- Portfolio Overview
- Holdings
- Performance
- Calculators
- Rolling Returns
- Drawdowns
Portfolio Overview
This portfolio should be replaced with a new one P Goldman Sachs Global Tactical Benchmarks Based Include Emerging Market Diversified Bonds ETFs instead.
This portfolio is the ETF version of the portfolio P Goldman Sachs Global Tactical Include Emerging Market Diversified Bonds, which uses index mutul funds.
It selects 3 ETFs every month from a list of candidate ETFs. The list of candidate ETFs includes
SPY, EFA, EEM, CSJ, SHY, TLT, ..., CASH.
For the latest list of ETFs and/or to customize a new portfolio using your own list of ETFs, click on 'Customize a New Portfolio' and then scroll down and click on 'Paremeter' next to 'Goldman Sachs Global Tactical Asset Allocation' strategy box, you will see a list of parameters.
How to design a custom portfolio
To design/select a list of candidate funds, pay attention to the following
- Since it chooses top three funds (or top n funds if you change the parameter), you will need to make sure these candidate funds do not have too much overlapped in asset class coverage to increase diversifcation. For example, if you have two US large cap funds and a US small cap fund in your fund list, at some point, the portfolio might end up holding all of the three funds, thus making it too concentrated on a single asset: US stocks. In general, make sure one fund for each risk asset and one fund for risky bonds (long term bonds or emerging market bonds, higy yield bonds, for example).
- However, for relative 'safer' bond funds such as diversified intermediate bond funds, you can purposely enter more than one in the fund list so that when this fund is doing well, it could be chosen multiple times. As always, make sure CASH appear n times so that in the last resort, the portfolio can go into ALL CASH in some extreme situations (i.e. when all other funds are ranked below CASH).
- You will need to handle the minimum holding periods carefully by yourself. The portfolio does NOT have any minimum holding period information. So for a mutual fund, you will use your own judgement. In general, if you have a LARGE portfolio, you can choose to use Transaction fee mutual funds whose fund-specific minimum holding period is 30 days or less. Usually, you can buy an institutional class fund that has minimum over $100,000 and pay the transaction fee charged by the brokerage. Paying such fees is actually better than using retail class funds that charge much higher annual expenses. Do your own due diligence here.
Holdings
Historical Performance
The return data shown below all delayed by 3 months. Their latest dates are all the same: 05/31/2018.
AR inception is since 06/29/2007.
AR inception is since 06/29/2007.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Goldman Sachs Global Tactical Include Emerging Market Diversified Bonds ETFs | NA | 13.15% | 6.31% | 6.79% | 8.21% | NA | NA | 10.01% |
| VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | NA | 14.22% | 10.74% | 12.81% | 9.12% | 9.19% | 6.54% | 8.43% |
| VSMGX (VANGUARD LIFESTRATEGY MODERATE GROWTH FUND INVESTOR SHARES) | NA | 7.67% | 5.30% | 6.66% | 5.18% | 6.61% | 5.87% | 5.09% |
| Ticker/Portfolio | Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | 1979 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | P Goldman Sac...onds ETFs | -1.30 | 13.15 | 6.31 | 6.79 | 8.21 | NA | NA | 10.01 | NA | NA | NA | NA | NA | NA | NA | 3.78 | 21.72 | 4.28 | -8.99 | 8.72 | 15.77 | 7.86 | 3.59 | 10.35 | 16.03 | 12.56 | 10.50 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | -0.77 | 14.22 | 10.74 | 12.81 | 9.12 | 9.19 | 6.54 | 8.43 | NA | 24.84 | 26.12 | -18.24 | 28.53 | 18.74 | 31.33 | -4.55 | 21.66 | 11.83 | 1.23 | 13.52 | 32.17 | 15.82 | 1.96 | 14.91 | 26.52 | -37.02 | 5.39 | 15.64 | 4.77 | 10.74 | 28.50 | -22.17 | -12.03 | -9.05 | 21.08 | 28.62 | 33.18 | 22.87 | 37.45 | 1.18 | 10.15 | 8.24 | 32.05 | -3.33 | 28.37 | 14.92 | 3.97 | 9.30 | 22.60 | 3.67 | 17.07 | 19.25 | -8.55 | 27.89 | -2.07 | |
| VSMGX (VANGUA...R SHARES) | -0.40 | 7.67 | 5.30 | 6.66 | 5.18 | 6.61 | 5.87 | 5.09 | NA | 10.28 | 15.51 | -16.01 | 10.08 | 13.59 | 19.30 | -6.28 | 14.86 | 7.09 | -2.21 | 6.38 | 14.73 | 9.78 | 0.12 | 13.14 | 20.35 | -26.49 | 7.21 | 13.30 | 5.68 | 11.76 | 22.40 | -10.34 | -4.78 | 1.27 | 14.09 | 21.59 | 17.90 | 10.77 | 26.58 | 2.04 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Sharpe Ratio | P Goldman Sac...onds ETFs | NA | 0.92 | 0.89 | 0.75 | 0.74 | NA | NA | 0.71 | NA | NA | NA | NA | NA | NA | NA | 0.22 | 2.74 | 0.42 | -0.95 | 1.07 | 1.33 | 1.15 | 0.24 | 0.59 | 1.00 | 1.00 | 0.42 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | 0.23 | 0.32 | 0.74 | 0.56 | NA | NA | 0.44 | -0.70 | 1.44 | 1.69 | -0.81 | 2.17 | 0.53 | 2.40 | -0.34 | 3.16 | 0.89 | 0.08 | 1.19 | 2.90 | 1.25 | 0.08 | 0.82 | 0.97 | -0.92 | 0.15 | 1.24 | 0.25 | 0.88 | 1.63 | -0.90 | -0.68 | -0.59 | 0.98 | 1.24 | 1.62 | 1.63 | 4.33 | -0.18 | 0.91 | 0.58 | 1.92 | -0.53 | 1.73 | 0.60 | 0.00 | 0.31 | 1.49 | -0.24 | 0.80 | 0.65 | -1.27 | 1.19 | -3.84 | |
| VSMGX (VANGUA...R SHARES) | NA | 0.29 | 0.15 | 0.51 | 0.38 | NA | NA | 0.49 | -0.10 | 0.48 | 1.37 | -1.22 | 1.32 | 0.70 | 2.78 | -0.86 | 3.76 | 0.83 | -0.26 | 1.01 | 2.16 | 1.23 | 0.01 | 1.18 | 1.12 | -0.98 | 0.41 | 1.36 | 0.50 | 1.49 | 2.09 | -0.75 | -0.58 | -0.23 | 1.08 | 1.57 | 1.57 | 0.93 | 4.20 | 4.63 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Standard Deviation(%) | P Goldman Sac...onds ETFs | NA | 11.80 | 9.96 | 9.75 | 11.98 | NA | NA | 12.56 | NA | NA | NA | NA | NA | NA | NA | 13.59 | 7.71 | 9.73 | 9.50 | 8.12 | 11.85 | 6.80 | 14.56 | 17.50 | 15.93 | 11.58 | 21.78 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | 19.39 | 18.60 | 17.94 | 18.44 | NA | NA | 18.12 | 28.69 | 12.67 | 13.09 | 24.19 | 13.11 | 34.69 | 12.48 | 17.11 | 6.68 | 13.11 | 15.51 | 11.39 | 11.07 | 12.74 | 23.36 | 18.07 | 27.22 | 40.99 | 16.02 | 10.04 | 10.29 | 11.10 | 17.04 | 25.96 | 21.55 | 22.20 | 18.17 | 20.48 | 18.21 | 11.77 | 7.77 | 9.92 | 8.83 | 9.93 | 14.69 | 16.06 | 13.09 | 17.07 | 33.80 | 16.55 | 11.67 | 12.80 | 13.62 | 18.09 | 14.61 | 16.53 | 23.80 | |
