Classic 60/40 — Fixed Allocation Portfolio
The benchmark for balanced portfolios: 60% US stocks, 40% US bonds. Every other allocation is measured against this.
Backtest Performance (1987-01-30 to 2026-04-07)
| Metric | Classic 60/40 |
|---|---|
| Compound Annual Growth Rate (CAGR) | 9.0% |
| Maximum Drawdown | -34.7% |
| Sharpe Ratio | 0.81 |
| Sortino Ratio | 1.02 |
| Annualized Volatility | 11.4% |
| Calmar Ratio | 0.26 |
| Total Return | 2777.4% |
| Backtest Period | 39.2 years |
Strategy Details
- Type
- Fixed / Strategic
- Rebalancing
- annual
- Risk Level
- moderate
- Variants
- 1
- Author
- Traditional
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