60/40 Portfolio Backtest
Over this window, 60/40 (VTI/BND) returned 8.1% annualized with a maximum drawdown of 32.7%.
Assumptions
- 60/40 (VTI/BND): 40% BND, 60% VTI, rebalanced annually.
- Total-return prices (dividends reinvested), annual rebalancing, no taxes, fees, or cash flows.
Results
| Portfolio | CAGR | Max drawdown | Volatility | Sharpe | Sortino | Calmar |
|---|---|---|---|---|---|---|
| 60/40 (VTI/BND) | 8.1% | -32.7% | 11.7% | 0.61 | 0.85 | 0.25 |
Growth of $10,000
Run it yourself
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Historical simulation computed by the ArthaPilot backtest engine with total-return (dividends reinvested) prices and annual rebalancing, before taxes and fees. Past performance does not predict future results. This page is educational and is not investment, tax, or legal advice.