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Six Core Asset ETF Benchmark With PTTRX-3USETFs
Six Core Asset ETF Benchmark With PTTRX-3USETFs Strategic Asset Allocation - Equal Weight Moderate
Six Core Asset ETF Benchmark With PTTRX-3USETFs Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.10% January 08
Delayed
Holdings (As of 10/31/2024)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | PTTDX (TOTAL RETURN FUND D) | 0.23% | TOTAL RETURN FUND D | 37.75% |
| CASH | CASH (CASH) | 0.0% | CASH | 0.01% |
| US Equity | RSP (Invesco S&P 500 Equal Weight ETF) | 1.07% | Rydex S&P Equal Weight | 6.31% |
| US Equity | IJJ (iShares S&P Mid-Cap 400 Value ETF) | 1.18% | iShares Russell Midcap Value Index | 6.03% |
| Real Estate | VNQ (Vanguard Real Estate ETF) | 1.69% | Vanguard REIT Index ETF | 11.57% |
| Emerging Market Equity | VWO (Vanguard FTSE Emerging Markets ETF) | 0.21% | Vanguard Emerging Markets Stock ETF | 13.69% |
| Commodities | DBC (Invesco DB Commodity Index Tracking Fund) | 0.67% | PowerShares DB Commodity Idx Trking Fund | 10.27% |
| International Equity | VEU (Vanguard FTSE All-World ex-US Index Fund) | 0.64% | Vanguard FTSE All-World ex-US ETF | 14.37% |
* 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-3USETFs Strategic Asset Allocation - Equal Weight Moderate | 2.2% | 18.0% | 3.9% | 7.0% | 5.1% | 5.2% |
| VFINX (Vanguard (S&P 500) Index) | 9.3% | 19.8% | 18.9% | 16.0% | 13.6% | 14.4% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.6% | 13.0% | 11.5% | 8.7% | 8.6% | 9.3% |
* 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(%) | -0.9 | 2.2 | 18.0 | 3.9 | 7.0 | 5.1 | 5.2 | 5.9 | 6.0 | 6.2 | 5.8 | 4.4 | 10.2 | -4.8 | 13.0 | 8.2 | 15.5 | -6.1 | 10.0 | 9.0 | -6.1 | 1.5 | 3.6 | 12.0 | -1.4 | 15.3 | 30.6 | -23.6 | 11.0 | 16.6 | 9.5 | 6.6 | 3.7 | 6.9 | 6.3 |
| Sharpe Ratio | NA | -0.02 | -0.17 | -0.1 | 0.32 | 0.37 | NA | NA | NA | NA | 0.42 | -0.3 | 0.7 | -0.58 | 1.63 | 0.46 | 2.43 | -1.02 | 2.12 | 0.99 | -0.7 | 0.27 | 0.48 | 1.47 | -0.1 | 1.23 | 1.49 | -0.98 | 0.72 | 1.44 | 0.9 | 0.61 | 1.03 | 2.1 | 1.1 |
| Draw Down(%) | NA | 0.4 | 5.1 | 11.5 | 22.0 | 22.0 | NA | NA | NA | NA | 40.0 | 5.1 | 6.9 | 11.5 | 4.0 | 22.0 | 3.2 | 10.0 | 2.3 | 6.3 | 11.6 | 6.0 | 8.4 | 7.3 | 14.9 | 8.6 | 17.9 | 39.4 | 6.7 | 8.1 | 5.3 | 10.9 | 3.3 | 1.6 | 2.8 |
| Standard Deviation(%) | NA | 4.3 | 7.3 | 8.9 | 11.0 | 9.3 | NA | NA | NA | NA | 10.8 | 7.3 | 8.4 | 10.7 | 7.9 | 17.3 | 5.8 | 7.2 | 4.4 | 8.9 | 8.8 | 5.6 | 7.4 | 8.1 | 14.5 | 12.3 | 20.4 | 25.2 | 11.1 | 9.3 | 8.1 | 9.3 | 2.9 | 2.8 | 3.6 |
| Treynor Ratio | NA | 0.0 | -0.03 | -0.02 | 0.08 | 0.08 | NA | NA | NA | NA | 0.1 | -0.06 | 0.12 | -0.16 | 0.26 | 0.17 | 0.36 | -0.2 | 0.25 | 0.15 | -0.12 | 0.04 | 0.06 | 0.21 | -0.02 | 0.24 | 0.43 | -0.42 | 0.13 | 0.16 | 0.11 | 0.1 | -0.72 | -1.22 | -1.28 |
| Alpha | NA | -0.05 | -0.03 | -0.01 | -0.01 | 0.0 | NA | NA | NA | NA | 0.01 | -0.03 | -0.01 | 0.01 | 0.0 | 0.0 | 0.01 | -0.02 | 0.01 | 0.01 | -0.02 | -0.01 | -0.05 | 0.02 | -0.01 | 0.02 | 0.04 | 0.0 | 0.03 | 0.02 | 0.03 | 0.0 | 0.02 | 0.02 | 0.01 |
| Beta | NA | 0.28 | 0.38 | 0.41 | 0.44 | 0.45 | NA | NA | NA | NA | 0.45 | 0.39 | 0.51 | 0.38 | 0.5 | 0.46 | 0.4 | 0.37 | 0.38 | 0.58 | 0.49 | 0.39 | 0.58 | 0.58 | 0.59 | 0.64 | 0.71 | 0.58 | 0.64 | 0.82 | 0.66 | 0.57 | -0.04 | -0.05 | -0.03 |
| RSquared | NA | 0.82 | 0.44 | 0.64 | 0.75 | 0.73 | NA | NA | NA | NA | 0.64 | 0.45 | 0.64 | 0.75 | 0.68 | 0.87 | 0.72 | 0.77 | 0.33 | 0.72 | 0.75 | 0.64 | 0.74 | 0.83 | 0.9 | 0.89 | 0.9 | 0.89 | 0.84 | 0.78 | 0.7 | 0.46 | 0.06 | 0.2 | 0.03 |
| Sortino Ratio | NA | -0.04 | -0.23 | -0.15 | 0.42 | 0.49 | NA | NA | NA | NA | 0.58 | -0.4 | 1.06 | -0.81 | 2.34 | 0.57 | 3.61 | -1.28 | 3.35 | 1.41 | -0.94 | 0.37 | 0.66 | 2.24 | -0.13 | 1.79 | 2.18 | -1.3 | 0.98 | 2.19 | 1.3 | 0.87 | 1.47 | 3.17 | 1.59 |
| Yield(%) | N/A | 0.0 | 3.1 | 3.0 | 2.9 | 3.0 | 3.8 | 3.8 | 5.5 | 5.5 | 3.31 | 3.1 | 3.8 | 2.0 | 1.8 | 1.8 | 2.8 | 1.7 | 0.9 | 3.5 | 2.9 | 2.8 | 2.1 | 4.1 | 2.6 | 4.4 | 4.1 | 5.1 | 3.6 | 3.5 | 3.5 | 2.9 | 3.5 | 5.6 | 6.4 |
| Dividend Growth(%) | N/A | -99.4 | -9.7 | 75.1 | 49.7 | 12.8 | N/A | N/A | N/A | N/A | N/A | -10.6 | 75.5 | 28.8 | 5.4 | -23.9 | 55.0 | 114.1 | -72.6 | 11.0 | 7.5 | 37.0 | -44.2 | 60.0 | -33.6 | 41.5 | -38.6 | 57.0 | 18.6 | 13.5 | 25.4 | -13.3 | -32.5 | -8.3 | 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-3USETFs. 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 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.
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