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 2026-07-03 (38.5 years): 10.0% CAGR, 0.74 Sharpe, -57.6% max drawdown, 16.5% volatility.
- Type
- Fixed Allocation
- Author
- Benchmark
- Rebalancing
- Annual
- Risk
- Aggressive
- Period
- 1987-12-31 to 2026-07-03
- CAGR
- 10.0%
- Sharpe
- 0.74
- 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.
Global Stock Market: frequently asked questions
- What is Global Stock Market?
- Global equity benchmark: 60% US, 40% international. Approximating market-cap weights.
- Who created the Global Stock Market strategy?
- Global Stock Market was developed by Benchmark.
- What is the historical return and maximum drawdown of Global Stock Market?
- Backtested from 1987-12-31 to 2026-07-03, Global Stock Market returned 10.0% CAGR with a -57.6% maximum drawdown and a Sharpe ratio of 0.74. Past performance does not guarantee future results.
- How often is Global Stock Market rebalanced?
- Global Stock Market is rebalanced annual. BestFolio publishes the updated allocation signal each period.
- Is Global Stock Market a fixed or tactical strategy?
- Global Stock Market is a fixed-allocation (strategic) portfolio: it holds a set allocation and rebalances on schedule rather than rotating based on market signals.
Backtest Performance (1987-12-31 to 2026-07-03)
| Metric | Global Stock Market |
|---|---|
| Compound Annual Growth Rate (CAGR) | 10.0% |
| Maximum Drawdown | -57.6% |
| Sharpe Ratio | 0.74 |
| Sortino Ratio | 0.95 |
| Annualized Volatility | 16.5% |
| Calmar Ratio | 0.17 |
| Total Return | 3766.5% |
| Backtest Period | 38.5 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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