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 2026-04-20 (18y 19d)

Returns (annualized)

Portfolio	9.55%
Benchmark	11.82%

Risk (annualized)

Portfolio	20.98%
Benchmark	19.83%

Sharpe (annualized)

Portfolio	0.48
Benchmark	0.60

Excess Return (annualized)

-2.27%

Tracking Error (annualized)

7.65%

Information Ratio

-0.30

Statistic	Portfolio	Benchmark
Downside Volatility	22.14%	21.05%
Sortino Ratio	0.45	0.56
Calmar Ratio	0.19	0.23
Ulcer Index	14.63	14.90
Max Drawdown	52.78%	51.49%
VaR (99% Confidence)	$-4,879	$-4,612
VaR (99.9% Confidence)	$-6,481	$-6,127
Beta to Benchmark	0.98	N/A

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

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

21.15

Skew

-0.24

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark	Excess
Market Factor	0.9606	0.9821	-0.0214
Style Factor	-0.4244	0.0123	-0.4367
Size Factor	0.0458	-0.0571	0.1029
U.S. Tilt (Non U.S.)	-0.0215	0.3997	-0.4211

Adjusted R²

Portfolio	0.94
Benchmark	0.97

Intercept

Portfolio	0.00
Benchmark	0.00

Factor Attribution