Backtest Portfolio Asset Allocation

This online portfolio backtesting tool allows you to construct one or more portfolios based on the
selected mutual funds, ETFs and stocks to analyze and backtest portfolio returns, risk
characteristics, standard deviation, annual returns and rolling returns. The results include a
visualization of the portfolio growth chart and rolling returns, CAGR, standard deviation, Sharpe
ratio, Sortino ratio, annual returns and ination adjusted returns. A periodic contribution or
withdrawal can also be specied together with the preferred portfolio rebalancing strategy. You can
also analyze and compare asset class based lazy portfolios with a longer time horizon starting from
1972.

Time Period

Year-to-Year

Start Year

2000

End Year

2017

Initial Amount

$ 100000 .00

Periodic Adjustment

None

Rebalancing

No rebalancing

Display Income

No

Benchmark

Vanguard 500 Index Fund

Fee Structure

None

Portfolio Assets
Portfolio #1
Portfolio #2
Portfolio #3
Asset 1

AAPL

33.3 %

Asset 2

GOOGL

33.4 %

Asset 3

AMZN

33.3 %

Asset 4

Ticker symbol

Asset 5

Ticker symbol

%
 %

Asset 6

Ticker symbol

Asset 7

Ticker symbol

Asset 8

Ticker symbol

Asset 9

Ticker symbol

Asset 10

Ticker symbol

%
 %

Total

100.00 %

0 %

0 %

Portfolio Analysis Results (Jan 2005 - May 2017)

Note: The time period was automatically adjusted based on the available data (Sep 2004 -
May 2017) for the selected asset: Alphabet Inc. (GOOGL)

Portfolio Allocations

Portfolio 1

Ticker Name Allocation

AAPL Apple Inc. 33.30%

GOOGL Alphabet Inc. 33.40%

AMZN Amazon.com, Inc. 33.30%

33.3% 33.3%
AAPL
GOOGL
AMZN

33.4%

Portfolio Returns
Initial Final Best Worst Max. Sharpe Sortino
Portfolio Balance Balance CAGR Stdev Year Year Drawdown Ratio Ratio
 Initial Final Best Worst Max. Sharpe Sortino
Portfolio Balance Balance CAGR Stdev Year Year Drawdown Ratio Ratio

Portfolio $100,000 $2,313,797 28.79% 26.39% 136.77% -54.32% -54.68% 1.06

1

Vanguard $100,000 $254,638 7.82% 14.17% 32.18% -37.02% -50.97% 0.53

500
Index
Fund

PortfolioGrowth

1,000,000
PortfolioBalance($)

500,000

100,000

2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015

Year
 AnnualReturns

180.0%

120.0%
AnnualReturn

60.0%

0.0%

60.0%
2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015

Year
 Notes on results:
Past performance is not a guarantee of future returns and data and other errors may
exist. See Disclaimer and Terms of Use
The entered time period is automatically adjusted based on the available return data
for the specied assets
The annual results for 2017 are based on full calendar months from January to May
CAGR = Compound Annual Growth Rate
Stdev = Standard Deviation based on annualized standard deviation of monthly log
returns
Sharpe and Sortino ratios are calculated and annualized from monthly excess returns
over risk free rate (1-month t-bills)
Stock market correlation is based on the correlation of monthly returns
Drawdowns are calculated based on monthly returns
Monthly return series of the selected benchmark is used for results comparisons
The backtested results assume no rebalancing per parameterization. See the
allocation drift tab for details
The results use total return and assume that all dividends and distributions are
reinvested. Taxes and transaction fees are not included

PF #1 Vanguard
Apple Alphabet Ination PF #1 Year 500 Index
Inc. Inc. Amazon.com, PF #1 Adjusted End Fund
Year Ination (AAPL) (GOOGL) Inc. (AMZN) Return Return Balance Return

