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CNBC Model ETF Diversified Global Core Portfolio
CNBC Model ETF Diversified Global Core Portfolio Strategic Asset Allocation - Equal Weight Moderate
CNBC Model ETF Diversified Global Core Portfolio Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.13% January 28
Delayed
Holdings (As of 11/30/2020)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
International Equity | VEU (Vanguard FTSE All-World ex-US Index Fund ETF Shares) | 2.27% | VEU (Vanguard FTSE All-World ex-US ETF) | 15.56% |
Commodities | DBC (Invesco DB Commodity Index Tracking Fund) | 0.57% | DBC (PowerShares DB Commodity Idx Trking Fund) | 18.02% |
General Bond | BND (Vanguard Total Bond Market Index Fund ETF Shares) | 0.14% | BND (Vanguard Total Bond Market ETF) | 34.70% |
US Equity | IWV (iShares Russell 3000 ETF) | 0.59% | IWV (iShares Russell 3000 Index) | 18.40% |
CASH | CASH (CASH) | 0.0% | Money Market | 13.32% |
* Day change on 11/30/2020.
Beta
Instructions On FolioInvesting.com Download Current Holdings to FolioInvesting CSV file
Performance (As of 01/28/2021)
Since 12/31/2007
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
CNBC Model ETF Diversified Global Core Portfolio Strategic Asset Allocation - Equal Weight Moderate | 1.0% | 9.4% | 3.8% | 6.4% | 3.8% | |
VFINX (Vanguard (S&P 500) Index) | 10.0% | 28.0% | 9.2% | 14.4% | 12.7% | 14.3% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.7% | 16.0% | 3.3% | 8.2% | 7.9% | 9.5% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 12/31/2007 |
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.8 | 9.4 | 3.8 | 6.4 | 3.8 | 3.2 | 1.0 | 7.9 | 12.7 | -6.2 | 7.5 | 7.2 | -4.1 | -0.4 | 4.8 | 8.5 | 1.0 | 9.6 | 14.6 | -17.2 | 0.0 |
Sharpe Ratio | NA | 0.68 | 0.32 | 0.75 | 0.47 | 0.32 | 0.15 | 0.57 | 2.5 | -1.18 | 2.17 | 1.09 | -0.72 | -0.1 | 0.91 | 1.19 | 0.1 | 1.15 | 1.18 | -1.07 | NA |
Draw Down(%) | NA | 16.2 | 16.4 | 16.4 | 16.4 | 30.0 | 1.0 | 16.4 | 2.1 | 10.2 | 1.4 | 4.5 | 7.3 | 5.3 | 5.7 | 6.3 | 8.9 | 6.3 | 12.3 | 28.5 | 0.0 |
Standard Deviation(%) | NA | 13.5 | 9.0 | 7.6 | 7.2 | 8.8 | 6.4 | 13.5 | 4.5 | 6.4 | 3.2 | 6.4 | 5.8 | 4.3 | 5.3 | 7.1 | 9.3 | 8.3 | 12.3 | 17.0 | NA |
Treynor Ratio | NA | 0.26 | 0.08 | 0.16 | 0.09 | 0.08 | 0.03 | 0.22 | 0.37 | -0.24 | 0.24 | 0.18 | -0.13 | -0.01 | 0.12 | 0.17 | 0.03 | 0.23 | 0.35 | -0.51 | NA |
Alpha | NA | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.04 | 0.0 | 0.01 | -0.02 | 0.01 | 0.01 | -0.02 | -0.02 | -0.02 | 0.01 | 0.0 | 0.01 | 0.02 | -0.01 | NA |
Beta | NA | 0.35 | 0.34 | 0.34 | 0.36 | 0.37 | 0.31 | 0.35 | 0.3 | 0.32 | 0.29 | 0.4 | 0.32 | 0.31 | 0.42 | 0.49 | 0.36 | 0.42 | 0.41 | 0.35 | NA |
RSquared | NA | 0.82 | 0.79 | 0.76 | 0.76 | 0.77 | 0.59 | 0.82 | 0.71 | 0.72 | 0.38 | 0.67 | 0.73 | 0.68 | 0.76 | 0.77 | 0.82 | 0.84 | 0.85 | 0.74 | NA |
Sortino Ratio | NA | 0.85 | 0.4 | 0.97 | 0.63 | 0.43 | 0.21 | 0.71 | 3.88 | -1.48 | 3.31 | 1.57 | -0.97 | -0.13 | 1.23 | 1.85 | 0.13 | 1.67 | 1.7 | -1.42 | NA |
Yield(%) | N/A | 1.12 | 1.54 | 1.5 | 1.63 | 1.8 | 0.0 | 1.12 | 2.32 | 1.28 | 0.57 | 2.23 | 1.73 | 1.86 | 1.37 | 1.9 | 2.01 | 2.24 | 2.35 | 2.43 | 0.0 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2007
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Equal Weight
. The allocations are diversified by investing in the 5 major asset classes: Fixed Income, Commodity, Emerging Market Equity, US Equity, Foreign Equity
that are covered in CNBC Model ETF Diversified Global Core Portfolio. It then selects one or two funds for each of the 5 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 9 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.