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)

Policy Report

Backtest Report

From 2008-04-01 to 2025-06-12 (17y 2m 11d)

Returns (annualized)

Portfolio	9.21%
Benchmark	11.32%

Risk (annualized)

Portfolio	21.22%
Benchmark	20.13%

Sharpe (annualized)

Portfolio	0.46
Benchmark	0.57

Excess Return (annualized)

-2.11%

Tracking Error (annualized)

7.75%

Information Ratio

-0.27

Statistic	Portfolio	Benchmark
Downside Volatility	22.39%	21.38%
Sortino Ratio	0.44	0.54
Calmar Ratio	0.19	0.22
Ulcer Index	14.59	14.87
Max Drawdown	52.78%	51.49%
VaR (99% Confidence)	$-4,935	$-4,682
VaR (99.9% Confidence)	$-6,556	$-6,220
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

21.14

Skew

-0.25

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark
Market Factor	0.9610	0.9610
Style Factor	-0.4323	-0.4323
Size Factor	0.0428	0.0428
U.S. Tilt (Non U.S.)	-0.0165	-0.0165

Adjusted R²

Portfolio	0.94
Benchmark	0.97

Intercept

Portfolio	0.00
Benchmark	0.00

Factor Attribution