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P Market Timing with Credit Spread SMA30days 1day 1day GSPC
P Market Timing with Credit Spread SMA30days 1day 1day GSPC
live (public) 0.00% September 29
Delayed
Holdings (As of 07/31/2020)
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| Asset | Fund in this portfolio | Price change* | Percentage |
|---|---|---|---|
| S&P500 | CASH (CASH) | 0.0% | 98.37% |
* Day change on 07/31/2020.
Previous
Performance (As of 09/29/2020)
Inception Date: 01/01/1997
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| P Market Timing with Credit Spread SMA30days 1day 1day GSPC | -18.3% | -16.9% | -6.8% | -1.0% | -0.1% | 1.0% |
| VFINX (Vanguard (S&P 500) Index) | 4.2% | 13.6% | 11.8% | 13.7% | 13.4% | 9.0% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.9% | 11.6% | 9.2% | 9.8% | 9.5% | 7.5% |
* YTD: Year to Date
** AR: Annualized Return
| Last 1 Week* | YTD*(2020) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Inception** | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AR(%) | 1.1 | -18.3 | -16.9 | -6.8 | -1.0 | -0.1 | 1.0 | 3.5 | 7.3 | -9.0 | 6.4 | 1.7 | 1.0 | -0.5 | 11.1 | 10.7 | -14.3 | 15.1 | 10.0 | -20.7 | 10.5 | 10.4 | 1.7 | -3.5 | 10.8 | 12.2 | -3.8 | 30.5 | 22.2 | 3.4 | 4.2 |
| SR | NA | -0.6 | -0.64 | -0.44 | -0.12 | -0.03 | NA | 0.14 | 0.69 | -0.79 | 1.14 | 0.18 | 0.08 | -0.05 | 1.53 | 1.19 | -0.8 | 1.0 | 0.5 | -0.73 | 0.64 | 0.89 | -0.06 | -0.54 | 0.8 | 0.53 | -0.38 | 1.72 | 1.65 | 0.01 | 0.05 |
| DD(%) | NA | 33.5 | 33.5 | 36.2 | 36.2 | 36.2 | NA | 36.2 | 7.3 | 17.9 | 3.8 | 7.7 | 10.3 | 8.1 | 3.6 | 7.0 | 21.0 | 8.0 | 17.4 | 34.3 | 9.1 | 6.3 | 7.2 | 11.1 | 12.3 | 15.5 | 22.7 | 6.2 | 6.6 | 17.0 | 14.0 |
| SD(%) | NA | 31.1 | 27.0 | 17.9 | 14.8 | 13.3 | NA | 14.9 | 8.6 | 13.0 | 5.1 | 8.5 | 11.8 | 9.5 | 7.3 | 9.0 | 17.9 | 14.9 | 19.7 | 29.7 | 11.6 | 7.9 | 7.8 | 8.1 | 12.7 | 20.8 | 16.2 | 15.4 | 11.5 | 16.4 | 14.2 |
| TR | NA | -0.33 | -0.31 | -0.14 | -0.03 | -0.01 | NA | 0.04 | 0.12 | -0.17 | 0.1 | 0.04 | 0.02 | -0.01 | 0.27 | 0.21 | -0.24 | 0.21 | 0.19 | -0.41 | 0.14 | 0.11 | -0.01 | -0.08 | 0.18 | 0.17 | -0.11 | 0.54 | 0.46 | 0.0 | 0.01 |
| Alpha(%) | NA | -0.12 | -0.1 | -0.05 | -0.03 | -0.02 | NA | 0.0 | -0.02 | -0.02 | -0.02 | -0.01 | 0.01 | -0.03 | 0.0 | 0.02 | -0.06 | 0.02 | -0.01 | 0.01 | 0.03 | 0.0 | 0.0 | -0.03 | -0.01 | 0.11 | 0.01 | 0.12 | 0.04 | -0.05 | -0.06 |
| Beta(%) | NA | 0.57 | 0.57 | 0.56 | 0.55 | 0.56 | NA | 0.56 | 0.48 | 0.59 | 0.58 | 0.43 | 0.59 | 0.65 | 0.41 | 0.5 | 0.59 | 0.7 | 0.53 | 0.53 | 0.54 | 0.63 | 0.58 | 0.54 | 0.56 | 0.65 | 0.57 | 0.49 | 0.41 | 0.65 | 0.61 |
| RS | NA | 0.51 | 0.51 | 0.52 | 0.51 | 0.53 | NA | 0.56 | 0.48 | 0.6 | 0.58 | 0.44 | 0.59 | 0.61 | 0.4 | 0.51 | 0.6 | 0.71 | 0.54 | 0.54 | 0.54 | 0.64 | 0.59 | 0.55 | 0.56 | 0.66 | 0.58 | 0.51 | 0.41 | 0.66 | 0.61 |
| SR | NA | -0.76 | -0.83 | -0.56 | -0.16 | -0.05 | NA | 0.2 | 0.96 | -1.04 | 1.64 | 0.26 | 0.11 | -0.07 | 2.28 | 1.88 | -1.0 | 1.46 | 0.7 | -0.96 | 0.88 | 1.31 | -0.09 | -0.72 | 1.19 | 0.84 | -0.53 | 2.99 | 2.67 | 0.01 | 0.06 |
| Yield(%) | N/A | 0.07 | 0.26 | 0.52 | 0.38 | 0.2 | N/A | 0.63 | 0.82 | 0.62 | 0.33 | 0.11 | 0.01 | 0.01 | 0.02 | 0.02 | 0.01 | 0.04 | 0.04 | 0.34 | 1.47 | 1.13 | 0.71 | 0.35 | 0.27 | 0.4 | 0.86 | 2.06 | 1.86 | 1.49 | 1.54 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/01/1997
Strategies
| Asset Strategy | Market Timing Rule with Credit Spread |
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