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TD Ameritrade Premier List No Transaction Fee Mutual Fund Plan
TD Ameritrade Premier List No Transaction Fee Mutual Fund Plan Tactical Asset Allocation Moderate
TD Ameritrade Premier List No Transaction Fee Mutual Fund Plan Tactical Asset Allocation Moderate
live (public) 0.28% January 07
Due to TDAmeritrade's excessive 180 day minimum holding period for mutual funds, we don't recommend using this portfolio in your TDAmeritrade account.
Delayed
Holdings (As of 11/30/2021)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
Real Estate | TRREX (T. ROWE PRICE REAL ESTATE FUND INC. T. ROWE PRICE REAL ESTATE FUND INC.) | 2.07% | T. Rowe Price Real Estate | 16.39% |
Real Estate | CSRSX (COHEN & STEERS REALTY SHARES COHEN & STEERS REALTY SHARES) | 2.31% | Cohen & Steers Realty Shares | 15.81% |
General Bond | NJTFX (NEW JERSEY TAX-FREE BOND FUND NEW JERSEY TAX-FREE BOND FUND) | 0.16% | T. Rowe Price NJ Tax-Free Bond | 20.07% |
General Bond | MITFX (BMO INTERMEDIATE TAX-FREE FUND CLASS Y) | 0.09% | BMO Intermediate Tax-Free Y | 19.44% |
Commodities | PCRDX (COMMODITYREALRETURN STRATEGY FUND D) | 0.0% | PIMCO Commodity Real Ret Strat D | 28.29% |
* Day change on 11/30/2021.
Beta
Performance (As of 01/07/2022)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
TD Ameritrade Premier List No Transaction Fee Mutual Fund Plan Tactical Asset Allocation Moderate | -1.1% | 6.8% | 10.9% | 6.3% | 5.5% | 6.8% |
VFINX (Vanguard (S&P 500) Index) | 7.3% | 27.5% | 8.3% | 13.5% | 12.6% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.7% | 15.1% | 2.4% | 7.6% | 7.7% | 9.7% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.1 | 6.8 | 10.9 | 6.3 | 5.5 | 6.8 | 9.3 | 9.1 | -1.1 | 8.9 | 12.0 | 14.2 | -10.4 | 10.3 | 3.0 | -3.1 | 6.0 | 8.0 | 10.1 | -1.2 | 16.0 | 32.1 | -13.7 | 18.0 | 18.5 | 12.5 | 17.4 | 30.2 | 10.6 | 5.4 |
Sharpe Ratio | NA | 0.71 | 1.3 | 0.73 | 0.71 | NA | NA | 1.01 | -0.17 | 0.94 | 1.33 | 2.49 | -1.39 | 2.05 | 0.42 | -0.45 | 0.93 | 0.97 | 2.03 | -0.12 | 1.18 | 3.56 | -1.39 | 1.33 | 1.6 | 1.47 | 1.95 | 5.5 | 1.7 | 0.66 |
Draw Down(%) | NA | 5.6 | 11.8 | 16.8 | 16.8 | NA | NA | 21.5 | 1.2 | 5.6 | 11.8 | 2.7 | 16.8 | 3.4 | 7.2 | 10.7 | 5.0 | 8.6 | 4.0 | 11.4 | 9.3 | 4.5 | 21.5 | 9.7 | 12.9 | 5.6 | 10.9 | 3.6 | 6.7 | 3.3 |
Standard Deviation(%) | NA | 9.5 | 8.0 | 7.6 | 7.2 | NA | NA | 8.2 | 6.5 | 9.5 | 8.8 | 5.2 | 8.4 | 4.7 | 6.7 | 7.0 | 6.4 | 8.2 | 4.9 | 9.8 | 13.5 | 9.0 | 10.5 | 11.4 | 9.5 | 7.0 | 8.4 | 5.4 | 5.6 | 4.6 |
Treynor Ratio | NA | -2.29 | -7.02 | 1.14 | 0.61 | NA | NA | 0.66 | 0.02 | -3.34 | -6.94 | 4.07 | -0.36 | 0.29 | 6.15 | -1.55 | 4.89 | 0.12 | 0.36 | -0.05 | 0.24 | 2.62 | 15.28 | 0.28 | 0.23 | 0.29 | 0.4 | 82.94 | 3.3 | 0.9 |
Alpha | NA | 0.03 | 0.04 | 0.02 | 0.02 | NA | NA | 0.03 | -0.46 | 0.04 | 0.05 | 0.04 | -0.04 | 0.01 | 0.01 | -0.01 | 0.02 | -0.04 | 0.02 | -0.01 | 0.03 | 0.1 | -0.06 | 0.05 | 0.03 | 0.04 | 0.05 | 0.1 | 0.04 | 0.01 |
Beta | NA | -0.03 | -0.01 | 0.05 | 0.08 | NA | NA | 0.12 | -0.45 | -0.03 | -0.02 | 0.03 | 0.33 | 0.33 | 0.0 | 0.02 | 0.01 | 0.65 | 0.28 | 0.26 | 0.67 | 0.12 | -0.01 | 0.54 | 0.66 | 0.36 | 0.41 | 0.0 | 0.03 | 0.03 |
RSquared | NA | 0.0 | 0.0 | 0.02 | 0.04 | NA | NA | 0.09 | 0.79 | 0.0 | 0.0 | 0.01 | 0.43 | 0.22 | 0.0 | 0.0 | 0.0 | 0.77 | 0.53 | 0.39 | 0.8 | 0.14 | 0.0 | 0.59 | 0.48 | 0.27 | 0.29 | 0.0 | 0.02 | 0.02 |
Sortino Ratio | NA | 0.95 | 1.75 | 0.97 | 0.95 | NA | NA | 1.4 | -0.16 | 1.26 | 1.76 | 3.71 | -1.73 | 2.88 | 0.59 | -0.59 | 1.27 | 1.32 | 3.06 | -0.16 | 1.71 | 6.09 | -1.74 | 1.83 | 2.31 | 2.06 | 2.81 | 8.87 | 2.59 | 0.97 |
Yield(%) | N/A | 3.97 | 4.91 | 3.71 | 4.02 | N/A | N/A | 4.47 | 0.0 | 4.02 | 4.61 | 6.28 | 3.48 | 0.4 | 3.7 | 4.16 | 4.86 | 3.74 | 5.21 | 6.33 | 2.75 | 4.72 | 4.48 | 6.31 | 4.24 | 4.54 | 3.2 | 4.68 | 4.05 | 8.1 |
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 |
*: 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 6 major asset classes: US Equity, Foreign Equity, REITs, Emerging Market Equity, Fixed Income, Commodity that are covered in TD Ameritrade Premier List No Transaction Fee Mutual Fund Plan. 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 103 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.