Ivy Portfolio Backtest
Historical backtest of the static Ivy Portfolio: equal 20% allocations to US stocks (VTI), foreign stocks (VEU), REITs (VNQ), bonds (AGG), and commodities (DBC), rebalanced annually.
Assumptions
- Ivy 5-Fund (VTI/VEU/VNQ/AGG/DBC): 20% AGG, 20% DBC, 20% VEU, 20% VNQ, 20% 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 |
|---|---|---|---|---|---|---|
| Ivy 5-Fund (VTI/VEU/VNQ/AGG/DBC) | 6.4% | -46.8% | 14.8% | 0.40 | 0.55 | 0.14 |
Growth of $10,000
Run it yourself
Open this exact allocation in the live Portfolio Backtest tool to change the date range, add cash flows, compare against other portfolios, or switch on tax-aware mode. Free to run, no sign-up required.
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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.