Conservative Income (Simple)
A preservation-focused 20/80 income portfolio. This high-quality fixed income strategy combines 80% short-duration bonds with 20% broad-market equities to provide stable returns and capital stability.
MODEL PORTFOLIO PERFORMANCE HISTORY
2026-08-21
Executive Summary
The Conservative Income (Simple) model portfolio provides research-grade current exposure tracking and performance analysis. It achieved an inception-to-date Compound Annual Growth Rate (CAGR) of 4.85% with a Maximum Drawdown of -5.45%. Focusing on the most recent 5-year window, the portfolio maintained a CAGR of 4.29%. The model aggregates 12 completed trades with a Sharpe Ratio of 1.53.
🛡️ Conservative Income (Simple) Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-5.5% (vs -11.0% B&H)
+5.6% shallower drawdown
Downside Efficiency
1.92 Sortino
+0.34 vs 1.58 B&H
Capital Sheltered from Risk
21.7% 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 | -2.39% | -2.39% | -5.45% | -11.02% | -5.45% | -11.02% | -5.45% | -11.02% |
| Sharpe Ratio | 1.91 | 1.91 | 1.35 | 0.89 | 1.54 | 1.09 | 1.53 | 1.26 |
| Sortino Ratio | 2.84 | 2.84 | 1.58 | 1.27 | 1.82 | 1.30 | 1.92 | 1.58 |
| CAGR | 6.54% | 6.54% | 4.29% | 3.94% | 5.08% | 4.67% | 4.85% | 4.93% |
| % Time Invested | 100.0% | 100.0% | 56.4% | 100.0% | 63.4% | 100.0% | 78.3% | 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 | 20% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-11-08 | 2025-04-07 | VTI | Completed | 20% | $208.74 | $236.52 | 13.25% | Stop |
| 2022-02-28 | 2024-08-01 | CASH (CASH) | Interest | 80% | $1.00 | $1.11 | 10.75% | Interest Income |
| 2022-11-07 | 2023-11-08 | CASH (CASH) | Interest | 20% | $1.00 | $1.05 | 5.11% | Interest Income |
| 2022-10-18 | 2022-11-07 | VTI | Completed | 20% | $178.60 | $179.97 | 0.72% | Signal |
| 2022-09-26 | 2022-10-18 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-05-25 | 2022-09-26 | VTI | Completed | 20% | $184.49 | $174.19 | -5.63% | Stop |
| 2022-05-03 | 2022-05-25 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-03-24 | 2022-05-03 | VTI | Completed | 20% | $107.06 | $196.29 | 83.26% | Stop |
| 2019-08-14 | 2022-02-28 | BSV | Completed | 80% | $67.71 | $69.46 | 2.53% | Signal |
| 2020-03-02 | 2020-03-24 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2019-01-15 | 2020-03-02 | VTI | Completed | 20% | $118.04 | $137.81 | 16.69% | Stop |
| 2017-10-16 | 2019-08-14 | CASH (CASH) | Interest | 80% | $1.00 | $1.04 | 3.70% | Interest Income |
| 2018-12-20 | 2019-01-15 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-08-24 | 2018-12-20 | VTI | Completed | 20% | $95.66 | $113.19 | 18.27% | Stop |
| 2009-04-02 | 2017-10-16 | BSV | Completed | 80% | $54.41 | $64.32 | 18.15% | Signal |
| 2016-07-27 | 2016-08-24 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-09-17 | 2016-07-27 | VTI | Completed | 20% | $86.45 | $94.79 | 9.60% | Signal |
| 2015-08-25 | 2015-09-17 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-31 | 2015-08-25 | VTI | Completed | 20% | $48.55 | $84.59 | 74.13% | Stop |
| 2011-08-09 | 2011-08-31 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2011-08-09 | VTI | Completed | 20% | $41.72 | $44.93 | 7.65% | Stop |
| 2010-05-07 | 2010-06-01 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-07-22 | 2010-05-07 | VTI | Completed | 20% | $35.40 | $43.40 | 22.55% | Stop |