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Etrade All Star Funds
Etrade All Star Funds Tactical Asset Allocation Moderate
Etrade All Star Funds Tactical Asset Allocation Moderate
live (public) 0.87% May 03
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
International Equity | HLMGX (HARDING LOEVNER GLOBAL EQUITY PORTFOLIO ADVISOR) | 0.29% | Harding Loevner Global Equity Advisor | 14.50% |
International Equity | GSIHX (GOLDMAN SACHS GQG PARTNERS INTERNATIONAL OPPORTUNITIES FUND CLASS A SHARES) | 0.18% | Goldman Sachs GQG Ptnrs Intl Opp A | 4.86% |
US Equity | ACAAX (ALGER CAPITAL APPRECIATION FUND ALGER CAPITAL APPRECIATION FUND CLASS A) | 0.17% | Alger Capital Appreciation A | 13.63% |
US Equity | NRAAX (NEUBERGER BERMAN SOCIALLY RESPONSIVE FUND CLASS A) | 0.04% | Neuberger Berman Socially Resp A | 17.04% |
General Bond | SAMBX (RIDGEWORTH SEIX FLOATING RATE HIGH INCOME FUND I SHARES) | 0.13% | RidgeWorth Seix Floating RT High Inc I | 19.82% |
General Bond | PFOAX (PIMCO FOREIGN BOND FUND (U.S. DOLLAR-HEDGED) A) | 0.10% | PIMCO Foreign Bond (USD-Hedged) A | 19.41% |
Real Estate | RRREX (DEUTSCHE REAL ESTATE SECURITIES FUND CLASS S) | 0.81% | DWS RREEF Real Estate Securities S | 5.42% |
Real Estate | TRREX (T. ROWE PRICE REAL ESTATE FUND INC. T. ROWE PRICE REAL ESTATE FUND INC.) | 0.77% | T. Rowe Price Real Estate | 5.32% |
CASH | CASH (CASH) | 0.0% | CASH | 0.16% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/03/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Etrade All Star Funds Tactical Asset Allocation Moderate | 3.4% | 12.0% | 1.6% | 19.3% | 11.2% | 12.5% |
VFINX (Vanguard (S&P 500) Index) | 7.9% | 27.1% | 8.5% | 13.8% | 12.5% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.5% | 15.3% | 2.8% | 7.9% | 7.7% | 9.7% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.0 | 3.4 | 12.0 | 1.6 | 19.3 | 11.2 | 12.5 | 12.9 | 12.6 | 14.7 | -16.1 | 110.9 | 9.8 | 10.7 | -3.0 | 13.7 | 4.5 | -3.2 | 3.4 | 12.6 | 10.1 | 6.0 | 14.3 | 33.7 | -4.6 | 21.7 | 23.1 | 15.0 | 16.0 | 21.2 | 11.5 | 4.8 |
Sharpe Ratio | NA | 0.23 | 0.93 | -0.08 | 0.58 | 0.46 | NA | NA | 0.73 | 1.23 | -1.79 | 1.67 | 1.0 | 1.85 | -0.58 | 2.62 | 0.76 | -0.5 | 0.61 | 1.94 | 2.18 | 0.68 | 1.09 | 3.78 | -0.86 | 1.34 | 1.97 | 1.73 | 1.72 | 3.89 | 2.42 | 0.41 |
Draw Down(%) | NA | 4.6 | 7.2 | 17.2 | 17.2 | 17.2 | NA | NA | 17.2 | 7.2 | 17.0 | 4.8 | 13.0 | 2.8 | 9.8 | 2.3 | 6.4 | 8.6 | 5.7 | 3.9 | 3.4 | 8.0 | 9.9 | 4.6 | 7.5 | 10.9 | 14.7 | 6.0 | 12.2 | 5.9 | 3.8 | 4.7 |
Standard Deviation(%) | NA | 9.4 | 8.9 | 9.0 | 30.7 | 22.1 | NA | NA | 15.8 | 8.5 | 9.8 | 66.4 | 9.6 | 5.0 | 7.5 | 5.0 | 5.6 | 6.3 | 5.5 | 6.5 | 4.6 | 8.9 | 13.1 | 8.9 | 6.5 | 13.9 | 10.1 | 7.4 | 8.8 | 5.3 | 4.3 | 6.1 |
