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webster/ijs-vbr.tsv

Last active April 20, 2020 18:14
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Compare the IJS and VBR ETFs at various allocations from 0% VBR to 100% VBR.
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ijs-vbr.tsv
We can make this file beautiful and searchable if this error is corrected: It looks like row 2 should actually have 6 columns, instead of 10. in line 1.
Note Initial Balance Final Balance CAGR Stdev Best Year Worst Year Max. Drawdown Sharpe Ratio Sortino Ratio US Mkt Correlation
100IJS0VBR $10,000 $19,993 6.99% 19.39% 39.34% -37.50% -40.32% 0.42 0.59 0.91
90IJS $10,000 $20,005 7.00% 19.23% 39.06% -37.25% -39.83% 0.42 0.59 0.92
80IJS $10,000 $20,014 7.00% 19.07% 38.78% -37.00% -39.34% 0.42 0.59 0.92
70IJS $10,000 $20,023 7.01% 18.92% 38.50% -36.74% -38.85% 0.43 0.59 0.93
60IJS $10,000 $20,030 7.01% 18.77% 38.23% -36.49% -38.35% 0.43 0.59 0.93
50IJS $10,000 $20,036 7.02% 18.63% 37.95% -36.24% -37.85% 0.43 0.60 0.93
40IJS $10,000 $20,041 7.02% 18.49% 37.67% -35.99% -37.34% 0.43 0.60 0.94
30IJS $10,000 $20,044 7.02% 18.36% 37.39% -35.73% -36.83% 0.43 0.60 0.94
20IJS $10,000 $20,046 7.02% 18.24% 37.11% -35.48% -36.32% 0.43 0.60 0.94
10IJS $10,000 $20,046 7.02% 18.12% 36.83% -35.23% -35.80% 0.44 0.60 0.94
0IJS100VBR $10,000 $20,046 7.02% 18.00% 36.55% -34.98% -35.27% 0.44 0.60 0.95
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