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Six Core Asset ETF Benchmark With PTTRX-PRPFX
Six Core Asset ETF Benchmark With PTTRX-PRPFX Strategic Asset Allocation - Equal Weight Moderate
Six Core Asset ETF Benchmark With PTTRX-PRPFX Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.07% January 08
Delayed
Holdings (As of 10/31/2024)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| CASH | CASH (CASH) | 0.0% | CASH | 0.01% |
| General Bond | PTTDX (TOTAL RETURN FUND D) | 0.23% | TOTAL RETURN FUND D | 36.40% |
| US Equity | VTI (Vanguard Total Stock Market ETF) | 1.86% | Vanguard Total Stock Market ETF | 14.75% |
| Real Estate | VNQ (Vanguard Real Estate ETF) | 1.69% | Vanguard REIT Index ETF | 12.89% |
| Emerging Market Equity | VWO (Vanguard FTSE Emerging Markets ETF) | 0.21% | Vanguard Emerging Markets Stock ETF | 10.72% |
| Commodities | DBC (Invesco DB Commodity Index Tracking Fund) | 0.67% | PowerShares DB Commodity Idx Trking Fund | 11.82% |
| International Equity | VEU (Vanguard FTSE All-World ex-US Index Fund) | 0.64% | Vanguard FTSE All-World ex-US ETF | 13.41% |
* Day change on 10/31/2024.
Previous
Beta
Instructions On FolioInvesting.com Download Current Holdings to FolioInvesting CSV file
Performance (As of 01/08/2025)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Six Core Asset ETF Benchmark With PTTRX-PRPFX Strategic Asset Allocation - Equal Weight Moderate | 1.9% | 18.2% | 3.8% | 6.8% | 5.2% | 5.2% |
| VFINX (Vanguard (S&P 500) Index) | 8.9% | 17.9% | 19.1% | 16.3% | 13.6% | 14.4% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.5% | 7.8% | 9.2% | 6.6% | 7.4% | 8.6% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 Yr | 20 Yr | Since 01/02/2001 |
2024 | 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(%) | -1.0 | 1.9 | 18.2 | 3.8 | 6.8 | 5.2 | 5.2 | 5.8 | 5.8 | 6.0 | 6.4 | 5.7 | 10.9 | -6.7 | 13.8 | 6.4 | 16.7 | -7.1 | 10.4 | 9.7 | -4.4 | 2.0 | 2.2 | 10.8 | -0.8 | 14.8 | 27.7 | -21.8 | 11.0 | 14.7 | 8.5 | 9.7 | 17.4 | 6.7 | 5.8 |
| Sharpe Ratio | NA | -0.03 | -0.03 | -0.1 | 0.3 | 0.39 | NA | NA | NA | NA | 0.5 | -0.13 | 0.85 | -0.74 | 1.75 | 0.36 | 2.75 | -1.09 | 2.26 | 1.08 | -0.53 | 0.35 | 0.31 | 1.5 | -0.06 | 1.3 | 1.56 | -0.99 | 0.82 | 1.46 | 0.96 | 1.41 | 2.82 | 0.78 | 0.54 |
| Draw Down(%) | NA | 0.4 | 4.6 | 12.6 | 22.4 | 22.4 | NA | NA | NA | NA | 37.3 | 4.6 | 6.2 | 12.6 | 3.8 | 22.4 | 2.8 | 11.1 | 2.2 | 6.0 | 10.6 | 6.2 | 7.9 | 6.3 | 13.5 | 7.8 | 15.5 | 37.3 | 5.6 | 7.6 | 4.3 | 5.7 | 4.6 | 6.9 | 4.1 |
