Classic 60/40 Portfolio: Returns, Risk & Holdings | Redstone

Classic 60/40 Portfolio: Returns, Risk & Holdings | Redstone

Performance

Classic 60/40 +8.91%

Watchlist

Select an item

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
Classic 60/40	+0.38%	+6.08%	+8.91%	+5.77%	-6.15%	0.51

VTI	+0.63%	+13.57%	+18.69%	+10.64%	-9.20%	1.05
BND	+0.00%	-5.16%	-5.77%	-3.82%	-7.04%	-2.54

Current Drawdown

-1.50%

Rolling Volatility

+0.48%

METRICS

Correlation Matrix

	BND	VTI
BND	1.00	0.39
VTI	0.39	1.00

Actions

Portfolio

Allocation

2 Assets

VTI

BND

Metrics

Risk Indicators

Alpha-5.02%

Beta0.68x

Sharpe0.51

Sortino0.74

Omega1.09

Calmar1.45

Martin2.78

Portfolios

More portfolios