2005 3.42% 123.26% 115.19% 6.46% 81.67% 75.67% $181,669 4.77%

2006 2.54% 18.01% 11.00% -16.31% 8.54% 5.85% $197,183 15.64%

2007 4.08% 133.47% 50.17% 134.77% 99.96% 92.12% $394,295 5.39%

2008 0.09% -56.91% -55.51% -44.65% -54.32% -54.36% $180,120 -37.02%

2009 2.72% 146.90% 101.52% 162.32% 136.77% 130.50% $426,478 26.49%

2010 1.50% 53.07% -4.20% 33.81% 34.08% 32.10% $571,817 14.91%

2011 2.96% 25.56% 8.74% -3.83% 15.58% 12.25% $660,882 1.97%

2012 1.74% 32.59% 9.52% 44.93% 31.11% 28.87% $866,494 15.82%

2013 1.50% 8.06% 58.43% 58.96% 26.27% 24.40% $1,094,081 32.18%

2014 0.76% 40.62% -5.39% -22.18% 15.24% 14.38% $1,260,854 13.51%

 PF #1 Vanguard
Apple Alphabet Ination PF #1 Year 500 Index
Inc. Inc. Amazon.com, PF #1 Adjusted End Fund
Year Ination (AAPL) (GOOGL) Inc. (AMZN) Return Return Balance Return

2015 0.73% -3.02% 46.61% 117.78% 26.57% 25.65% $1,595,842 1.25%

2016 2.07% 12.48% 1.86% 10.95% 10.20% 7.96% $1,758,602 11.82%

2017 1.37% 33.00% 24.56% 32.64% 31.57% 29.80% $2,313,797 8.60%

Annual returns for 2017 are based on partial year data

Vanguard
500 Index
PF #1 Vanguard Fund
Apple Alphabet Month 500 Index Month
Inc. Inc. Amazon.com, PF #1 End Fund End
Year Month (AAPL) (GOOGL) Inc. (AMZN) Return Balance Return Balance

2005 1 19.41% 1.47% -2.42% 6.15% $106,149 -2.45% $97,546

2005 2 16.67% -3.90% -18.60% -0.70% $105,411 2.09% $99,588

2005 3 -7.11% -3.98% -2.59% -5.01% $100,132 -1.76% $97,835

2005 4 -13.46% 21.88% -5.57% -0.40% $99,736 -1.91% $95,965

2005 5 10.26% 26.03% 9.73% 16.16% $115,853 3.17% $99,004

2005 6 -7.42% 6.09% -6.81% -1.68% $113,907 0.13% $99,130

2005 7 15.87% -2.17% 36.45% 12.29% $127,907 3.71% $102,804

2005 8 9.94% -0.61% -5.43% 1.75% $130,145 -0.91% $101,866

2005 9 14.33% 10.65% 6.09% 10.90% $144,326 0.79% $102,674

2005 10 7.42% 17.59% -12.01% 6.70% $153,998 -1.68% $100,951

2005 11 17.76% 8.81% 21.58% 14.76% $176,721 3.76% $104,751

2005 12 6.00% 2.46% -2.70% 2.80% $181,669 0.02% $104,774

2006 1 5.04% 4.29% -4.94% 2.79% $186,744 2.65% $107,546

2006 2 -9.30% -16.19% -16.47% -13.36% $161,802 0.25% $107,820

 Vanguard
500 Index
PF #1 Vanguard Fund
Apple Alphabet Month 500 Index Month
Inc. Inc. Amazon.com, PF #1 End Fund End
Year Month (AAPL) (GOOGL) Inc. (AMZN) Return Balance Return Balance

