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TD Ameritrade Premier List No Transaction Fee Mutual Fund Plan
TD Ameritrade Premier List No Transaction Fee Mutual Fund Plan Strategic Asset Allocation - Equal Weight Moderate
TD Ameritrade Premier List No Transaction Fee Mutual Fund Plan Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.50% November 11
Delayed
Holdings (As of 09/30/2022)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
Emerging Market Equity | SSEMX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND CLASS N) | 0.0% | SSgA Emerging Markets Instl | 13.13% |
Real Estate | TRREX (T. ROWE PRICE REAL ESTATE FUND INC. T. ROWE PRICE REAL ESTATE FUND INC.) | 1.05% | T. Rowe Price Real Estate | 13.27% |
International Equity | OAKGX (OAKMARK GLOBAL FUND INVESTOR CLASS) | 0.52% | Oakmark Global I | 10.64% |
US Equity | SSHFX (SOUND SHORE FUND INC. INVESTOR CLASS) | 1.28% | Sound Shore | 3.41% |
US Equity | NOSGX (NORTHERN SMALL CAP VALUE FUND NORTHERN SMALL CAP VALUE FUND) | 0.52% | Northern Small Cap Value | 4.69% |
Commodities | PCRDX (COMMODITYREALRETURN STRATEGY FUND D) | 1.20% | PIMCO Commodity Real Ret Strat D | 11.36% |
CASH | CASH (CASH) | 0.0% | CASH | 43.50% |
* Day change on 09/30/2022.
Beta
Performance (As of 11/11/2022)
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 Strategic Asset Allocation - Equal Weight Moderate | -9.3% | -8.8% | 2.7% | 1.7% | 3.8% | 3.2% |
VFINX (Vanguard (S&P 500) Index) | 7.9% | 27.1% | 8.5% | 13.5% | 12.5% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.5% | 15.3% | 2.8% | 7.7% | 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(%) | 2.3 | -8.8 | 2.7 | 1.7 | 3.8 | 3.2 | 5.7 | 5.7 | -9.3 | 7.1 | 8.3 | 15.1 | -8.4 | 4.8 | 6.0 | 7.8 | 3.1 | 3.4 | 10.3 | -1.3 | 10.4 | 26.8 | -25.5 | 8.0 | 13.2 | 9.0 | 12.7 | 23.9 | 1.3 | 10.0 |
Sharpe Ratio | NA | -0.94 | 0.19 | 0.08 | 0.36 | NA | NA | 0.55 | -0.97 | 0.93 | 0.48 | 2.54 | -1.25 | 0.9 | 0.79 | 0.63 | 0.61 | 0.57 | 2.12 | -0.15 | 1.3 | 2.21 | -1.71 | 0.63 | 1.6 | 1.47 | 1.71 | 5.43 | 0.03 | 1.17 |
Draw Down(%) | NA | 14.2 | 24.2 | 24.2 | 24.2 | NA | NA | 36.2 | 14.2 | 4.8 | 24.2 | 2.8 | 13.9 | 3.1 | 6.1 | 6.3 | 5.3 | 8.2 | 4.1 | 11.7 | 6.8 | 13.5 | 33.9 | 7.1 | 6.4 | 3.1 | 8.1 | 1.5 | 9.8 | 7.5 |
Standard Deviation(%) | NA | 10.4 | 12.1 | 10.3 | 9.0 | NA | NA | 8.7 | 10.6 | 7.6 | 16.8 | 5.4 | 7.8 | 4.6 | 7.4 | 12.4 | 5.0 | 5.9 | 4.9 | 9.2 | 7.9 | 12.1 | 15.5 | 8.0 | 6.2 | 4.6 | 6.9 | 4.3 | 5.5 | 6.5 |
Treynor Ratio | NA | -0.26 | 0.05 | 0.02 | 0.08 | NA | NA | 0.14 | -0.27 | 0.15 | 0.18 | 0.36 | -0.24 | 0.11 | 0.12 | 0.21 | 0.08 | 0.08 | 0.31 | -0.04 | 0.26 | 0.67 | -0.82 | 0.12 | 0.25 | 0.23 | 0.3 | 1.89 | 0.01 | 0.34 |
Alpha | NA | -0.02 | -0.01 | -0.01 | 0.0 | NA | NA | 0.01 | -0.02 | -0.02 | 0.0 | 0.01 | -0.03 | -0.01 | 0.01 | 0.03 | 0.0 | -0.03 | 0.02 | -0.01 | 0.02 | 0.06 | -0.06 | 0.02 | 0.02 | 0.02 | 0.03 | 0.07 | 0.02 | 0.04 |
Beta | NA | 0.38 | 0.43 | 0.42 | 0.42 | NA | NA | 0.35 | 0.37 | 0.48 | 0.45 | 0.38 | 0.4 | 0.37 | 0.47 | 0.38 | 0.37 | 0.42 | 0.33 | 0.35 | 0.39 | 0.4 | 0.32 | 0.43 | 0.4 | 0.3 | 0.39 | 0.12 | 0.17 | 0.23 |
RSquared | NA | 0.76 | 0.81 | 0.8 | 0.65 | NA | NA | 0.63 | 0.78 | 0.67 | 0.87 | 0.77 | 0.77 | 0.29 | 0.68 | 0.21 | 0.71 | 0.62 | 0.74 | 0.79 | 0.79 | 0.82 | 0.73 | 0.73 | 0.42 | 0.45 | 0.41 | 0.24 | 0.61 | 0.56 |
Sortino Ratio | NA | -1.28 | 0.24 | 0.11 | 0.51 | NA | NA | 0.76 | -1.31 | 1.29 | 0.59 | 3.79 | -1.58 | 1.18 | 1.13 | 1.42 | 0.86 | 0.76 | 3.33 | -0.19 | 1.84 | 3.26 | -2.1 | 0.85 | 2.4 | 2.17 | 2.35 | 9.73 | 0.05 | 1.56 |
Yield(%) | N/A | 10.47 | 6.13 | 5.09 | 4.3 | N/A | N/A | 4.93 | 4.0 | 7.58 | 5.09 | 5.81 | 3.71 | 0.4 | 3.75 | 3.21 | 4.37 | 3.41 | 4.01 | 5.36 | 4.52 | 4.97 | 5.58 | 6.53 | 6.76 | 6.9 | 5.39 | 3.36 | 3.71 | 5.06 |
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 Strategic Asset Allocation - Equal Weight
. The allocations are diversified by investing in 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 one or two funds for each of the 6 major asset classes.
1.Risk allocation: the risk profile of this portfolio 40.
The total allocation of the fixed income assets should be at least 40%.
2.Asset weights: risk assets selected are equally weighted by
default.
3.Fund selection: about one or two 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.
5.
Simulation: Performance data before this portfolio went public are obtained from historical simulation. They are hypothetical.