Treynor Ratio | NA | 0.03 | 0.12 | -0.02 | 0.61 | 0.33 | NA | NA | 0.56 | 0.21 | -0.6 | 0.97 | 0.82 | 0.42 | -0.12 | 0.27 | 0.18 | -0.09 | 0.08 | 0.23 | 0.38 | 0.29 | 0.22 | 2.86 | -4.38 | 0.25 | 0.29 | 0.35 | 0.38 | -7.47 | -2.4 | -0.66 |
Alpha | NA | -0.03 | -0.02 | -0.01 | 0.07 | 0.04 | NA | NA | 0.04 | 0.0 | -0.05 | 0.29 | 0.03 | 0.01 | -0.01 | 0.02 | 0.01 | -0.01 | -0.01 | -0.01 | 0.02 | 0.02 | 0.02 | 0.1 | -0.02 | 0.06 | 0.04 | 0.05 | 0.04 | 0.08 | 0.03 | 0.01 |
Beta | NA | 0.73 | 0.69 | 0.38 | 0.29 | 0.3 | NA | NA | 0.21 | 0.51 | 0.29 | 1.14 | 0.12 | 0.22 | 0.37 | 0.48 | 0.24 | 0.35 | 0.42 | 0.54 | 0.27 | 0.2 | 0.66 | 0.12 | 0.01 | 0.74 | 0.68 | 0.37 | 0.39 | -0.03 | -0.04 | -0.04 |
RSquared | NA | 0.85 | 0.83 | 0.55 | 0.02 | 0.03 | NA | NA | 0.04 | 0.61 | 0.53 | 0.03 | 0.18 | 0.3 | 0.7 | 0.42 | 0.3 | 0.72 | 0.75 | 0.84 | 0.54 | 0.29 | 0.82 | 0.13 | 0.01 | 0.73 | 0.46 | 0.27 | 0.25 | 0.01 | 0.07 | 0.02 |
Sortino Ratio | NA | 0.32 | 1.34 | -0.11 | 2.72 | 1.82 | NA | NA | 2.0 | 1.8 | -2.25 | 17.18 | 1.33 | 2.56 | -0.76 | 4.09 | 1.02 | -0.65 | 0.83 | 2.79 | 3.28 | 0.94 | 1.57 | 6.39 | -1.12 | 1.85 | 2.79 | 2.53 | 2.39 | 5.92 | 3.63 | 0.55 |
Yield(%) | N/A | 0.88 | 3.12 | 4.24 | 28.05 | 15.62 | N/A | N/A | 9.43 | 2.91 | 3.63 | 112.29 | 3.71 | 4.75 | 2.91 | 0.35 | 5.06 | 2.5 | 4.93 | 2.9 | 2.55 | 3.82 | 2.71 | 3.92 | 4.02 | 14.85 | 13.15 | 6.73 | 3.54 | 3.55 | 5.06 | 6.14 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Tactical Asset Allocation
. The following is the description on how in general the strategy works for this portfolio. It is for information purpose only. The actual implementation might be
different from the description in some situations where optimization has been implemented.
The strategy first derives trend scores of the 5 major asset classes: US Equity, Emerging Market Equity, Fixed Income, Foreign Equity, REITs that are covered in Etrade All Star Funds. It then selects the top 2 risk assets and 1 fixed income asset.
1. Risk allocation: the risk profile of this portfolio is 40.
The total allocation of the 1 fixed income asset should be at least 40%.
2. Asset weights: risk assets selected are equally weighted by
default.
3. Fund selection: about 2 top performing funds among 79 available funds in the plan are chosen for each asset selected. They are usually equally weighted within
the asset by default.
4. Rebalance frequency: the portfolio is reviewed by the strategy program monthly
and the above steps are repeated. Asset weights are rebalanced back to target allocation if it is necessary. During a market downturn, the asset
exposure to risk assets might be reduced and is switched to fixed income instead to avoid big loss.
5.
Simulation: Performance data before this portfolio went public are obtained from historical simulation. They are hypothetical.