2006 3 -8.42% 7.55% -2.43% -1.18% $159,894 1.24% $109,156

2006 4 12.23% 7.16% -3.61% 7.37% $171,674 1.33% $110,611

2006 5 -15.09% -11.04% -1.70% -11.31% $152,250 -2.90% $107,407

2006 6 -4.18% 12.78% 11.76% 5.72% $160,956 0.13% $107,545

2006 7 18.67% -7.81% -30.48% -2.16% $157,476 0.61% $108,197

2006 8 -0.16% -2.09% 14.65% 0.92% $158,926 2.36% $110,753

2006 9 13.46% 6.17% 4.18% 9.10% $173,387 2.56% $113,592

2006 10 5.33% 18.53% 18.59% 12.48% $195,021 3.25% $117,285

2006 11 13.05% 1.77% 5.91% 7.23% $209,113 1.88% $119,491

2006 12 -7.44% -5.02% -2.18% -5.70% $197,183 1.40% $121,163

2007 1 1.05% 8.91% -4.54% 3.39% $203,864 1.49% $122,972

2007 2 -1.31% -10.38% 3.90% -4.45% $194,794 -1.97% $120,551

2007 3 9.81% 1.94% 1.66% 5.43% $205,375 1.11% $121,891

2007 4 7.42% 2.89% 54.13% 12.47% $230,986 4.42% $127,276

2007 5 21.43% 5.63% 12.73% 14.11% $263,574 3.48% $131,701

2007 6 0.70% 4.98% -1.06% 1.75% $268,199 -1.67% $129,503

2007 7 7.96% -2.43% 14.81% 5.77% $283,668 -3.09% $125,499

2007 8 5.10% 1.03% 1.74% 3.13% $292,557 1.50% $127,379

2007 9 10.82% 10.10% 16.57% 11.78% $327,026 3.72% $132,123

2007 10 23.77% 24.63% -4.29% 18.02% $385,952 1.58% $134,209

2007 11 -4.07% -1.98% 1.58% -2.43% $376,593 -4.19% $128,590

2007 12 8.70% -0.22% 2.30% 4.70% $394,295 -0.70% $127,690

2008 1 -31.66% -18.39% -16.13% -24.89% $296,166 -6.02% $120,008

 Vanguard
500 Index
PF #1 Vanguard Fund
Apple Alphabet Month 500 Index Month
Inc. Inc. Amazon.com, PF #1 End Fund End
Year Month (AAPL) (GOOGL) Inc. (AMZN) Return Balance Return Balance

2008 2 -7.64% -16.50% -17.03% -12.42% $259,393 -3.25% $116,106

2008 3 14.78% -6.52% 10.59% 7.30% $278,319 -0.44% $115,595

2008 4 21.22% 30.38% 10.28% 21.62% $338,505 4.86% $121,216

2008 5 8.51% 2.00% 3.80% 5.77% $358,052 1.28% $122,773

2008 6 -11.29% -10.14% -10.16% -10.77% $319,494 -8.44% $112,413

2008 7 -5.07% -10.01% 4.10% -4.90% $303,852 -0.83% $111,478

2008 8 6.66% -2.21% 5.86% 4.11% $316,342 1.45% $113,090

2008 9 -32.96% -13.55% -9.96% -23.62% $241,637 -8.91% $103,018

2008 10 -5.34% -10.28% -21.33% -10.38% $216,560 -16.79% $85,719

2008 11 -13.87% -18.48% -25.40% -17.48% $178,694 -7.17% $79,569

2008 12 -7.90% 5.01% 20.09% 0.80% $180,120 1.07% $80,418

2009 1 5.60% 10.04% 14.70% 8.86% $196,082 -8.41% $73,653

2009 2 -0.91% -0.16% 10.15% 1.81% $199,629 -10.66% $65,804

2009 3 17.70% 2.98% 13.35% 12.32% $224,228 8.76% $71,568

2009 4 19.70% 13.76% 9.64% 15.63% $259,269 9.56% $78,409

2009 5 7.93% 5.37% -3.14% 4.67% $271,370 5.62% $82,814

2009 6 4.87% 1.04% 7.27% 4.37% $283,235 0.22% $82,996

2009 7 14.72% 5.09% 2.51% 9.52% $310,208 7.58% $89,285

2009 8 2.95% 4.20% -5.33% 1.54% $314,982 3.60% $92,499

2009 9 10.19% 7.40% 14.99% 10.41% $347,780 3.72% $95,937

2009 10 1.70% 8.12% 27.26% 8.44% $377,149 -1.87% $94,145

2009 11 6.05% 8.74% 14.39% 8.69% $409,927 5.98% $99,776

2009 12 5.41% 6.34% -1.02% 4.04% $426,478 1.95% $101,717

 Vanguard
500 Index
PF #1 Vanguard Fund
Apple Alphabet Month 500 Index Month
Inc. Inc. Amazon.com, PF #1 End Fund End
Year Month (AAPL) (GOOGL) Inc. (AMZN) Return Balance Return Balance

