Historical Model Matrix

 

Aggregate Model Portfolios

Historical Data - Net of Fees

Through 03/31/2020

3 YEAR

  

CONSERVATIVE

Standard Deviation                       

Mean Return                                 

Sharpe Ratio                                  

MVO Score                                    

 

MOD CONSERVATIVE

Standard Deviation                         

Mean Return                                   

Sharpe Ratio                                    

MVO Score                                     

 

MODERATE

Standard Deviation                       

Mean Return                                   

Sharpe Ratio

MVO Score

 

MOD AGGRESSIVE

Standard Deviation

Mean Return

Sharpe Ratio

MVO Score

 

AGGRESSIVE

Standard Deviation

Mean Return

Sharpe Ratio

MVO Score

ULTRA-AGGRESSIVE

Standard Deviation

Mean Return

Sharpe Ratio

MVO Score

Benchmark

2.52

2.67

0.61

0.00

 

 

4.57

4.30

0.70

0.00

 

 

6.77

5.52

0.67

0.00

 

 

9.05

6.44

0.63

0.00

 

 

11.34

7.37

0.60

0.00

11.34

7.37

0.60

0.00

Model

2.52

2.38

0.50

-0.29

3.64

3.74

0.72

-0.19

5.19

4.17

0.60

-0.64

7.55

5.63

0.63

-0.15

7.28

6.33

0.74

0.71

9.69

7.60

0.71

0.94

5 YEAR

  

Benchmark

2.55

2.24

0.61

0.00

 

 

4.49

3.29

0.60

0.00

 

 

6.64

4.11

0.54

0.00

 

 

8.92

4.61

0.48

0.00

 

 

11.17

5.15

0.45

0.00

11.17

5.15

0.45

0.00

Model

2.75

1.90

0.45

-0.32

3.98

2.63

0.50

-0.57

5.61

3.23

0.48

-0.63

 

 

7.77

4.40

0.51

0.07

 

 

7.75

4.60

0.54

0.27

9.91

5.52

0.54

0.67

10 YEAR

  

Benchmark

3.67

4.22

1.05

0.00

 

 

6.00

6.32

1.01

0.00

 

 

8.82

8.21

0.93

0.00

 

 

11.85

9.90

0.86

0.00

 

 

14.86

11.62

0.83

0.00

14.86

11.62

0.83

0.00

Model

3.94

5.11

1.21

0.76

 

 

6.47

5.35

1.16

0.57

 

 

7.45

7.78

1.02

0.46

 

 

9.18

9.18

1.00

0.95

 

 

10.10

10.12

1.01

1.43

12.51

11.75

0.97

1.58

Historical Data Disclosures - All Data and Downloads

 

Historical data and associated information is not an offer to buy/sell any securities and not a financial planning engagement.  $1MM invested shown net of 1.25% Advisory fee billed at .3125% quarterly.  Portfolio income and capital gains reinvested.  Taxes paid out-of-pocket. Quarterly rebalancing.  Time-weighted model data compiled from Morningstar, Inc.  Past performance is no guarantee of future results.  Not GIPS compliant.  It is not possible to invest directly in a benchmark or a model.  Holdings and results may vary.  All data viewed and/or downloaded is incomplete without complete disclosures. 

 

For complete Portfolio Advisory disclosures, please Click HereFor benchmark methodology, Click Here. 

  

 

Total Risk and Returns

10-Year Risk/Reward - Gross/Net of Fees

Through 03/31/2020

20181231 Risk Reward Data.jpg
 

Risk-Return Ratio Analysis

10-Year Shape Ratios - Gross/Net of Fees

Through 03/31/2020

20181231 Sharpe Ratio Analysis.jpg
 

Optimization Summary

10-Year MVO Scores - Gross/Net of Fees

Through 03/31/2020

20181231 MVO Scoring.jpg