📊 Portfolio Statistics Dashboard

Comprehensive Performance Analysis

📅 Based on Monthly Data | 10-Year Analysis
Conservative Income
Conservative Balanced
Balanced Portfolio
Growth Portfolio
Aggressive Growth Portfolio
Portfolio Returns
Period Return Volatility
1 Year 6.5%
3 Year 6.9%
5 Year 2.3%
7 Year 3.4%
10 Year 3.6% 5.5%
Max Drawdown -14.4%
Drawdown Date September 2022
Time to Recovery 23 months
Positive Months 66.1%
Sharpe Ratio 0.27
Worst 1 Year Return -13.6%
Best 1 Year Return 12.9%
Worst 3 Year Return -7.4%
Best 3 Year Return 25.7%
Asset Class Correlations
Cash Fixed Income
Cash 1.00 0.20
Fixed Income 0.20 1.00
Asset Allocation
10-Year Asset Class Performance (Base $100)
Portfolio Returns
Period Return Volatility
1 Year 12.4%
3 Year 11.3%
5 Year 5.2%
7 Year 6.5%
10 Year 6.5% 7.6%
Max Drawdown -17.3%
Drawdown Date September 2022
Time to Recovery 18 months
Positive Months 70.2%
Sharpe Ratio 0.59
Worst 1 Year Return -15.8%
Best 1 Year Return 21.4%
Worst 3 Year Return -1.2%
Best 3 Year Return 41.6%
Asset Class Correlations
Cash Fixed Income Equity Alternative Investments
Cash 1.00 0.20 0.13 0.39
Fixed Income 0.20 1.00 0.77 0.67
Equity 0.13 0.77 1.00 0.66
Alternative Investments 0.39 0.67 0.66 1.00
Asset Allocation
10-Year Asset Class Performance (Base $100)
Portfolio Returns
Period Return Volatility
1 Year 16.4%
3 Year 14.2%
5 Year 7.4%
7 Year 8.7%
10 Year 8.5% 8.8%
Max Drawdown -18.1%
Drawdown Date September 2022
Time to Recovery 15 months
Positive Months 71.1%
Sharpe Ratio 0.73
Worst 1 Year Return -15.8%
Best 1 Year Return 29.2%
Worst 3 Year Return 4.5%
Best 3 Year Return 52.7%
Asset Class Correlations
Cash Fixed Income Equity Alternative Investments
Cash 1.00 0.20 0.13 0.39
Fixed Income 0.20 1.00 0.77 0.67
Equity 0.13 0.77 1.00 0.66
Alternative Investments 0.39 0.67 0.66 1.00
Asset Allocation
10-Year Asset Class Performance (Base $100)
Portfolio Returns
Period Return Volatility
1 Year 21.0%
3 Year 17.7%
5 Year 9.8%
7 Year 11.3%
10 Year 11.1% 11.3%
Max Drawdown -20.9%
Drawdown Date September 2022
Time to Recovery 15 months
Positive Months 70.2%
Sharpe Ratio 0.80
Worst 1 Year Return -17.6%
Best 1 Year Return 41.8%
Worst 3 Year Return 8.2%
Best 3 Year Return 68.2%
Asset Class Correlations
Fixed Income Equity Alternative Investments
Fixed Income 1.00 0.77 0.67
Equity 0.77 1.00 0.66
Alternative Investments 0.67 0.66 1.00
Asset Allocation
10-Year Asset Class Performance (Base $100)
Portfolio Returns
Period Return Volatility
1 Year 22.6%
3 Year 19.3%
5 Year 10.8%
7 Year 12.6%
10 Year 12.6% 13.2%
Max Drawdown -23.3%
Drawdown Date September 2022
Time to Recovery 15 months
Positive Months 70.2%
Sharpe Ratio 0.80
Worst 1 Year Return -19.4%
Best 1 Year Return 51.8%
Worst 3 Year Return 7.9%
Best 3 Year Return 77.1%
Asset Class Correlations
Fixed Income Equity Alternative Investments
Fixed Income 1.00 0.77 0.67
Equity 0.77 1.00 0.66
Alternative Investments 0.67 0.66 1.00
Asset Allocation
10-Year Asset Class Performance (Base $100)