2010 1 -8.86% -14.52% -6.77% -9.79% $384,722 -3.60% $98,051

2010 2 6.54% -0.59% -5.59% 1.86% $391,896 3.09% $101,083

2010 3 14.85% 7.65% 14.67% 13.13% $443,359 6.01% $107,162

2010 4 11.10% -7.30% 0.98% 4.69% $464,165 1.58% $108,853

2010 5 -1.61% -7.62% -8.49% -4.32% $444,117 -8.00% $100,149

2010 6 -2.08% -8.38% -12.91% -5.58% $419,357 -5.25% $94,892

2010 7 2.27% 8.97% 7.90% 4.61% $438,673 7.00% $101,531

2010 8 -5.50% -7.18% 5.89% -3.52% $423,224 -4.53% $96,932

2010 9 16.72% 16.84% 25.82% 18.76% $502,622 8.92% $105,577

2010 10 6.07% 16.72% 5.20% 7.80% $541,813 3.79% $109,577

2010 11 3.38% -9.45% 6.16% 1.50% $549,930 0.00% $109,577

2010 12 3.67% 6.88% 2.62% 3.98% $571,817 6.67% $116,887

2011 1 5.20% 1.08% -5.76% 1.86% $582,467 2.36% $119,642

2011 2 4.09% 2.17% 2.15% 3.33% $601,835 3.42% $123,729

2011 3 -1.33% -4.34% 3.95% -0.72% $597,502 0.03% $123,761

2011 4 0.46% -7.27% 8.70% 1.02% $603,576 2.95% $127,410

2011 5 -0.66% -2.77% 0.45% -0.72% $599,247 -1.15% $125,950

2011 6 -3.50% -4.28% 3.97% -1.77% $588,613 -1.67% $123,844

2011 7 16.33% 19.22% 8.82% 14.80% $675,710 -2.05% $121,309

2011 8 -1.45% -10.39% -3.28% -3.28% $653,519 -5.45% $114,702

2011 9 -0.91% -4.79% 0.46% -1.13% $646,150 -7.04% $106,624

2011 10 6.15% 15.07% -1.26% 5.52% $681,810 10.91% $118,261

2011 11 -5.58% 1.14% -9.94% -5.59% $643,674 -0.23% $117,984

 Vanguard
500 Index
PF #1 Vanguard Fund
Apple Alphabet Month 500 Index Month
Inc. Inc. Amazon.com, PF #1 End Fund End
Year Month (AAPL) (GOOGL) Inc. (AMZN) Return Balance Return Balance

