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Analysis

Historical Backtesting

Run a model across any historical window to see how it compounded, how deep its drawdowns were, and how it behaved year by year against its benchmark.

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126 months tested

Cumulative

14.4%

8.1% bmk

Annualized

1.29%

0.75% bmk

Volatility

3.88%

annualized

Max drawdown

-12.7%

peak to trough

Longest recovery

57 mo

below prior peak

Positive months

69%

hit rate

Growth of $100,000

Jan 2016 – Jul 2026

Jul 2026

$114,376

Blended Global 60/40 Index

$108,113

$94,881$101,347$107,814$114,281$120,748Jan 2016Nov 2017Sep 2019Jul 2021May 2023Mar 2025
Model Blended Global 60/40 Index

Calendar-year returns in window

2016+4.5
2017+1.4
2018+2.6
2019+3.4
2020+1.4
2021+3.5
2022-10.8
2023+4.1
2024+2.2
2025+1.4
2026+0.7
Model Benchmark

Stress episodes

EpisodeWindowModelBenchmark
COVID-19 selloffJan 2020 – Mar 2020-10.8%-11.4%
2022 rate shockJan 2022 – Oct 2022-10.4%-11.2%
2025 growth scareFeb 2025 – May 2025-4.4%-4.9%

Backtested results are hypothetical, use the model's current construction applied to historical returns, and do not reflect advisory fees, taxes or trading costs.