| Standard Deviation(%) | NA | 4.1 | 6.9 | 8.7 | 10.9 | 9.2 | NA | NA | NA | NA | 10.2 | 7.0 | 7.8 | 10.9 | 7.8 | 17.3 | 5.6 | 7.7 | 4.3 | 8.7 | 8.4 | 5.8 | 7.1 | 7.2 | 13.3 | 11.3 | 17.7 | 23.0 | 9.9 | 7.8 | 6.6 | 6.2 | 5.9 | 7.2 | 6.5 |
| Treynor Ratio | NA | 0.0 | 0.0 | -0.02 | 0.07 | 0.08 | NA | NA | NA | NA | 0.11 | -0.02 | 0.13 | -0.2 | 0.27 | 0.13 | 0.41 | -0.21 | 0.26 | 0.17 | -0.09 | 0.05 | 0.04 | 0.21 | -0.02 | 0.25 | 0.45 | -0.44 | 0.14 | 0.17 | 0.12 | 0.2 | 0.6 | 0.27 | 0.44 |
| Alpha | NA | -0.06 | -0.03 | -0.01 | -0.01 | 0.0 | NA | NA | NA | NA | 0.01 | -0.03 | -0.01 | 0.0 | 0.0 | -0.01 | 0.02 | -0.02 | 0.01 | 0.02 | -0.02 | -0.01 | -0.05 | 0.01 | -0.01 | 0.03 | 0.04 | -0.01 | 0.03 | 0.02 | 0.02 | 0.02 | 0.04 | 0.04 | 0.02 |
| Beta | NA | 0.28 | 0.4 | 0.42 | 0.45 | 0.45 | NA | NA | NA | NA | 0.45 | 0.4 | 0.49 | 0.4 | 0.51 | 0.47 | 0.37 | 0.4 | 0.37 | 0.57 | 0.48 | 0.41 | 0.54 | 0.51 | 0.54 | 0.59 | 0.61 | 0.52 | 0.56 | 0.68 | 0.53 | 0.44 | 0.28 | 0.21 | 0.08 |
| RSquared | NA | 0.91 | 0.52 | 0.7 | 0.79 | 0.77 | NA | NA | NA | NA | 0.73 | 0.52 | 0.69 | 0.79 | 0.71 | 0.88 | 0.7 | 0.8 | 0.33 | 0.72 | 0.78 | 0.64 | 0.71 | 0.83 | 0.89 | 0.88 | 0.89 | 0.87 | 0.83 | 0.75 | 0.69 | 0.63 | 0.64 | 0.57 | 0.07 |
| Sortino Ratio | NA | -0.04 | -0.03 | -0.15 | 0.4 | 0.52 | NA | NA | NA | NA | 0.69 | -0.18 | 1.28 | -1.03 | 2.53 | 0.44 | 4.2 | -1.37 | 3.56 | 1.54 | -0.71 | 0.48 | 0.41 | 2.31 | -0.08 | 1.89 | 2.3 | -1.32 | 1.12 | 2.22 | 1.4 | 1.99 | 4.36 | 1.14 | 0.77 |
| Yield(%) | N/A | 0.0 | 3.0 | 2.9 | 2.9 | 3.1 | 3.8 | 3.8 | 5.3 | 5.3 | 3.13 | 3.0 | 4.0 | 1.9 | 1.9 | 1.9 | 3.0 | 1.8 | 0.9 | 3.6 | 3.0 | 2.9 | 2.0 | 4.1 | 2.5 | 4.3 | 4.0 | 4.8 | 3.6 | 3.3 | 3.0 | 3.2 | 2.6 | 4.0 | 4.9 |
| Dividend Growth(%) | N/A | -99.4 | -14.9 | 64.6 | 43.0 | 18.2 | N/A | N/A | N/A | N/A | N/A | -15.8 | 93.5 | 15.6 | 7.5 | -27.8 | 54.9 | 116.2 | -71.4 | 12.0 | 5.8 | 47.5 | -46.0 | 64.1 | -34.8 | 37.8 | -33.8 | 49.3 | 23.3 | 19.2 | 4.7 | 40.8 | -28.9 | -13.5 | 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, US Equity, Foreign Equity, REITs, Emerging Market Equity
that are covered in Six Core Asset ETF Benchmark With PTTRX-PRPFX. 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 8 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.
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