Return/Risk | 1.49 | 0.96 | 0.53 |
| Maximum Drawdown | -18.48% | -32.54% | 14.06% |
Rolling 3-Year Returns
| 20/40/40 | 60/40 | |
| Number of 3-Year Periods | 319 | 319 |
| Average 3-Year Annualized Return | 10.36% | 8.61% |
| Best 3-Year Annualized Return | 24.56% | 23.01% |
| Worst 3-Year Annualized Return | 0.00% | -7.24% |
| Standard Deviation of 3-Year Periods | 5.05% | 6.44% |
| Profitable Periods (%) | 100.00% | 86.52% |
| Average Profitable Period Return (Annualized) | 10.36% | 10.34% |
| Unprofitable Periods (%) | 0.00% | 13.48% |
| Average Unprofitable Period Return (Annualized) | -2.50% | |
Rolling 5-Year Returns
| 20/40/40 | 60/40 | |
| Number of 5-Year Periods | 295 | 295 |
| Average 5-Year Annualized Return | 10.32% | 8.45% |
| Best 5-Year Annualized Return | 20.33% | 20.09% |
| Worst 5-Year Annualized Return | 2.07% | -2.26% |
| Standard Deviation of 5-Year Periods | 4.09% | 5.10% |
| Profitable Periods (%) | 100.00% | 98.98% |
| Average Profitable Period Return (Annualized) | 10.32% | 8.55% |
| Unprofitable Periods (%) | 0.00% | 1.02% |
| Average Unprofitable Period Return (Annualized) | -1.33% | |
Cumulative Growth
Drawdowns
Rolling 3-Year Correlation to S&P 500 TR
Annual Returns
Performance Statistics
| 30/40/30 | 60/40 | Diff | |
| Cumulative Return | 1547% | 1004% | 542.94% |
| Annualized Return | 9.96% | 8.48% | 1.48% |
| Standard Deviation | 7.30% | 8.84% | -1.53% |
| Return/Risk | 1.36 | 0.96 | 0.4 |
| Maximum Drawdown | -21.47% | -32.54% | 11.07% |
Rolling 3-Year Returns
| 30/40/30 | 60/40 | |
| Number of 3-Year Periods | 319 | 319 |
| Average 3-Year Annualized Return | 9.93% | 8.61% |
| Best 3-Year Annualized Return | 24.08% | 23.01% |
| Worst 3-Year Annualized Return | -1.84% | -7.24% |
| Standard Deviation of 3-Year Periods | 5.28% | 6.44% |
| Profitable Periods (%) | 99.06% | 86.52% |
| Average Profitable Period Return (Annualized) | 10.03% | 10.34% |
| Unprofitable Periods (%) | 0.94% | 13.48% |
| Average Unprofitable Period Return (Annualized) | -0.79% | -2.50% |
Rolling 5-Year Returns
| 30/40/30 | 60/40 | |
| Number of 5-Year Periods | 295 | 295 |
| Average 5-Year Annualized Return | 9.86% | 8.45% |
| Best 5-Year Annualized Return | 20.23% | 20.09% |
| Worst 5-Year Annualized Return | 0.98% | -2.26% |
| Standard Deviation of 5-Year Periods | 4.26% | 5.10% |
| Profitable Periods (%) | 100.00% | 98.98% |
| Average Profitable Period Return (Annualized) | 9.86% | 8.55% |
| Unprofitable Periods (%) | 0.00% | 1.02% |
| Average Unprofitable Period Return (Annualized) | -1.33% | |
Cumulative Growth
Drawdowns
Rolling 3-Year Correlation to S&P 500 TR
Annual Returns
Performance Statistics
| 40/40/20 | 60/40 | Diff | |
| Cumulative Return | 1346% | 1004% | 341.76% |
| Annualized Return | 9.48% | 8.48% | 1.00% |
| Standard Deviation | 7.72% | 8.84% | -1.12% |
| Return/Risk | 1.23 | 0.96 | 0.27 |
| Maximum Drawdown | -25.02% | -32.54% | 7.52% |
Rolling 3-Year Returns
| 40/40/20 | 60/40 | |
| Number of 3-Year Periods | 319 | 319 |
| Average 3-Year Annualized Return | 9.49% | 8.61% |
| Best 3-Year Annualized Return | 23.59% | 23.01% |
| Worst 3-Year Annualized Return | -3.66% | -7.24% |
| Standard Deviation of 3-Year Periods | 5.60% | 6.44% |
| Profitable Periods (%) | 97.81% | 86.52% |
| Average Profitable Period Return (Annualized) | 9.74% | 10.34% |
| Unprofitable Periods (%) | 2.19% | 13.48% |
| Average Unprofitable Period Return (Annualized) | -1.57% | -2.50% |
Rolling 5-Year Returns
| 40/40/20 | 60/40 | |
| Number of 5-Year Periods | 295 | 295 |
| Average 5-Year Annualized Return | 9.40% | 8.45% |
| Best 5-Year Annualized Return | 20.19% | 20.09% |
| Worst 5-Year Annualized Return | -0.10% | -2.26% |
| Standard Deviation of 5-Year Periods | 4.49% | 5.10% |
| Profitable Periods (%) | 99.66% | 98.98% |
| Average Profitable Period Return (Annualized) | 9.43% | 8.55% |
| Unprofitable Periods (%) | 0.34% | 1.02% |
| Average Unprofitable Period Return (Annualized) | -0.10% | -1.33% |
Cumulative Growth
Drawdowns
Rolling 3-Year Correlation to S&P 500 TR
Annual Returns
Performance Statistics
| 50/40/10 | 60/40 | Diff | |
| Cumulative Return | 1166% | 1004% | 161.31% |
| Annualized Return | 8.98% | 8.48% | 0.50% |
| Standard Deviation | 8.24% | 8.84% | -0.60% |
| Return/Risk | 1.09 | 0.96 | 0.13 |
| Maximum Drawdown | -28.87% | -32.54% | 3.67% |
Rolling 3-Year Returns
| 50/40/10 | 60/40 | |
| Number of 3-Year Periods | 319 | 319 |
| Average 3-Year Annualized Return | 9.05% | 8.61% |
| Best 3-Year Annualized Return | 23.10% | 23.01% |
| Worst 3-Year Annualized Return | -5.46% | -7.24% |
| Standard Deviation of 3-Year Periods | 5.99% | 6.44% |
| Profitable Periods (%) | 91.22% | 86.52% |
| Average Profitable Period Return (Annualized) | 10.08% | 10.34% |
| Unprofitable Periods (%) | 8.78% | 13.48% |
| Average Unprofitable Period Return (Annualized) | -1.60% | -2.50% |
Rolling 5-Year Returns
| 50/40/10 | 60/40 | |
| Number of 5-Year Periods | 295 | 295 |
| Average 5-Year Annualized Return | 8.93% | 8.45% |
| Best 5-Year Annualized Return | 20.14% | 20.09% |
| Worst 5-Year Annualized Return | -1.18% | -2.26% |
| Standard Deviation of 5-Year Periods | 4.77% | 5.10% |
| Profitable Periods (%) | 99.32% | 98.98% |
| Average Profitable Period Return (Annualized) | 8.99% | 8.55% |
| Unprofitable Periods (%) | 0.68% | 1.02% |
| Average Unprofitable Period Return (Annualized) | -0.62% | -1.33% |
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