Deflationary Boom

Portfolio Specification

Assets

iShares Russell 1000 Growth ETF (IWF)

ISHARES MSCI EAFE GROWTH ETF (EFG)

Policy

Rebalancing Interval	Quarterly
Weights Algorithm	Equal Weights

Benchmark

SPDR S&P 500 ETF Trust (SPY)

Anyone who has a link can see this portfolio.

Policy Report

Backtest Report

From 2008-04-01 to 2026-06-18 (18y 2m 17d)

Returns (annualized)

Portfolio	9.68%
Benchmark	12.04%

Risk (annualized)

Portfolio	20.95%
Benchmark	19.78%

Sharpe (annualized)

Portfolio	0.48
Benchmark	0.61

Excess Return (annualized)

-2.36%

Tracking Error (annualized)

7.65%

Information Ratio

-0.31

Statistic	Portfolio	Benchmark
Downside Volatility	22.12%	21.00%
Sortino Ratio	0.46	0.57
Calmar Ratio	0.19	0.23
Ulcer Index	14.64	14.91
Max Drawdown	52.78%	51.49%
VaR (99% Confidence)	$-4,874	$-4,601
VaR (99.9% Confidence)	$-6,474	$-6,112
Beta to Benchmark	0.99	N/A

Value at Risk (VaR) is calculated off a $10,000 portfolio value.

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

21.05

Skew

-0.24

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark	Excess
Market Factor	0.9606	0.9822	-0.0216
Style Factor	-0.4225	0.0116	-0.4342
Size Factor	0.0470	-0.0567	0.1037
U.S. Tilt (Non U.S.)	-0.0230	0.3991	-0.4220

Adjusted R²

Portfolio	0.94
Benchmark	0.97

Intercept

Portfolio	0.00
Benchmark	0.00

Factor Attribution