2011 12 5.97% 7.76% -9.98% 2.67% $660,882 1.02% $119,185

2012 1 12.71% -10.19% 12.33% 8.76% $718,768 4.46% $124,506

2012 2 18.83% 6.57% -7.59% 11.74% $803,182 4.31% $129,868

2012 3 10.53% 3.72% 12.70% 9.99% $883,383 3.28% $134,130

2012 4 -2.60% -5.67% 14.51% -0.03% $883,074 -0.64% $133,272

2012 5 -1.07% -3.97% -8.19% -2.82% $858,177 -6.02% $125,252

2012 6 1.09% -0.14% 7.25% 2.09% $876,133 4.11% $130,399

2012 7 4.58% 9.12% 2.17% 4.63% $916,693 1.37% $132,185

2012 8 9.39% 8.23% 6.42% 8.68% $996,256 2.24% $135,145

2012 9 0.28% 10.13% 2.44% 1.86% $1,014,762 2.58% $138,627

2012 10 -10.76% -9.83% -8.43% -10.20% $911,246 -1.86% $136,049

2012 11 -1.22% 2.66% 8.23% 1.10% $921,241 0.56% $136,811

2012 12 -9.07% 1.29% -0.47% -5.94% $866,494 0.90% $138,046

2013 1 -14.41% 6.83% 5.83% -7.00% $805,847 5.18% $145,191

2013 2 -2.54% 6.02% -0.46% -0.64% $800,711 1.34% $147,135

2013 3 0.29% -0.87% 0.84% 0.22% $802,488 3.74% $152,636

2013 4 0.03% 3.83% -4.76% -0.52% $798,343 1.91% $155,549

2013 5 2.25% 5.66% 6.06% 3.77% $828,441 2.33% $159,170

2013 6 -11.83% 1.05% 3.15% -5.82% $780,208 -1.35% $157,020

2013 7 14.12% 0.84% 8.47% 10.01% $858,337 5.07% $164,984

2013 8 8.38% -4.60% -6.72% 2.07% $876,095 -2.91% $160,180

2013 9 -2.15% 3.43% 11.27% 2.02% $893,791 3.12% $165,180

2013 10 9.64% 17.66% 16.44% 12.79% $1,008,089 4.59% $172,757

 Vanguard
500 Index
PF #1 Vanguard Fund
Apple Alphabet Month 500 Index Month
Inc. Inc. Amazon.com, PF #1 End Fund End
Year Month (AAPL) (GOOGL) Inc. (AMZN) Return Balance Return Balance

2013 11 7.01% 2.81% 8.13% 6.57% $1,074,311 3.03% $177,988

2013 12 0.89% 5.77% 1.31% 1.84% $1,094,081 2.51% $182,463

2014 1 -10.77% 5.38% -10.06% -7.71% $1,009,744 -3.47% $176,133

2014 2 5.75% 2.94% 0.95% 3.90% $1,049,091 4.56% $184,166

2014 3 2.00% -8.32% -7.11% -2.44% $1,023,522 0.82% $185,683

2014 4 9.94% -4.11% -9.58% 2.46% $1,048,748 0.72% $187,027

2014 5 7.87% 6.87% 2.77% 6.58% $1,117,789 2.33% $191,394

2014 6 2.77% 2.28% 3.91% 2.92% $1,150,438 2.05% $195,321

2014 7 2.87% -0.88% -3.63% 0.83% $1,160,024 -1.39% $192,610

2014 8 7.75% 0.48% 8.32% 6.61% $1,236,706 3.99% $200,290

2014 9 -1.71% 1.04% -4.90% -1.92% $1,212,999 -1.42% $197,450

2014 10 7.20% -3.49% -5.27% 2.91% $1,248,308 2.42% $202,235

2014 11 10.60% -3.31% 10.86% 8.46% $1,353,863 2.68% $207,659

2014 12 -7.19% -3.35% -8.35% -6.87% $1,260,854 -0.26% $207,111

2015 1 6.14% 1.30% 14.24% 6.93% $1,348,288 -3.01% $200,872

2015 2 10.07% 4.67% 7.23% 8.77% $1,466,473 5.73% $212,389

2015 3 -3.14% -1.41% -2.12% -2.71% $1,426,739 -1.59% $209,005

2015 4 0.58% -1.07% 13.35% 2.86% $1,467,565 0.95% $210,988

2015 5 4.53% -0.63% 1.77% 3.27% $1,515,494 1.27% $213,673

2015 6 -3.72% -0.97% 1.13% -2.35% $1,479,944 -1.93% $209,543

2015 7 -3.29% 21.75% 23.51% 5.78% $1,565,509 2.08% $213,902

2015 8 -6.62% -1.47% -4.34% -5.28% $1,482,780 -6.04% $200,979

2015 9 -2.18% -1.46% -0.19% -1.56% $1,459,714 -2.49% $195,975

 Vanguard
500 Index
PF #1 Vanguard Fund
Apple Alphabet Month 500 Index Month
Inc. Inc. Amazon.com, PF #1 End Fund End
Year Month (AAPL) (GOOGL) Inc. (AMZN) Return Balance Return Balance

