Blend Calculator
Internal Tool
Portfolio Allocation
80%
ISCE
Growth
0% ISCE (All BIL)50 / 50100% ISCE
20%
BIL
Fixed Income
Avg Annual Return
+22.91%
80% ISCE / 20% BIL
10-Yr CAGR
+21.28%
Compounded
$100K Grows To
$688,645
2016 – 2025
Max Drawdown
-14.56%
Worst year
Year-by-Year Returns — Blended Portfolio
Risk Metrics
Annual Volatility
Std dev of returns
19.18%
Sharpe Ratio
Return per unit of risk
1.06
Sortino Ratio
Downside-only risk
3.60
Calmar Ratio
CAGR / Max drawdown
1.46
Beta vs S&P 500
1.0 = moves with market
1.04
Correlation to SPY
-1 to +1 vs SPY
0.83
Gain-to-Pain
Total gains / total losses
14.08
Positive Years
Out of 10
8 / 10
Up Capture
vs S&P 500
146.4%
Down Capture
vs S&P 500
63.1%
Up/Down Ratio
Higher = better
2.3x
Annual Returns by Year
| Year | Blend (80/20) | ISCE (100%) | BIL (100%) | S&P 500 |
|---|---|---|---|---|
| 2016 | +12.68% | +15.78% | +0.26% | +11.20% |
| 2017 | +19.46% | +24.15% | +0.72% | +18.48% |
| 2018 | -2.96% | -4.13% | +1.73% | -7.82% |
| 2019 | +28.96% | +35.63% | +2.28% | +28.34% |
| 2020 | +46.29% | +57.72% | +0.58% | +14.50% |
| 2021 | +23.39% | +29.23% | +0.05% | +29.11% |
| 2022 | -14.56% | -18.68% | +1.92% | -19.95% |
| 2023 ★ | +41.82% | +50.99% | +5.14% | +24.81% |
| 2024 ★ | +45.73% | +55.84% | +5.30% | +24.45% |
| 2025 ★ | +28.25% | +34.19% | +4.47% | +17.51% |
| Avg / Yr | +22.91% | +28.07% | +2.25% | +14.06% |
| 10-Yr CAGR | +21.28% | +25.61% | +2.23% | +12.91% |
| $100K | $688,645 | $978,168 | $124,641 | $336,662 |
Portfolio Comparison
| Metric | Blend (80/20) | ISCE 100% | BIL 100% | S&P 500 |
|---|---|---|---|---|
| Avg Annual | +22.91% | +28.07% | +2.25% | +14.06% |
| 10-Yr CAGR | +21.28% | +25.61% | +2.23% | +12.91% |
| Annual Vol | 19.18% | 23.79% | 1.92% | 16.09% |
| Sharpe | 1.06 | 1.07 | -0.13 | 0.72 |
| Sortino | 3.60 | 3.64 | -0.19 | 0.66 |
| Calmar | 1.46 | 1.37 | N/A | 0.65 |
| Beta vs S&P | 1.04 | 1.29 | 0.03 | 1.00 |
| Correlation to SPY | 0.83 | 0.83 | 0.20 | 1.00 |
| Gain-to-Pain | 14.08 | 13.31 | N/A | 6.06 |
| Max Drawdown | -14.56% | -18.68% | +0.05% | -19.95% |
| Up Capture | 146.4% | 180.2% | 11.2% | 100% |
| Down Capture | 63.1% | 82.1% | -13.1% | 100% |
| Up/Down Ratio | 2.3x | 2.2x | -0.8x | 1.00x |
Historical output of the AIMTRIX quantitative rules-based system, 2016-2025. BIL returns approximate 1-3 Month T-Bill ETF (SPDR BIL). Risk-free rate: 2.5%. All figures are for illustrative internal use only. Not investment advice. For accredited investors only.
Stratton Gould Capital Management LLC — AIMTRIX Internal Tools
Stratton Gould Capital Management LLC — AIMTRIX Internal Tools