70/30 Portfolio: returns, risk and holdings
Performance
70/30 Portfolio +7.95%
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Summary
70/30 Portfolio at a glance
70/30 Portfolio returned +7.95% over the past year and +7.55% a year over five years. Its worst drop in that year was -6.46%, smaller than 74% of portfolios on Redstone, and its Sharpe ratio of 0.39 beats 41% of portfolios on Redstone. It yields 1.98%.
Ranking
How 70/30 Portfolio ranks
38
1Y Return Rank42
5Y Return Rank41
Sharpe Ratio Rank74
Max Drawdown Rank72
Volatility Rank44
Dividend Yield RankCurrent Drawdown
-2.20%
Rolling Volatility
+0.43%
METRICS
Correlation Matrix
Actions
Portfolio
Allocation
2 Assets
VTI
BND
Metrics
Risk Indicators
Alpha-2.18%
Beta0.75x
Sharpe0.39
Sortino0.55
Omega1.06
Calmar1.23
Martin2.23