Classic 60/40 (Simple)
The benchmark standard balanced portfolio. Combines 60% global equities with 40% aggregate bonds to provide diversified exposure and a favorable balance between risk and long-term capital growth.
MODEL PORTFOLIO PERFORMANCE HISTORY
2026-08-21
Executive Summary
The Classic 60/40 (Simple) model portfolio provides research-grade current exposure tracking and performance analysis. It achieved an inception-to-date Compound Annual Growth Rate (CAGR) of 7.86% with a Maximum Drawdown of -18.30%. Focusing on the most recent 5-year window, the portfolio maintained a CAGR of 6.01%. The model aggregates 14 completed trades with a Sharpe Ratio of 0.89.
🛡️ Classic 60/40 (Simple) Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-18.3% (vs -34.7% B&H)
+16.4% shallower drawdown
Downside Efficiency
1.08 Sortino
+0.25 vs 0.83 B&H
Capital Sheltered from Risk
16.2% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 Portfolio Performance Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -5.86% | -5.86% | -15.93% | -20.54% | -15.93% | -21.72% | -18.30% | -34.70% |
| Sharpe Ratio | 1.54 | 1.54 | 0.66 | 0.68 | 1.07 | 0.84 | 0.89 | 0.69 |
| Sortino Ratio | 2.28 | 2.28 | 0.75 | 0.95 | 1.24 | 1.00 | 1.08 | 0.83 |
| CAGR | 13.88% | 13.88% | 6.01% | 7.78% | 9.99% | 9.89% | 7.86% | 8.38% |
| % Time Invested | 100.0% | 100.0% | 66.1% | 100.0% | 78.0% | 100.0% | 83.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.7 | 0.0 | 0.7 | 0.0 |
Active Portfolio Composition
Cumulative Growth Performance
Asset Correlation & Trend Shifts
Analyze how different assets move together and how active strategy trends affect their relationship. Lookback Period:
Portfolio Type / Trend Phase:
Trend Insights
Currently showing the baseline Pearson correlation (r) of the raw asset daily returns over the selected lookback window.
Asset Correlation Matrix
Pearson Correlation Coefficients (r) on Daily Returns -1.0 (Inverse) 0.0 (Neutral) +1.0 (Positive)
Top 5 Diversifier Suggestions
Lowest Pearson correlation (r) candidates evaluated dynamically across all system assets:
Multi-Horizon Correlation View Matrix in Compare Studio →
Alternatives Return vs. Correlation Space
Unified Portfolio Activity Log
Aggregated trade execution history across all portfolio members with portfolio-level weight allocation.
Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Ticker | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Subscribe to Unlock | ||||||||
| 2025-04-07 | 2025-04-30 | CASH (CASH) | Interest | 60% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-11-08 | 2025-04-07 | SPY | Completed | 60% | $423.02 | $482.40 | 13.98% | Stop |
| 2022-01-18 | 2024-08-05 | CASH (CASH) | Interest | 40% | $1.00 | $1.11 | 10.83% | Interest Income |
| 2022-11-30 | 2023-11-08 | CASH (CASH) | Interest | 60% | $1.00 | $1.05 | 4.83% | Interest Income |
| 2022-10-18 | 2022-11-30 | SPY | Completed | 60% | $357.05 | $376.43 | 5.37% | Signal |
| 2022-09-26 | 2022-10-18 | CASH (CASH) | Interest | 60% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-06-02 | 2022-09-26 | SPY | Completed | 60% | $386.43 | $348.75 | -9.79% | Stop |
| 2022-05-10 | 2022-06-02 | CASH (CASH) | Interest | 60% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-03-24 | 2022-05-10 | SPY | Completed | 60% | $214.93 | $381.77 | 77.53% | Stop |
| 2019-03-13 | 2022-01-18 | AGG | Completed | 40% | $86.68 | $95.84 | 10.50% | Signal |
| 2020-03-02 | 2020-03-24 | CASH (CASH) | Interest | 60% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2019-01-16 | 2020-03-02 | SPY | Completed | 60% | $233.33 | $271.82 | 16.44% | Stop |
| 2018-03-06 | 2019-03-13 | CASH (CASH) | Interest | 40% | $1.00 | $1.02 | 2.17% | Interest Income |
| 2018-12-21 | 2019-01-16 | CASH (CASH) | Interest | 60% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2011-08-31 | 2018-12-21 | SPY | Completed | 60% | $94.06 | $220.73 | 134.56% | Stop |
| 2017-12-04 | 2018-03-06 | AGG | Completed | 40% | $84.84 | $83.23 | -1.95% | Signal |
| 2017-11-09 | 2017-12-04 | CASH (CASH) | Interest | 40% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2014-04-14 | 2017-11-09 | AGG | Completed | 40% | $77.20 | $84.94 | 9.98% | Signal |
| 2014-01-17 | 2014-04-14 | CASH (CASH) | Interest | 40% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2006-07-17 | 2014-01-17 | AGG | Completed | 40% | $52.29 | $75.87 | 45.04% | Signal |
| 2011-08-09 | 2011-08-31 | CASH (CASH) | Interest | 60% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-07-26 | 2011-08-09 | SPY | Completed | 60% | $83.28 | $87.61 | 5.15% | Stop |
| 2010-07-01 | 2010-07-26 | CASH (CASH) | Interest | 60% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-11-11 | 2010-07-01 | SPY | Completed | 60% | $81.88 | $77.67 | -5.20% | Stop |
| 2008-07-15 | 2009-11-11 | CASH (CASH) | Interest | 60% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2008-02-13 | 2008-07-15 | SPY | Completed | 60% | $96.88 | $87.62 | -9.60% | Signal |
| 2008-01-22 | 2008-02-13 | CASH (CASH) | Interest | 60% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2006-01-30 | 2006-07-17 | CASH (CASH) | Interest | 40% | $1.00 | $1.02 | 2.16% | Interest Income |
| 2005-09-22 | 2006-01-30 | AGG | Completed | 40% | $52.57 | $52.51 | -0.16% | Signal |