2015 10 8.34% 15.51% 22.27% 13.10% $1,650,929 8.42% $212,481

2015 11 -0.58% 3.45% 6.22% 1.98% $1,683,638 0.29% $213,090

2015 12 -11.02% 1.99% 1.67% -5.21% $1,595,842 -1.59% $209,696

2016 1 -7.52% -2.14% -13.15% -8.41% $1,461,667 -4.98% $199,260

2016 2 -0.13% -5.80% -5.87% -2.89% $1,419,461 -0.15% $198,971

2016 3 12.72% 6.37% 7.44% 10.07% $1,562,332 6.78% $212,452

2016 4 -13.99% -7.21% 11.11% -5.67% $1,473,671 0.37% $213,246

2016 5 7.18% 5.79% 9.58% 7.76% $1,587,979 1.78% $217,048

2016 6 -4.27% -6.05% -0.99% -3.44% $1,533,399 0.25% $217,590

2016 7 9.01% 12.48% 6.04% 8.52% $1,663,978 3.68% $225,590

2016 8 2.36% -0.19% 1.36% 1.60% $1,690,600 0.13% $225,882

2016 9 6.55% 1.80% 8.86% 6.57% $1,801,710 0.01% $225,900

2016 10 0.43% 0.73% -5.67% -1.65% $1,771,900 -1.83% $221,760

2016 11 -2.15% -4.20% -4.97% -3.42% $1,711,270 3.70% $229,962

2016 12 4.80% 2.14% -0.09% 2.77% $1,758,602 1.96% $234,476

2017 1 4.77% 3.50% 9.82% 6.19% $1,867,500 1.88% $238,891

2017 2 13.37% 3.02% 2.62% 8.23% $2,021,262 3.96% $248,358

2017 3 4.87% 0.34% 4.91% 4.23% $2,106,697 0.10% $248,606

2017 4 -0.01% 9.05% 4.34% 2.63% $2,162,082 1.02% $251,137

2017 5 6.78% 6.77% 7.53% 7.02% $2,313,797 1.39% $254,638

Metric Portfolio #1 Vanguard 500 Index Fund

Mean Return (monthly) 2.42% 0.71%

Metric Portfolio #1 Vanguard 500 Index Fund

Mean Return (annualized) 33.22% 8.88%

Compound Return (monthly) 2.13% 0.63%

Compound Return (annualized) 28.79% 7.82%

Volatility (monthly) 7.54% 4.03%

Volatility (annualized) 26.39% 14.17%

Max. Drawdown -54.68% -50.97%

Market Correlation 0.63 1.00

Beta(*) 1.18 1.00

Alpha (annualized) 18.98% 0.00%

R2 39.48% 100.00%

Sharpe Ratio 1.06 0.53

Sortino Ratio 1.76 0.76

Treynor Ratio (%) 23.68 7.37

Diversication Ratio 1.28 N/A

Skewness -0.54 -0.78

Excess Kurtosis 1.34 2.26

Historical Value-at-Risk (95%) -10.57% -7.11%

Delta Normal Value-at-Risk (95%) -12.31% -6.63%

Conditional Value-at-Risk (95%) -16.26% -9.77%

Positive Periods 98 out of 149 (65.77%) 98 out of 149 (65.77%)

Gain/Loss Ratio 1.18 0.81

(*) Beta is calculated against Vanguard 500 Index Fund (the selected benchmark). Market
correlation is against the US stock market.
 Drawdowns

0.0%

15.0%
Drawdown

30.0%

45.0%

60.0%
2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015

Year

Drawdowns for Portfolio 1

Drawdown Drawdown Drawdown Recovery Recovery
Rank Start End Length By Time Drawdown

1 Jan 2008 Nov 2008 11 months Nov 2009 1 year 11 -54.68%

months

2 Oct 2012 Jun 2013 9 months Nov 2013 1 year 2 -23.11%

months

3 Feb 2006 May 2006 4 months Oct 2006 9 months -18.47%

4 Dec 2015 Feb 2016 3 months Aug 2016 9 months -15.69%

5 Jan 2010 Jan 2010 1 month Mar 2010 3 months -9.79%

6 May 2010 Jun 2010 2 months Sep 2010 5 months -9.65%

7 Jan 2014 Jan 2014 1 month May 2014 5 months -7.71%

 Drawdown Drawdown Drawdown Recovery Recovery
Rank Start End Length By Time Drawdown

