Performance

Talmud Portfolio +4.92%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
Talmud Portfolio	-0.22%	+6.37%	+4.92%	+3.89%	-6.02%	0.09	2.95%

VTI	-0.50%	+11.86%	+11.81%	+10.61%	-8.92%	0.59	1.06%
VNQ	+0.04%	+7.69%	+3.78%	+0.48%	-11.38%	0.02	3.67%
BND	-0.22%	-0.88%	-1.26%	-0.41%	-4.49%	-1.43	4.13%

Summary

Talmud Portfolio at a glance

Talmud Portfolio returned +4.92% over the past year and +3.89% a year over five years. Its worst drop in that year was -6.02%, smaller than 79% of portfolios on Redstone, and its Sharpe ratio of 0.09 beats 19% of portfolios on Redstone. It yields 2.95%.

Ranking

How Talmud Portfolio ranks

1Y Return Rank

5Y Return Rank

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

-2.92%

Rolling Volatility

+0.43%

METRICS

Correlation Matrix

	BND	VNQ	VTI
BND	1.00	0.47	0.41
VNQ	0.47	1.00	0.29
VTI	0.41	0.29	1.00

Actions

Portfolio

Allocation

3 Assets

VTI

VNQ

BND

Metrics

Risk Indicators

Alpha-3.05%

Beta0.47x

Sharpe0.09

Sortino0.12

Omega1.01

Calmar0.82

Martin0.36

Portfolios

Talmud Portfolio: returns, risk and holdings

Talmud Portfolio at a glance

How Talmud Portfolio ranks

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