Backtest results
Name | Max Drawdown | Annual return | Sharpe Ratio | Stock / Bond aspect | Structure |
---|---|---|---|---|---|
Conservative | -21.49% | 6.95% | 0.86 | 66.5% / 33.5% | {TLT: 39.2%, LQD: 11%, IEF: 22.5%, SPY: 27.3%} |
Balanced | -21.64% | 9.08% | 1.02 | 70% / 30% | {SPY: 35%, TLT: 10%, IEF: 10%, MTUM: 35%, LQD: 10%} |
Risk Lover | -20.70% | 10.53% | 1.01 | 85% / 15% | {SPY: 65%, TLT: 15%, MTUM: 20%} |
Aggressive | -18.40% | 13.80% | 0.90 | 100% / 0% | {QQQ:1} |
Name | Max Drawdown | Annual return | Sharpe Ratio | Stock / Bond aspect | Structure |
---|---|---|---|---|---|
Benchmark: QQQ | -53.31% | 13.30% | 0.72 | 100% / 0% | {QQQ:1} |
Benchmark: SPY | -54.69% | 9.40% | 0.60 | 100% / 0% | {SPY:1} |