Three-Fund Portfolio: Returns, Risk & Holdings | Redstone

Three-Fund Portfolio: Returns, Risk & Holdings | Redstone

Performance

Three-Fund Portfolio +11.18%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
Three-Fund Portfolio	-0.82%	+8.47%	+11.52%	+6.98%	-8.34%	0.61

VTI	-1.03%	+11.75%	+14.90%	+10.70%	-9.20%	0.79
VXUS	-0.69%	+12.03%	+17.24%	+6.18%	-11.37%	0.76
BND	-0.50%	-5.08%	-5.54%	-3.73%	-6.51%	-2.48

Current Drawdown

-2.36%

Rolling Volatility

+0.66%

METRICS

Correlation Matrix

	BND	VTI	VXUS
BND	1.00	0.37	0.49
VTI	0.37	1.00	0.83
VXUS	0.49	0.83	1.00

Actions

Portfolio

Allocation

3 Assets

VTI

VXUS

BND

Metrics

Risk Indicators

Alpha-2.17%

Beta0.87x

Sharpe0.61

Sortino0.88

Omega1.11

Calmar1.38

Martin3.44

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