90/10 Portfolio Backtest
Historical backtest of a 90/10 portfolio: 90% US total stock market (VTI) and 10% US aggregate bonds (BND), rebalanced annually.
Assumptions
- 90/10 (VTI/BND): 10% BND, 90% 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 |
|---|---|---|---|---|---|---|
| 90/10 (VTI/BND) | 10.2% | -50.0% | 17.7% | 0.56 | 0.78 | 0.20 |
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.