Test 60/40 Portfolio

The chart shows the growth of an initial investment of $10,000 in Test 60/40 Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Apr 2, 2026, the Test 60/40 Portfolio returned -1.29% Year-To-Date and 8.51% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Apr 11, 2007, Test 60/40 Portfolio's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, your investment would double in approximately 9.3 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2009 with a return of +8.7%, while the worst month was Oct 2008 at -13.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Test 60/40 Portfolio closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +9.0%, while the worst single day was Mar 12, 2020 at -8.1%.

Test 60/40 Portfolio has an annualized alpha of 1.65%, beta of 0.61, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since April 11, 2007.

• This portfolio participated in 68.41% of S&P 500 Index downside but only 66.20% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.61 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Test 60/40 Portfolio has an expense ratio of 0.11%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Test 60/40 Portfolio ranks 42 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Test 60/40 Portfolio Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.15
• 5-Year: 0.52
• 10-Year: 0.74
• All Time: 0.56

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Test 60/40 Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Test 60/40 Portfolio provided a 2.59% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Test 60/40 Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Test 60/40 Portfolio was 37.77%, occurring on Mar 9, 2009. Recovery took 393 trading sessions.

The current Test 60/40 Portfolio drawdown is 4.13%.

The chart below shows the rolling one-month volatility.