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
2026-06-28
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 7.72% with a Maximum Drawdown of -18.30%. Focusing on the most recent 5-year window, the portfolio maintained a CAGR of 6.17%. The model aggregates 19 completed trades with a Sharpe Ratio of 0.89.
Portfolio Performance Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 13.91% | 13.91% | 6.17% | 7.94% | 10.35% | 10.25% | 7.72% | 8.32% |
| Sharpe Ratio | 1.62 | 1.62 | 0.68 | 0.69 | 1.11 | 0.87 | 0.89 | 0.71 |
| Max Drawdown | -5.86% | -5.86% | -15.93% | -20.54% | -15.93% | -21.72% | -18.30% | -34.70% |
| % Time Invested | 100.0% | 100.0% | 78.7% | 100.0% | 88.7% | 100.0% | 95.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.7 | 0.0 | 0.6 | 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 correlation structure of the raw ETFs over the entire simulation period.
Asset Correlation Matrix
-1.0 (Inverse) 0.0 (Neutral) +1.0 (Positive)
Top 5 Diversifier Suggestions
Suggested assets with the lowest correlation to your active portfolio over the selected window:
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 To protect active quantitative strategies, real-time allocations, pending next-day rebalances, and recent transactions (last 7 days) are not shown for free accounts. Upgrade to Premium 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% | $87.28 | $96.49 | 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% | $85.42 | $83.80 | -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% | $77.72 | $85.52 | 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% | $52.65 | $76.39 | 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 |
| 2003-03-21 | 2008-01-22 | SPY | Completed | 60% | $58.08 | $90.61 | 55.92% | Stop |
| 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% | $52.93 | $52.87 | -0.16% | Signal |
| 2005-09-20 | 2005-09-22 | CASH (CASH) | Interest | 40% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2001-08-22 | 2003-03-21 | CASH (CASH) | Interest | 60% | $1.00 | $1.03 | 2.66% | Interest Income |
| 2001-08-03 | 2001-08-22 | SPY | Completed | 60% | $77.91 | $74.34 | -4.63% | Stop |
| 2001-02-27 | 2001-08-03 | CASH (CASH) | Interest | 60% | $1.00 | $1.02 | 1.68% | Interest Income |
| 2000-12-26 | 2001-02-27 | SPY | Completed | 60% | $82.85 | $80.29 | -3.14% | Signal |
| 2000-12-01 | 2000-12-26 | CASH (CASH) | Interest | 60% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1998-09-24 | 2000-12-01 | SPY | Completed | 60% | $65.69 | $84.08 | 27.93% | Stop |
| 1998-09-01 | 1998-09-24 | CASH (CASH) | Interest | 60% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1995-05-11 | 1998-09-01 | SPY | Completed | 60% | $30.58 | $59.15 | 93.32% | Stop |
| 1995-01-19 | 1995-05-11 | CASH (CASH) | Interest | 60% | $1.00 | $1.02 | 1.77% | Interest Income |