Scenario controls
Compare both mixes through the same investor lens.
Portfolio A
Total weight
100%
Assets
2
Asset
Weight
Actions
Portfolio B
Total weight
100%
Assets
3
Asset
Weight
Actions
1970-2024 · 55 years
1970-2024 · 55 years
1970-2024 · 55 years
Comparison metrics
What changed?
Difference shows how Portfolio B changes the result relative to Portfolio A.
Metrics and charts use common overlap: 1970-2024 · 55 years
CAGR / annual return
7.1%
7.5%
+0.4%
CAGR / annual return
Portfolio A
7.1%
Portfolio B
7.5%
Difference
+0.4%
Volatility
10.6%
9.4%
-1.2%
Volatility
Portfolio A
10.6%
Portfolio B
9.4%
Difference
-1.2%
Max drawdown
-23.3%
-17.7%
+5.6%
Max drawdown
Portfolio A
-23.3%
Portfolio B
-17.7%
Difference
+5.6%
Sharpe
0.67
0.80
+0.13
Sharpe
Portfolio A
0.67
Portfolio B
0.80
Difference
+0.13
Sortino
1.43
2.04
+0.62
Sortino
Portfolio A
1.43
Portfolio B
2.04
Difference
+0.62
Best year
1986 · 28.3%
1986 · 27.2%
-1.1%
Best year
Portfolio A
1986 · 28.3%
Portfolio B
1986 · 27.2%
Difference
-1.1%
Worst year
2008 · -22.0%
2008 · -17.7%
+4.4%
Worst year
Portfolio A
2008 · -22.0%
Portfolio B
2008 · -17.7%
Difference
+4.4%
Allocation difference
Where B changes the mix
Gold
+20 pts
A 0% · B 20%
MSCI World
-10 pts
A 60% · B 50%
Global Bonds
-10 pts
A 40% · B 30%
Growth chart
Common-year compounding path for both mixes under the current scenario lens.
Drawdown chart
Drawdown from previous peak across the common comparable window.