Backtest results

Check out Notifinio ETF Robo Advisor automated portfolio investment strategy backtest results.

Portfolio Templates - historical performance
NameMax DrawdownAnnual return (CARG)Sharpe RatioVolatility (ann.)Stock / Bond aspectStructure
Ray Dalio’s All Weather-23.02%4.55%0.637.51%42% / 58%{VTI: 32.07%, TLT: 12.65%, IEF: 45.91%, DBC: 1.83%, GLD: 7.53%}
Stable Growth-21.73%4.56%0.588.29%45% / 55%{VTI: 30%, TLT: 40%, IEF: 15%, VWO: 7.5%, IVV: 7.5%}
Balanced-22.08%5.44%0.717.96%55% / 45%{VTI: 42.86%, TLT: 25.37%, IEF: 19.16%, DBC: 0.35%, GLD: 12.26%}
Risk Lover-27.84%7.25%0.6412.18%85% / 15%{SPY: 65%, TLT: 15%, MTUM: 20%}
Aggressive - 5 Factor-40.14%11.07%0.6518.98%100% / 0%{QQQ: 60%, VTI: 25%, SLYV: 6%, EFA: 3%, SCZ: 3%, VWO: 3%}
Extremely Aggressive-45.61%11.21%0.6519.03%100% / 0%{QQQ: 65%, VTI: 30%, DBC: 5%}

Performance of the Benchmarks
NameMax DrawdownAnnual returnSharpe RatioStock / Bond aspectStructure
Benchmark: QQQ-53.31%13.30%0.72100% / 0%{QQQ:1}
Benchmark: SPY-54.69%9.40%0.60100% / 0%{SPY:1}