2 models · 8 assets
BLEND

Balanced Blend

Hypothetical backtest

Performance

May 31, 2007Sep 21, 2026

Growth of $100
+7.13%
CAGR
9.65%
Volatility
0.74
Sharpe
−20.61%
Max drawdown
232
Rebalances
4,858
Trading days

Holdings

Model output

Values

KeyValue
last rebalance date2026-09-01
last rebalance weights
{
  "m-4ff12f91-5fea-4157-bfea-c81edcc04505": 0.5,
  "m-c524fa98-44fb-4e73-863f-3f2490ef8473": 0.5
}
Implementation

Describe a strategy and get its tear sheet.

Start building