Diversified Portfolio
Backtest results
Metrics
1Y · since Oct 2025Diversified Portfolio | |
|---|---|
| Total Return | +15.47% |
| CAGR | +15.60% |
| Sharpe | 1.20 |
| Calmar | 1.95 |
| Max DD | -8.02% |
| Volatility | 12.85% |
| Win Rate | 56.6% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A steady, balanced mix of broad U.S. equities: equal weight in the S&P 500 (SPY), the Mid-Cap Vanguard (VO) and the Small-Cap iShares (IJR). The portfolio is rebalanced periodically to maintain the 33-33-33 split, offering diversified exposure without market timing or risk-off shifts.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Diversified Portfolio?
A steady, balanced mix of broad U.S. equities: equal weight in the S&P 500 (SPY), the Mid-Cap Vanguard (VO) and the Small-Cap iShares (IJR). The portfolio is rebalanced periodically to maintain the 33-33-33 split, offering diversified exposure without market timing or risk-off shifts.
What is Diversified Portfolio holding today?
As of Oct 30, 2026, Diversified Portfolio allocates to IJR 33.3%, SPY 33.3%, VO 33.3%.
How has Diversified Portfolio performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Diversified Portfolio returned +15.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Diversified Portfolio?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Diversified Portfolio in a hypothetical backtest was -8%.
How do I use Diversified Portfolio?
Open Diversified Portfolio in Quantly to rerun the backtest, adjust the rules, and paper trade it. You can also connect a supported brokerage to trade your version live.
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.