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

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

Performance

Three-Fund Portfolio +13.45%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
Three-Fund Portfolio	+0.57%	+9.00%	+13.45%	+6.72%	-8.36%	0.76

VTI	+0.63%	+13.57%	+18.69%	+10.64%	-9.20%	1.05
VXUS	+0.86%	+10.82%	+17.53%	+5.42%	-11.37%	0.78
BND	+0.00%	-5.16%	-5.77%	-3.82%	-7.04%	-2.54

Current Drawdown

-1.88%

Rolling Volatility

+0.63%

METRICS

Correlation Matrix

	BND	VTI	VXUS
BND	1.00	0.39	0.50
VTI	0.39	1.00	0.82
VXUS	0.50	0.82	1.00

Actions

Portfolio

Allocation

3 Assets

VTI

VXUS

BND

Metrics

Risk Indicators

Alpha-3.45%

Beta0.88x

Sharpe0.76

Sortino1.11

Omega1.13

Calmar1.61

Martin4.19

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