Performance

80/20 Portfolio +9.24%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
80/20 Portfolio	-0.45%	+9.37%	+9.24%	+8.59%	-7.25%	0.47	1.67%

VTI	-0.50%	+11.86%	+11.81%	+10.61%	-8.92%	0.59	1.06%
BND	-0.22%	-0.88%	-1.26%	-0.41%	-4.49%	-1.43	4.13%

Summary

80/20 Portfolio at a glance

80/20 Portfolio returned +9.24% over the past year and +8.59% a year over five years. Its worst drop in that year was -7.25%, smaller than 67% of portfolios on Redstone, and its Sharpe ratio of 0.47 beats 53% of portfolios on Redstone. It yields 1.67%.

Ranking

How 80/20 Portfolio ranks

1Y Return Rank

5Y Return Rank

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

-2.36%

Rolling Volatility

+0.49%

METRICS

Correlation Matrix

	BND	VTI
BND	1.00	0.41
VTI	0.41	1.00

Actions

Portfolio

Allocation

2 Assets

VTI

BND

Metrics

Risk Indicators

Alpha-1.56%

Beta0.84x

Sharpe0.47

Sortino0.68

Omega1.08

Calmar1.28

Martin2.75

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80/20 Portfolio: returns, risk and holdings

80/20 Portfolio at a glance

How 80/20 Portfolio ranks

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