80/20 Stocks Bonds Backtest
Over this window, 80/20 (VTI/BND) returned 9.5% annualized with a maximum drawdown of 44.5%.
Assumptions
- 80/20 (VTI/BND): 20% BND, 80% 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 |
|---|---|---|---|---|---|---|
| 80/20 (VTI/BND) | 9.5% | -44.5% | 15.6% | 0.57 | 0.80 | 0.21 |
Growth of $10,000
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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.