50/50 Portfolio: returns, risk and holdings
Performance
50/50 Portfolio +5.35%
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Summary
50/50 Portfolio at a glance
50/50 Portfolio returned +5.35% over the past year and +5.38% a year over five years. Its worst drop in that year was -5.12%, smaller than 88% of portfolios on Redstone, and its Sharpe ratio of 0.14 beats 24% of portfolios on Redstone. It yields 2.59%.
Ranking
How 50/50 Portfolio ranks
24
1Y Return Rank19
5Y Return Rank24
Sharpe Ratio Rank88
Max Drawdown Rank87
Volatility Rank75
Dividend Yield RankCurrent Drawdown
-1.87%
Rolling Volatility
+0.33%
METRICS
Correlation Matrix
Actions
Portfolio
Allocation
2 Assets
VTI
BND
Metrics
Risk Indicators
Alpha-3.44%
Beta0.57x
Sharpe0.14
Sortino0.20
Omega1.02
Calmar1.05
Martin0.76