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

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

Performance

Classic 60/40 +6.52%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
Classic 60/40	-0.82%	+5.02%	+6.73%	+5.84%	-6.12%	0.28

VTI	-1.03%	+11.75%	+14.90%	+10.70%	-9.20%	0.79
BND	-0.50%	-5.08%	-5.54%	-3.73%	-6.51%	-2.48

Current Drawdown

-2.50%

Rolling Volatility

+0.53%

METRICS

Correlation Matrix

	BND	VTI
BND	1.00	0.37
VTI	0.37	1.00

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Portfolio

Allocation

2 Assets

VTI

BND

Metrics

Risk Indicators

Alpha-4.72%

Beta0.67x

Sharpe0.28

Sortino0.40

Omega1.05

Calmar1.10

Martin1.58

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