- Portfolio Overview
- Holdings
- Performance
- Calculators
- Rolling Returns
- Drawdowns
Holdings
Historical Performance
The return data shown below all delayed by 3 months. Their latest dates are all the same: 08/31/2021.
AR inception is since 12/16/1994.
AR inception is since 12/16/1994.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Shiller Cyclically Adjusted PE 10 Stock Market Timing Strategy Monthly | NA | 0.03% | 2.82% | 2.00% | 2.40% | 2.67% | 2.54% | 3.01% |
| VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | NA | 31.33% | 18.08% | 17.96% | 16.22% | 10.80% | 9.20% | 11.26% |
| VSMGX (VANGUARD LIFESTRATEGY MODERATE GROWTH FUND INVESTOR SHARES) | NA | 17.69% | 10.53% | 9.80% | 8.43% | 6.52% | 6.58% | 8.31% |
| Ticker/Portfolio | Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | 1978 | 1977 | 1976 | 1975 | 1974 | 1973 | 1972 | 1971 | 1970 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | P Shiller Cyc...y Monthly | 0.00 | 0.03 | 2.82 | 2.00 | 2.40 | 2.67 | 2.54 | 3.01 | 0.02 | 0.12 | 7.99 | 1.35 | 0.63 | 0.21 | 0.03 | 0.02 | 7.28 | 3.24 | 2.47 | 8.19 | 16.61 | -9.96 | 3.02 | 3.30 | 2.19 | 0.95 | 3.25 | 1.69 | 2.33 | 4.09 | 3.25 | 3.34 | 3.56 | 3.54 | 7.52 | 1.37 | 3.91 | 3.43 | 13.24 | 3.52 | 15.97 | 8.98 | 9.91 | 10.34 | 23.79 | -0.67 | 21.15 | 12.86 | -8.43 | 29.33 | 19.28 | 3.97 | -3.83 | 17.16 | 34.53 | -22.16 | -6.54 | 8.44 | 9.89 | 0.00 |
| VFINX (VANGUA...R SHARES) | 0.84 | 31.33 | 18.08 | 17.96 | 16.22 | 10.80 | 9.20 | 11.26 | 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 | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| VSMGX (VANGUA...R SHARES) | 0.53 | 17.69 | 10.53 | 9.80 | 8.43 | 6.52 | 6.58 | 8.31 | 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 | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Sharpe Ratio | P Shiller Cyc...y Monthly | NA | 0.13 | 0.83 | 0.65 | 0.85 | NA | NA | 0.26 | 0.02 | -0.03 | 2.32 | 2.20 | 0.06 | 0.93 | -0.20 | 0.28 | 2.37 | 0.89 | 0.35 | 1.37 | 1.02 | -0.83 | 1.06 | 2.84 | 0.96 | 0.31 | 0.78 | 0.14 | 0.01 | 0.05 | 2.27 | 1.55 | 10.20 | 10.11 | 2.84 | -0.59 | 0.80 | 0.43 | 2.13 | -0.31 | 2.30 | 0.59 | 0.63 | 0.87 | 2.59 | -0.65 | 1.33 | 0.32 | -1.39 | 1.32 | 0.82 | -0.06 | -1.06 | 1.25 | 1.68 | -1.23 | -1.41 | 1.88 | 1.04 | NA |
| VFINX (VANGUA...R SHARES) | NA | 0.38 | 0.45 | 0.79 | 0.58 | NA | NA | 0.44 | 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 | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| VSMGX (VANGUA...R SHARES) | NA | 0.37 | 0.27 | 0.54 | 0.40 | NA | NA | 0.49 | 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 | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Standard Deviation(%) | P Shiller Cyc...y Monthly | NA | 0.00 | 2.52 | 1.95 | 2.08 | NA | NA | 8.34 | 0.00 | 3.28 | 2.84 | 0.02 | 0.01 | 0.00 | 0.00 | 0.00 | 3.06 | 3.59 | 6.97 | 5.92 | 16.17 | 13.15 | 0.03 | 0.01 | 0.02 | 0.02 | 3.26 | 4.20 | 0.05 | 0.01 | 0.01 | 0.02 | 0.00 | 0.00 | 1.29 | 2.67 | 2.30 | 2.43 | 4.45 | 5.67 | 4.45 | 7.25 | 9.35 | 7.09 | 7.18 | 11.34 | 11.33 | 16.60 | 13.30 | 16.02 | 14.87 | 17.28 | 7.04 | 10.94 | 18.16 | 22.51 | 8.10 | 2.99 | 6.64 | NA |
