Portfolio vs. 60/40 vs. S&P 500
All Data
10 Years
**S&P 500 backtest to 1972 and 60/40 backtest to 1970
Rob Arnott Portfolio
Details
The Rob Arnott Portfolio has a similar profile to the All Weather portfolio in that it is trying to minimize volatility and risk while maximizing returns.
This leads to an overweighting in bonds compared to equities.
Rob Arnott is the founder and chairman of Research Affiliates. The research and management firm is well known for the papers they publish and their investment strategies follow those papers.
Asset Allocation & Recommended ETFs
Performance Metrics
All Data
10 Years
Annual Return
6.1%
Sharpe Ratio
0.58
10 Year Annual Return
3.8%
Volatility (annualized)
6.8%
Max Drawdown
-23.2%
Positive Periods
68.5%
Dot Com Annual Return
4.7%
Great Financial Crisis Return
2.7%
Trade Frequency
Static
Ulcer Performance Index
1.0
How to Invest in the Rob Arnott Portfolio
M1 Finance is the recommended platform to invest in this portfolio. Find out why.
