Global Stock Market — Fixed Allocation Portfolio
Global equity benchmark: 60% US, 40% international. Approximating market-cap weights.
Backtest Performance (1989-10-31 to 2026-04-07)
| Metric | Global Stock Market |
|---|---|
| Compound Annual Growth Rate (CAGR) | 9.0% |
| Maximum Drawdown | -57.6% |
| Sharpe Ratio | 0.60 |
| Sortino Ratio | 0.74 |
| Annualized Volatility | 16.7% |
| Calmar Ratio | 0.16 |
| Total Return | 2223.6% |
| Backtest Period | 36.4 years |
Strategy Details
- Type
- Fixed / Strategic
- Rebalancing
- annual
- Risk Level
- aggressive
- Variants
- 1
- Author
- Benchmark
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