Performance

Four-Fund Portfolio +8.06%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
Four-Fund Portfolio	-0.33%	+7.39%	+8.06%	+6.93%	-7.30%	0.37	2.37%

VTI	-0.50%	+11.86%	+11.81%	+10.61%	-8.92%	0.59	1.06%
VXUS	-0.24%	+8.62%	+12.11%	+7.91%	-11.27%	0.50	2.41%
BND	-0.22%	-0.88%	-1.26%	-0.41%	-4.49%	-1.43	4.13%
BNDX	+0.02%	-0.15%	-0.91%	+0.04%	-3.22%	-1.43	4.65%

Summary

Four-Fund Portfolio at a glance

Four-Fund Portfolio returned +8.06% over the past year and +6.93% a year over five years. Its worst drop in that year was -7.30%, smaller than 64% of portfolios on Redstone, and its Sharpe ratio of 0.37 beats 38% of portfolios on Redstone. It yields 2.37%.

Ranking

How Four-Fund Portfolio ranks

1Y Return Rank

5Y Return Rank

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

-2.96%

Rolling Volatility

+0.43%

METRICS

Correlation Matrix

	BND	BNDX	VTI	VXUS
BND	1.00	0.81	0.41	0.48
BNDX	0.81	1.00	0.53	0.64
VTI	0.41	0.53	1.00	0.84
VXUS	0.48	0.64	0.84	1.00

Actions

Portfolio

Allocation

4 Assets

VTI

VXUS

BND

BNDX

Metrics

Risk Indicators

Alpha-2.26%

Beta0.78x

Sharpe0.37

Sortino0.54

Omega1.06

Calmar1.10

Martin2.03

Portfolios

Four-Fund Portfolio: returns, risk and holdings

Four-Fund Portfolio at a glance

How Four-Fund Portfolio ranks

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