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Israelsen 7Twelve
Israelsen 7Twelve Strategic Asset Allocation - Equal Weight Moderate
Israelsen 7Twelve Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.08% May 01
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
CASH | CASH (CASH) | 0.0% | Cash | 0.06% |
International Equity | EFA (iShares MSCI EAFE ETF) | 0.22% | iShares MSCI EAFE Index | 13.37% |
US Equity | VTI (Vanguard Total Stock Market Index Fund ETF Shares) | 0.07% | Vanguard Total Stock Market ETF | 6.86% |
US Equity | VO (Vanguard Mid-Cap Index Fund ETF Shares) | 0.22% | Vanguard Mid Cap ETF | 5.54% |
Real Estate | VNQ (Vanguard Real Estate Index Fund ETF Shares) | 0.71% | Vanguard REIT ETF | 11.59% |
Commodities | GLD (SPDR® Gold Shares) | 1.29% | SPDR Gold Shares | 12.13% |
Emerging Market Equity | VWO (Vanguard FTSE Emerging Markets Index Fund ETF Shares) | 0.34% | Vanguard Emerging Markets Stock ETF | 10.47% |
General Bond | AGG (iShares Core U.S. Aggregate Bond ETF) | 0.12% | iShares Barclays Aggregate Bond | 39.98% |
* Day change on 03/28/2024.
Beta
Instructions On FolioInvesting.com Download Current Holdings to FolioInvesting CSV file
Performance (As of 05/01/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Israelsen 7Twelve Strategic Asset Allocation - Equal Weight Moderate | 2.2% | 8.4% | 3.1% | 6.5% | 4.6% | 6.6% |
VFINX (Vanguard (S&P 500) Index) | 6.6% | 24.7% | 8.1% | 13.4% | 12.4% | 14.5% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 1.8% | 12.7% | 2.1% | 7.4% | 7.6% | 9.6% |
* 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(%) | -0.2 | 2.2 | 8.4 | 3.1 | 6.5 | 4.6 | 6.6 | 6.1 | 5.7 | 8.7 | -7.5 | 11.3 | 10.7 | 17.8 | -9.0 | 7.6 | 7.5 | -2.1 | 4.0 | 3.3 | 9.6 | 1.5 | 13.3 | 24.1 | -20.8 | 11.7 | 17.1 | 10.1 | 9.1 | 20.7 | -7.8 | 0.6 |
Sharpe Ratio | NA | 0.15 | 0.69 | 0.09 | 0.46 | 0.39 | NA | NA | 0.41 | 0.65 | -0.8 | 1.35 | 0.61 | 2.91 | -1.24 | 1.58 | 0.98 | -0.28 | 0.68 | 0.42 | 1.18 | 0.11 | 1.06 | 1.24 | -0.86 | 0.76 | 1.58 | 1.23 | 1.05 | 2.15 | -0.65 | -0.24 |
Draw Down(%) | NA | 2.4 | 5.4 | 12.9 | 20.1 | 20.1 | NA | NA | 37.2 | 5.4 | 12.9 | 4.3 | 20.1 | 2.4 | 14.2 | 2.3 | 5.8 | 8.1 | 4.1 | 8.8 | 6.1 | 10.2 | 7.8 | 16.7 | 37.2 | 7.1 | 9.8 | 3.9 | 7.2 | 8.3 | 16.5 | 9.7 |
Standard Deviation(%) | NA | 6.8 | 6.7 | 8.8 | 10.7 | 9.0 | NA | NA | 11.2 | 6.8 | 11.2 | 8.4 | 17.2 | 5.6 | 8.3 | 4.4 | 7.5 | 7.6 | 5.9 | 7.8 | 8.1 | 13.0 | 12.5 | 19.4 | 25.2 | 11.5 | 8.8 | 6.4 | 7.8 | 9.3 | 13.8 | 7.2 |
Treynor Ratio | NA | 0.02 | 0.11 | 0.02 | 0.11 | 0.08 | NA | NA | 0.09 | 0.11 | -0.22 | 0.21 | 0.23 | 0.47 | -0.24 | 0.17 | 0.17 | -0.05 | 0.1 | 0.05 | 0.17 | 0.03 | 0.21 | 0.36 | -0.38 | 0.14 | 0.2 | 0.16 | 0.14 | 0.39 | -0.19 | -0.11 |
Alpha | NA | -0.01 | -0.01 | 0.0 | 0.0 | 0.0 | NA | NA | 0.01 | -0.01 | 0.0 | -0.01 | 0.01 | 0.03 | -0.03 | 0.0 | 0.01 | -0.01 | 0.0 | -0.05 | 0.01 | 0.0 | 0.02 | 0.03 | 0.01 | 0.03 | 0.02 | 0.03 | 0.01 | 0.02 | 0.01 | 0.0 |
Beta | NA | 0.42 | 0.43 | 0.42 | 0.44 | 0.43 | NA | NA | 0.5 | 0.42 | 0.4 | 0.53 | 0.45 | 0.35 | 0.42 | 0.41 | 0.42 | 0.41 | 0.41 | 0.61 | 0.55 | 0.5 | 0.64 | 0.67 | 0.57 | 0.63 | 0.69 | 0.5 | 0.58 | 0.51 | 0.48 | 0.16 |
RSquared | NA | 0.53 | 0.57 | 0.7 | 0.76 | 0.73 | NA | NA | 0.74 | 0.65 | 0.76 | 0.69 | 0.84 | 0.61 | 0.75 | 0.38 | 0.56 | 0.69 | 0.63 | 0.75 | 0.75 | 0.81 | 0.86 | 0.88 | 0.84 | 0.77 | 0.62 | 0.65 | 0.68 | 0.89 | 0.82 | 0.23 |
Sortino Ratio | NA | 0.2 | 1.01 | 0.13 | 0.61 | 0.52 | NA | NA | 0.56 | 0.94 | -1.11 | 1.91 | 0.76 | 4.45 | -1.56 | 2.39 | 1.42 | -0.39 | 0.94 | 0.56 | 1.77 | 0.15 | 1.53 | 1.79 | -1.16 | 1.03 | 2.36 | 1.85 | 1.47 | 3.3 | -0.93 | -0.31 |
Yield(%) | N/A | 0.92 | 3.29 | 2.85 | 2.72 | 2.49 | N/A | N/A | 2.31 | 3.22 | 2.35 | 2.66 | 2.13 | 2.8 | 1.71 | 0.54 | 3.67 | 2.95 | 2.56 | 1.89 | 1.76 | 2.55 | 2.07 | 2.9 | 2.73 | 3.15 | 2.7 | 2.47 | 1.65 | 0.91 | 0.71 | 2.09 |
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 Strategic Asset Allocation - Equal Weight
. The allocations are diversified by investing in the 6 major asset classes: Fixed Income, Commodity, Foreign Equity, REITs, US Equity, Emerging Market Equity
that are covered in Israelsen 7Twelve. 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 13 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 on
01/20/2011
are obtained from historical simulation. They are hypothetical.