Simple 60/40

Specification

Policy

Rebalancing Interval	Quarterly
Weights Algorithm	Constant Weights

Assets

ISHARES MSCI ACWI ETF (ACWI)	60.00%
iShares Core U.S. Aggregate Bond ETF (AGG)	40.00%

Benchmark

BlackRock Gwth Ptf Institutional (BIGPX)

Policy Report

Backtest Report

From 2008-04-01 to 2024-04-23 (16y 22d)

Returns (annualized)

Portfolio	5.66%
Benchmark	6.86%

Risk (annualized)

Portfolio	12.27%
Benchmark	14.83%

Sharpe (annualized)

Portfolio	0.43
Benchmark	0.46

Excess Return (annualized)

-1.21%

Tracking Error (annualized)

7.54%

Risk Free Rate (annualized)

0.98%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

12.37

Skew

-0.22

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark
Market Factor	0.6137	0.6137
U.S. Tilt (Non U.S.)	-0.0031	-0.0031
Style Factor	0.0045	0.0045
Size Factor	-0.0090	-0.0090
Credit Factor	0.0845	0.0845
Duration Factor	0.2689	0.2689

Adjusted R²

Portfolio	0.99
Benchmark	0.77

Intercept

Portfolio	0.00
Benchmark	0.00

Factor Attribution