8 Dec 2014 Dec 2014 1 month Feb 2015 3 months -6.87%

9 Dec 2006 Feb 2007 3 months Apr 2007 5 months -6.85%

10 Aug 2015 Sep 2015 2 months Oct 2015 3 months -6.76%

11 Feb 2005 Apr 2005 3 months May 2005 4 months -6.04%

12 Nov 2011 Nov 2011 1 month Jan 2012 3 months -5.59%

13 Oct 2016 Nov 2016 2 months Jan 2017 4 months -5.02%

14 Aug 2011 Sep 2011 2 months Oct 2011 3 months -4.37%

15 Apr 2012 May 2012 2 months Jul 2012 4 months -2.85%

16 Mar 2015 Mar 2015 1 month Apr 2015 2 months -2.71%

17 May 2011 Jun 2011 2 months Jul 2011 3 months -2.48%

18 Nov 2007 Nov 2007 1 month Dec 2007 2 months -2.43%

19 Jun 2015 Jun 2015 1 month Jul 2015 2 months -2.35%

20 Sep 2014 Sep 2014 1 month Oct 2014 2 months -1.92%

21 Jun 2005 Jun 2005 1 month Jul 2005 2 months -1.68%

22 Mar 2011 Mar 2011 1 month Apr 2011 2 months -0.72%

Drawdowns for Vanguard 500 Index Fund

Drawdown Drawdown Drawdown Recovery Recovery
Rank Start End Length By Time Drawdown

1 Nov 2007 Feb 2009 1 year 4 months Aug 2012 4 years 10 -50.97%
months

2 Aug 2015 Sep 2015 2 months May 2016 10 months -8.38%

3 Jun 2007 Jul 2007 2 months Sep 2007 4 months -4.71%

4 Jan 2005 Apr 2005 4 months Jul 2005 7 months -4.04%

5 Jan 2014 Jan 2014 1 month Feb 2014 2 months -3.47%

6 Dec 2014 Jan 2015 2 months Feb 2015 3 months -3.27%

7 Aug 2013 Aug 2013 1 month Sep 2013 2 months -2.91%

 Drawdown Drawdown Drawdown Recovery Recovery
Rank Start End Length By Time Drawdown

8 May 2006 May 2006 1 month Aug 2006 4 months -2.90%

9 Feb 2007 Feb 2007 1 month Apr 2007 3 months -1.97%

10 Jun 2015 Jun 2015 1 month Jul 2015 2 months -1.93%

11 Oct 2012 Oct 2012 1 month Jan 2013 4 months -1.86%

12 Oct 2016 Oct 2016 1 month Nov 2016 2 months -1.83%

13 Aug 2005 Oct 2005 3 months Nov 2005 4 months -1.80%

14 Mar 2015 Mar 2015 1 month May 2015 3 months -1.59%

15 Sep 2014 Sep 2014 1 month Oct 2014 2 months -1.42%

16 Jul 2014 Jul 2014 1 month Aug 2014 2 months -1.39%

17 Jun 2013 Jun 2013 1 month Jul 2013 2 months -1.35%

Portfolio Assets
Best Worst Max. Sharpe Sortino
Ticker Name CAGR StdDev Year Year Drawdown Ratio Ratio Correlat

AAPL Apple Inc. 33.68% 33.16% 146.90% -56.91% -56.91% 1.03 1.71

GOOGL Alphabet Inc. 20.60% 29.29% 115.19% -55.51% -58.56% 0.73 1.31

AMZN Amazon.com, 28.48% 36.87% 162.32% -44.65% -54.16% 0.82 1.49

Inc.

Monthly Correlations
Ticker Name AAPL GOOGL AMZN PF #1 Vanguard 500 Index Fund

AAPL Apple Inc. - 0.46 0.33 0.88 0.54

GOOGL Alphabet Inc. 0.46 - 0.41 0.73 0.50

AMZN Amazon.com, Inc. 0.33 0.41 - 0.64 0.43

Portfolio Risk Decomposition

Ticker Name PF #1

AAPL Apple Inc. 38.20%

Ticker Name PF #1

GOOGL Alphabet Inc. 29.38%

AMZN Amazon.com, Inc. 32.42%

Annual Asset Returns

AnnualReturnsofPortfolioAssets

180.0%

120.0%
Return

60.0%

0.0%

60.0%
2005 2007 2009 2011 2013 2015
2006 2008 2010 2012 2014

Year