Global Stock Market
StaticProaggressiveBased on research by Benchmark
This is BestFolio's independent implementation. Not affiliated with or endorsed by the original author.
About this Strategy
Global equity benchmark: 60% US, 40% international. Approximating market-cap weights.
The complete strategy logic, asset universe, and rebalancing rules are available to Pro subscribers. This includes the full methodology description, author notes, and implementation details.
Pro subscribers also get access to current signals, full backtest history, and the ability to blend this strategy into custom portfolios.
Strategy Rules
Pro subscribers only
- 1Allocate 60% to VTI (Vanguard Total US Stock Market)
- 2Allocate 40% to VXUS (Vanguard Total International Stock)
- 3Rebalance annually or when drift exceeds threshold
Key Differentiators
Research Source
Based on research by Benchmark
Strategy Info
- Type
- Fixed / Strategic
- Frequency
- annual
- Next Rebalance
- Jan 409:30 ET (227d)
- Variants
- 1
- Risk Category
- aggressive
- Tags
- static, benchmark
- Type
- Fixed/Strategic Asset Allocation (Benchmark)
- Trading Frequency
- Annual or on-drift rebalancing
- Number Of Holdings
- 2 ETFs
- Equity Allocation
- 100% (60% US + 40% International)
- Risk Level
- Aggressive
Asset Classes
Global Stock Market at a glance
Global Stock Market is a fixed-allocation portfolio by Benchmark across US Equity, International Equity, rebalanced annual. Backtested 1987-12-31 to 2026-05-20 (38.4 years): 10.0% CAGR, 0.66 Sharpe, -57.6% max drawdown, 16.5% volatility.
- Type
- Fixed Allocation
- Author
- Benchmark
- Rebalancing
- Annual
- Risk
- Aggressive
- Period
- 1987-12-31 to 2026-05-20
- CAGR
- 10.0%
- Sharpe
- 0.66
- Max Drawdown
- -57.6%
- Volatility
- 16.5%
Global Stock Market — Fixed Allocation Portfolio
Global Stock Market benchmark: 60% US (VTI) and 40% international (VXUS), approximating global market-cap weights. Together, these two funds provide exposure to over 12,000 stocks across 40+ countries.
Backtest Performance (1987-12-31 to 2026-05-20)
| Metric | Global Stock Market |
|---|---|
| Compound Annual Growth Rate (CAGR) | 10.0% |
| Maximum Drawdown | -57.6% |
| Sharpe Ratio | 0.66 |
| Sortino Ratio | 0.81 |
| Annualized Volatility | 16.5% |
| Calmar Ratio | 0.17 |
| Total Return | 3719.3% |
| Backtest Period | 38.4 years |
Strategy Details
- Type
- Fixed / Strategic
- Rebalancing
- annual
- Risk Level
- aggressive
- Variants
- 1
- Author
- Benchmark
Asset Classes
- US Equity
- International Equity
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