| VFINX (VANGUA...R SHARES) | NA | 19.34 | 18.36 | 17.85 | 18.44 | NA | NA | 18.11 | 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 | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| VSMGX (VANGUA...R SHARES) | NA | 10.36 | 10.78 | 10.33 | 10.40 | NA | NA | 11.50 | 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 | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Draw Down(%) | P Shiller Cyc...y Monthly | NA | 0.00 | 3.13 | 3.13 | 3.13 | NA | NA | 32.36 | 0.00 | 3.13 | 1.92 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.72 | 2.99 | 6.27 | 4.72 | 15.76 | 18.77 | 0.00 | 0.00 | 0.00 | 0.00 | 3.41 | 4.85 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.44 | 2.35 | 1.27 | 1.47 | 2.57 | 7.02 | 1.68 | 3.34 | 10.85 | 4.70 | 5.86 | 13.70 | 6.46 | 18.37 | 18.54 | 19.15 | 7.42 | 11.68 | 7.79 | 1.99 | 9.45 | 28.00 | 7.30 | 0.63 | 2.70 | 0.00 |
| VFINX (VANGUA...R SHARES) | NA | 18.76 | 18.76 | 24.59 | 33.83 | NA | NA | 55.25 | 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 | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| VSMGX (VANGUA...R SHARES) | NA | 9.62 | 13.15 | 22.29 | 22.43 | NA | NA | 41.18 | 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 | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Yield(%) | P Shiller Cyc...y Monthly | NA | 0.03 | 0.52 | 0.68 | 0.37 | NA | NA | 1.46 | 0.02 | 0.15 | 1.25 | 1.34 | 0.63 | 0.21 | 0.03 | 0.02 | 0.03 | 0.04 | 0.02 | 0.06 | 0.04 | 0.73 | 3.02 | 3.30 | 2.19 | 0.95 | 0.62 | 1.02 | 2.33 | 4.09 | 3.25 | 3.34 | 3.56 | 3.54 | 3.48 | 2.11 | 1.51 | 1.76 | 2.82 | 3.09 | 3.60 | 2.35 | 2.42 | 2.00 | 1.31 | 0.12 | 0.75 | 0.00 | 0.00 | 0.31 | 0.00 | 0.00 | 0.65 | 0.87 | 0.76 | 1.45 | 2.59 | 1.79 | 1.65 | 0.00 |
| 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 | 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 | NA | NA | NA | NA | NA |
P Shiller Cyclically Adjusted PE 10 Stock Market Timing Strategy Monthly Return Calculator
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
calculate result (Annualized)
Calculators
Dollar Cost Average Calculator for P Shiller Cyclically Adjusted PE 10 Stock Market Timing Strategy Monthly
Starting Amount:
Investment Length (years):
Investment Symbol:
Regular Investment Amount ($):
DCA Frequency:
Share on
Retirement Spending Calculator for P Shiller Cyclically Adjusted PE 10 Stock Market Timing Strategy Monthly
Starting Amount:
Period (Years):
Investment Portfolio or Fund:
Withdrawal Rate (%) :
%
Withdrawal Frequency:
Share on
Rolling Returns
From 12/31/1970 to 11/29/2021, the worst annualized return of 3-year rolling returns for P Shiller Cyclically Adjusted PE 10 Stock Market Timing Strategy Monthly is -9.07%.
From 12/31/1970 to 11/29/2021, the worst annualized return of 5-year rolling returns for P Shiller Cyclically Adjusted PE 10 Stock Market Timing Strategy Monthly is -2.02%.
From 12/31/1970 to 11/29/2021, the worst annualized return of 10-year rolling returns for P Shiller Cyclically Adjusted PE 10 Stock Market Timing Strategy Monthly is 0.38%.
Maximum Drawdown
P Shiller Cyclically Adjusted PE 10 Stock Market Timing Strategy Monthly Maximum Drawdown