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7Twelve Original Portfolio
7Twelve Original Portfolio
live (public) 0.03% December 30
Craig L. Israelsen, Ph.D., is an Associate Professor at Brigham Young University in Provo, Utah where he teaches Personal and Family Finance to over 1,200 students each year. The Israelsen Seven Equally Weighted is aimed to protect the portfolio against losses.
The portfolio has seven different asset classes and twelve different funds. Each fund has the same weight (8.3%) so each asset class has a different weighting.
Holdings (As of 12/30/2016)
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
US Equity | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 0.46% | 7.69% |
US Equity | VIMSX (VANGUARD MID-CAP INDEX FUND INVESTOR SHARES) | 0.33% | 8.62% |
US Equity | NAESX (VANGUARD SMALL-CAP INDEX FUND INVESTOR SHARES) | 0.37% | 8.69% |
Non US | VEIEX (VANGUARD EMERGING MARKETS STOCK INDEX FUND INVESTOR SHARES) | 0.13% | 16.70% |
REIT | VGSIX (VANGUARD REIT INDEX FUND INVESTOR SHARES) | 1.18% | 8.30% |
Resources | FNARX (Fidelity Natural Resources Fund) | 0.49% | 14.16% |
Resources | QRAAX (Unrecognized) | 2.54% | |
US Bonds | VBMFX (-) | 0.19% | 8.35% |
US Bonds | VIPSX (-) | 0.23% | 8.35% |
Non US Bonds | OIBAX (-) | 0.0% | 8.30% |
CASH | CASH (-) | 0.0% | 8.30% |
* Day change on 12/30/2016.
Performance (As of 12/30/2016)
Since 01/01/2005
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
7Twelve Original Portfolio | 9.7% | 11.8% | 2.7% | 5.8% | 4.5% | |
VFINX (Vanguard (S&P 500) Index) | 5.5% | 22.3% | 7.7% | 13.3% | 12.5% | 14.5% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 1.5% | 12.4% | 2.1% | 7.5% | 7.6% | 9.6% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 01/03/2005 |
2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.5 | 11.8 | 2.7 | 5.8 | 4.5 | 5.5 | 11.9 | -6.9 | 3.8 | 10.3 | 10.9 | -2.0 | 15.4 | 28.8 | -29.4 | 14.0 | 13.4 | 7.5 |
Sharpe Ratio | NA | 1.08 | 0.28 | 0.61 | 0.27 | 0.33 | 1.09 | -0.68 | 0.54 | 1.22 | 1.1 | -0.12 | 1.07 | 1.26 | -1.2 | 0.94 | 1.1 | 1.29 |
Draw Down(%) | NA | 8.0 | 18.3 | 18.3 | 44.1 | 44.1 | 7.9 | 13.4 | 7.0 | 7.8 | 9.0 | 17.7 | 10.6 | 19.2 | 41.9 | 8.0 | 9.5 | 3.0 |
Standard Deviation(%) | NA | 10.7 | 9.4 | 9.3 | 14.9 | 14.0 | 10.7 | 10.1 | 7.0 | 8.4 | 9.8 | 17.2 | 14.3 | 22.8 | 25.3 | 11.7 | 9.2 | 4.1 |
Treynor Ratio | NA | 0.16 | 0.04 | 0.09 | 0.06 | 0.07 | 0.16 | -0.12 | 0.07 | 0.15 | 0.15 | -0.03 | 0.2 | 0.36 | -0.52 | 0.16 | 0.14 | 0.18 |
Alpha | NA | 0.02 | -0.01 | -0.01 | 0.0 | 0.01 | 0.02 | -0.03 | -0.01 | -0.03 | 0.0 | -0.01 | 0.02 | 0.03 | -0.03 | 0.04 | 0.01 | 0.02 |
Beta | NA | 0.72 | 0.62 | 0.65 | 0.67 | 0.66 | 0.72 | 0.59 | 0.54 | 0.71 | 0.73 | 0.71 | 0.77 | 0.8 | 0.58 | 0.68 | 0.75 | 0.3 |
RSquared | NA | 0.78 | 0.78 | 0.82 | 0.88 | 0.86 | 0.79 | 0.82 | 0.77 | 0.86 | 0.9 | 0.93 | 0.93 | 0.92 | 0.9 | 0.86 | 0.67 | 0.54 |
Sortino Ratio | NA | 1.56 | 0.39 | 0.86 | 0.37 | 0.45 | 1.57 | -0.92 | 0.76 | 1.66 | 1.66 | -0.16 | 1.54 | 1.8 | -1.53 | 1.28 | 1.63 | 1.85 |
Yield(%) | N/A | 2.97 | 2.44 | 2.38 | 2.62 | 2.86 | 3.0 | 1.91 | 2.45 | 2.25 | 2.29 | 2.43 | 2.17 | 2.16 | 2.95 | 4.49 | 3.16 | 2.21 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/01/2005
Strategies
Rebalancing Strategy | Fixed Time Interval Rebalancing |