Performance

4-Fund Combo (Merriman-style) +16.56%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
4-Fund Combo (Merriman-style)	-0.50%	+14.96%	+16.56%	+9.06%	-7.72%	0.97	1.50%

VOO	-0.53%	+12.15%	+12.16%	+11.79%	-8.90%	0.63	1.06%
VTV	-0.66%	+18.49%	+21.66%	+11.91%	-6.35%	1.57	1.85%
IJR	-0.31%	+14.82%	+15.56%	+4.47%	-9.66%	0.72	1.24%
VBR	-0.50%	+13.73%	+16.29%	+7.61%	-8.85%	0.85	1.84%

Summary

4-Fund Combo (Merriman-style) at a glance

4-Fund Combo (Merriman-style) returned +16.56% over the past year and +9.06% a year over five years. Its worst drop in that year was -7.72%, smaller than 58% of portfolios on Redstone, and its Sharpe ratio of 0.97 beats 79% of portfolios on Redstone. It yields 1.50%.

Ranking

How 4-Fund Combo (Merriman-style) ranks

1Y Return Rank

5Y Return Rank

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

-3.55%

Rolling Volatility

+0.55%

METRICS

Correlation Matrix

	IJR	VBR	VOO	VTV
IJR	1.00	0.95	0.75	0.81
VBR	0.95	1.00	0.69	0.88
VOO	0.75	0.69	1.00	0.67
VTV	0.81	0.88	0.67	1.00

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Portfolio

Allocation

4 Assets

VOO

VTV

IJR

VBR

Metrics

Risk Indicators

Alpha5.42%

Beta0.80x

Sharpe0.97

Sortino1.45

Omega1.17

Calmar2.14

Martin4.73

Portfolios

4-Fund Combo (Merriman-style): returns, risk and holdings

4-Fund Combo (Merriman-style) at a glance

How 4-Fund Combo (Merriman-style) ranks

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