| VSMGX (VANGUA...R SHARES) | NA | 10.43 | 10.86 | 10.39 | 10.40 | NA | NA | 11.50 | 14.60 | 7.69 | 8.26 | 14.34 | 7.62 | 19.08 | 6.43 | 8.81 | 3.80 | 8.31 | 8.51 | 6.28 | 6.80 | 7.99 | 14.68 | 11.10 | 18.01 | 27.95 | 10.37 | 7.43 | 6.96 | 7.25 | 10.38 | 15.37 | 12.42 | 12.30 | 10.07 | 11.65 | 9.10 | 7.74 | 5.41 | 15.57 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Draw Down(%) | P Goldman Sac...onds ETFs | NA | 10.54 | 10.54 | 18.01 | 18.01 | NA | NA | 18.01 | NA | NA | NA | NA | NA | NA | NA | 10.54 | 2.68 | 7.78 | 15.62 | 5.89 | 10.37 | 4.77 | 14.34 | 13.31 | 7.34 | 10.59 | 12.72 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | 18.76 | 18.76 | 24.59 | 33.83 | NA | NA | 55.25 | 18.76 | 8.45 | 9.97 | 24.59 | 5.14 | 33.83 | 6.63 | 19.40 | 2.60 | 10.29 | 12.05 | 7.30 | 5.59 | 9.60 | 18.71 | 15.66 | 27.17 | 47.73 | 9.88 | 7.47 | 7.01 | 7.47 | 13.79 | 33.02 | 29.18 | 16.55 | 11.81 | 19.20 | 10.79 | 7.45 | 2.50 | 8.48 | 4.84 | 5.63 | 5.57 | 19.19 | 7.35 | 7.24 | 33.08 | 11.63 | 7.51 | 10.58 | 7.02 | 13.21 | 15.61 | 16.03 | 2.40 | |
| VSMGX (VANGUA...R SHARES) | NA | 9.62 | 13.24 | 22.29 | 22.43 | NA | NA | 41.18 | 9.62 | 4.17 | 8.15 | 21.74 | 3.53 | 22.43 | 3.12 | 11.47 | 1.14 | 6.20 | 8.34 | 4.70 | 5.67 | 6.27 | 12.90 | 8.64 | 19.61 | 36.81 | 6.11 | 6.13 | 4.74 | 5.89 | 8.91 | 20.06 | 17.93 | 8.77 | 6.26 | 11.99 | 6.02 | 4.75 | 1.82 | 1.89 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Yield(%) | P Goldman Sac...onds ETFs | NA | 1.78 | 2.43 | 2.74 | 3.28 | NA | NA | 3.31 | NA | NA | NA | NA | NA | NA | NA | 0.48 | 2.80 | 3.12 | 2.58 | 3.58 | 2.95 | 3.12 | 2.58 | 3.57 | 5.85 | 4.00 | 1.81 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| VSMGX (VANGUA...R SHARES) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
P Goldman Sachs Global Tactical Include Emerging Market Diversified Bonds ETFs Return Calculator
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Calculators
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Rolling Returns
From 06/29/2007 to 08/30/2018, the worst annualized return of 3-year rolling returns for P Goldman Sachs Global Tactical Include Emerging Market Diversified Bonds ETFs is 0.64%.
From 06/29/2007 to 08/30/2018, the worst annualized return of 5-year rolling returns for P Goldman Sachs Global Tactical Include Emerging Market Diversified Bonds ETFs is 3.17%.
From 06/29/2007 to 08/30/2018, the worst annualized return of 10-year rolling returns for P Goldman Sachs Global Tactical Include Emerging Market Diversified Bonds ETFs is 8.22%.
Maximum Drawdown
P Goldman Sachs Global Tactical Include Emerging Market Diversified Bonds ETFs Maximum Drawdown