Results & risk
Historical figures, not promises.
The summary below shows aggregate portfolio metrics from historical simulations. No live results are claimed.
Long-period comparison
Aggregate hypothetical backtest · 2007–H1 2025Hypothetical backtest · not a guarantee of future results · 2007–H1 2025
| Measure | Research | Broad US equity index |
|---|---|---|
| CAGR | +5.5% | +8.3% |
| Annualized volatility | 5.3% | 20.2% |
| Sharpe ratio | 1.03 | 0.50 |
| Maximum drawdown | −8.8% | −57.1% |
Hypothetical backtest · not a guarantee of future results · 2007–H1 2025. The index comparison is buy-and-hold and excludes dividends. Periods and assumptions affect results.
Stress risk — read this first
≈ −29%
Drawdown under a combined stress scenario
Modeling several adverse conditions produces a drawdown of about −29%. This is not a maximum-loss boundary; actual outcomes could be worse. Observed aggregate stress episodes lasted roughly 1–3 months. Historical duration is not a recovery promise.