Portfolio vs. 60/40 vs. S&P 500
All Data
10 Years
**S&P 500 backtest to 1972 and 60/40 backtest to 1970
Robust Portfolio by Alpha Architect
Details
The Robust Portfolio was developed by the team at Alpha Architect and is a Buy and Hold version of their Robust Asset Allocation.
The portfolio holds 60% in equities, 20% in bonds, and 20% in REITs and commodities.
Asset Allocation & Recommended ETFs
Performance Metrics
All Data
10 Years
Annual Return
7.5%
Sharpe Ratio
0.51
10 Year Annual Return
6.1%
Volatility (annualized)
11.6%
Max Drawdown
-43.1%
Positive Periods
64.2%
Dot Com Annual Return
0.8%
Great Financial Crisis Return
-2.7%
Trade Frequency
Static
Ulcer Performance Index
0.7
How to Invest in the Robust Portfolio
M1 Finance is the recommended platform to invest in this portfolio. Find out why.
