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Mean Return, Return Standard Deviation and Shape Ratio for A 70% SPY Plus 30% Cash Rebalanced Portfolio (Rebalanced Every 28 Days)

This article is about finding SPY/Cash rebalanced portfoilo's mean return, return standard deviation and Sharpe ratio. The average trading days in a year is 252 days.

Return Lookup

Truncate Dates

Start Date:
End Date:
Investment Duaration: days
Tax Rate on Dividends:%
Start Date:
End Date:

Continue Runing With Random Dates

  • The investment duration is 252 days.

Looking up the Sharpe Ratio

Click this button to find the Shepe ratio based on the mean return and return standard devision. Since Sharpe ratio is also based on the risk free rate, you have to manually enter it here.
Risk Free Rate:%
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