Simple 60/40

5f456687fedae83924931071

Asset Report

Selected Assets

Asset ID Name Earliest
Return Date
Latest
Return Date
Type
ACWI iShares MSCI ACWI ETF 2008-03-31 2023-01-27 ETF
AGG iShares Core U.S. Aggregate Bond ETF 2003-09-29 2023-01-27 ETF
Benchmark
BIGPX BlackRock Gwth Ptf Institutional 2006-12-27 2023-01-27 Mutual Fund

Periodic Metrics

1 Day 1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
ACWI 0.75 2.88 6.11 9.53 -4.34 5.29 4.52 7.36 5.43 2008-03-31
AGG -0.20 -0.26 1.31 3.66 -5.20 -1.35 0.56 0.98 2.44 2003-09-29
Benchmark 0.31 1.27 3.05 5.03 -4.01 3.25 3.69 5.95 5.10 2006-12-27
1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
ACWI 0.53 0.77 1.05 19.01 19.93 17.18 14.49 19.78 2008-03-31
AGG 0.19 0.31 0.32 5.07 4.57 3.76 3.12 3.89 2003-09-29
Benchmark 0.18 0.37 0.57 10.16 9.83 8.58 8.56 12.96 2006-12-27
1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
ACWI -0.35 0.54 0.44 0.67 0.55 2008-03-31
AGG -0.51 -0.14 0.04 0.08 0.21 2003-09-29
Benchmark -0.39 0.28 0.32 0.52 0.46 2006-12-27

Correlation Matrix

ACWI AGG
ACWI 1 -0.01
AGG -0.01 1
Documentation

Policy Report

Expected Risk

11.96%

Unique Bets

1.27

Back Test Report

Key Statistics

Returns

Portfolio
4.93%
Benchmark
4.99%

Risk

Portfolio
9.77%
Benchmark
8.07%

Sharpe Ratio

Portfolio
0.18
Benchmark
0.2

Excess Returns

-0.05%

Tracking Error

6.41%

Risk Free Rate

3.55%

Growth

Assets

Benchmark and Factor Model

Historical Weights

Documentation

Efficient Frontier

Documentation

Return Distribution

Excess Kurtosis

12.5

Skew

-1

Excess Kurtosis

111.48

Excess Skew

2.02

Documentation

Factor Analysis

Factor Coefficients

Intercept

0

Adjusted R2

1

Documentation

Factor Attribution

Documentation

Report Calculation Metrics

The report was run on 2023-01-30 and took 19.943371891s to complete.