3-Fund Portfolio Backtest
Over this window, Three-Fund 40/20/40 (VTI/VXUS/BND) returned 7.8% annualized with a maximum drawdown of 22.4%.
Assumptions
- Three-Fund 40/20/40 (VTI/VXUS/BND): 40% BND, 40% VTI, 20% VXUS, rebalanced annually.
- Total-return prices (dividends reinvested), annual rebalancing, no taxes, fees, or cash flows.
Results
| Portfolio | CAGR | Max drawdown | Volatility | Sharpe | Sortino | Calmar |
|---|---|---|---|---|---|---|
| Three-Fund 40/20/40 (VTI/VXUS/BND) | 7.8% | -22.4% | 10.3% | 0.64 | 0.89 | 0.35 |
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.