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Six Core Asset ETF Benchmark With PTTRX-3USETfs-2REIT
Six Core Asset ETF Benchmark With PTTRX-3USETfs-2REIT Strategic Asset Allocation - Equal Weight Moderate
Six Core Asset ETF Benchmark With PTTRX-3USETfs-2REIT Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.08% 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 | 34.90% |
| CASH | CASH (CASH) | 0.0% | CASH | 0.01% |
| Real Estate | RWR (SPDR Dow Jones REIT ETF) | 1.95% | SPDR Dow Jones REIT | 13.98% |
| US Equity | RSP (Invesco S&P 500 Equal Weight ETF) | 1.07% | Rydex S&P Equal Weight | 6.14% |
| US Equity | VBK (Vanguard Small-Cap Growth ETF) | 1.50% | iShares S&P SmallCap 600 Growth | 7.59% |
| Emerging Market Equity | VWO (Vanguard FTSE Emerging Markets ETF) | 0.21% | Vanguard Emerging Markets Stock ETF | 10.29% |
| Commodities | DBC (Invesco DB Commodity Index Tracking Fund) | 0.67% | PowerShares DB Commodity Idx Trking Fund | 13.63% |
| International Equity | VEU (Vanguard FTSE All-World ex-US Index Fund) | 0.64% | Vanguard FTSE All-World ex-US ETF | 13.46% |
* 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-2REIT Strategic Asset Allocation - Equal Weight Moderate | 2.0% | 17.5% | 3.4% | 6.3% | 4.8% | 4.9% |
| VFINX (Vanguard (S&P 500) Index) | 1.8% | 13.8% | 15.7% | 17.5% | 12.8% | 13.8% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 0.0% | 4.6% | 6.8% | 7.2% | 6.7% | 8.2% |
* 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 | 2.0 | 17.5 | 3.4 | 6.3 | 4.8 | 4.9 | 5.5 | 5.8 | 6.0 | 6.4 | 4.4 | 9.9 | -5.9 | 12.5 | 6.8 | 15.0 | -6.7 | 10.8 | 9.6 | -5.2 | 0.6 | 2.4 | 11.8 | -2.0 | 15.1 | 31.8 | -24.0 | 11.3 | 16.2 | 9.7 | 14.5 | 20.6 | 3.5 | 3.5 |
| Sharpe Ratio | NA | -0.01 | -0.18 | -0.16 | 0.27 | 0.35 | NA | NA | NA | NA | 0.46 | -0.3 | 0.69 | -0.68 | 1.53 | 0.4 | 2.45 | -1.01 | 2.1 | 1.01 | -0.59 | 0.1 | 0.33 | 1.48 | -0.13 | 1.16 | 1.52 | -1.0 | 0.76 | 1.36 | 0.89 | 1.58 | 2.77 | 0.25 | 0.22 |
| Draw Down(%) | NA | 0.4 | 4.7 | 11.9 | 22.0 | 22.0 | NA | NA | NA | NA | 39.6 | 4.7 | 6.7 | 11.9 | 4.2 | 22.0 | 2.9 | 11.4 | 2.4 | 6.5 | 11.3 | 6.4 | 8.7 | 7.3 | 15.7 | 9.0 | 17.6 | 38.9 | 6.6 | 8.5 | 5.5 | 9.4 | 4.2 | 10.9 | 6.1 |
| Standard Deviation(%) | NA | 4.2 | 7.1 | 8.8 | 10.7 | 9.2 | NA | NA | NA | NA | 11.2 | 7.2 | 8.2 | 10.6 | 8.2 | 16.6 | 5.5 | 7.9 | 4.9 | 9.3 | 8.8 | 5.8 | 7.4 | 8.0 | 15.2 | 12.9 | 20.9 | 24.8 | 11.0 | 9.6 | 8.4 | 8.6 | 7.2 | 9.5 | 5.6 |
| Treynor Ratio | NA | 0.0 | -0.03 | -0.04 | 0.07 | 0.07 | NA | NA | NA | NA | 0.11 | -0.06 | 0.11 | -0.19 | 0.24 | 0.15 | 0.37 | -0.19 | 0.23 | 0.16 | -0.1 | 0.01 | 0.04 | 0.21 | -0.03 | 0.22 | 0.44 | -0.44 | 0.13 | 0.16 | 0.11 | 0.28 | 0.9 | 0.17 | 3.09 |
| Alpha | NA | -0.04 | -0.03 | -0.01 | -0.01 | 0.0 | NA | NA | NA | NA | 0.01 | -0.03 | -0.01 | 0.0 | 0.0 | -0.01 | 0.01 | -0.02 | 0.01 | 0.01 | -0.02 | -0.02 | -0.05 | 0.02 | -0.01 | 0.02 | 0.05 | -0.01 | 0.03 | 0.02 | 0.03 | 0.04 | 0.05 | 0.02 | 0.01 |
| Beta | NA | 0.25 | 0.38 | 0.4 | 0.43 | 0.44 | NA | NA | NA | NA | 0.47 | 0.39 | 0.5 | 0.38 | 0.51 | 0.44 | 0.37 | 0.41 | 0.44 | 0.6 | 0.5 | 0.42 | 0.57 | 0.56 | 0.62 | 0.68 | 0.73 | 0.57 | 0.62 | 0.84 | 0.68 | 0.49 | 0.22 | 0.14 | 0.0 |
| RSquared | NA | 0.7 | 0.45 | 0.65 | 0.74 | 0.72 | NA | NA | NA | NA | 0.66 | 0.46 | 0.64 | 0.75 | 0.67 | 0.84 | 0.68 | 0.78 | 0.37 | 0.71 | 0.78 | 0.66 | 0.73 | 0.82 | 0.91 | 0.9 | 0.9 | 0.88 | 0.82 | 0.77 | 0.68 | 0.39 | 0.27 | 0.14 | 0.0 |
| Sortino Ratio | NA | -0.02 | -0.24 | -0.23 | 0.35 | 0.46 | NA | NA | NA | NA | 0.63 | -0.4 | 1.04 | -0.95 | 2.17 | 0.49 | 3.74 | -1.28 | 3.31 | 1.43 | -0.8 | 0.13 | 0.44 | 2.26 | -0.18 | 1.69 | 2.23 | -1.34 | 1.03 | 2.04 | 1.27 | 2.28 | 4.24 | 0.35 | 0.29 |
| Yield(%) | N/A | 0.0 | 3.0 | 2.9 | 2.8 | 2.8 | 3.6 | 3.6 | 5.2 | 5.2 | 3.04 | 3.0 | 3.8 | 1.9 | 1.8 | 1.5 | 2.4 | 1.6 | 0.7 | 3.6 | 2.8 | 2.4 | 2.2 | 4.4 | 2.4 | 4.3 | 4.3 | 4.9 | 3.7 | 3.0 | 2.8 | 2.8 | 3.1 | 4.0 | 4.9 |
| Dividend Growth(%) | N/A | -99.4 | -14.0 | 84.3 | 49.8 | 9.5 | N/A | N/A | N/A | N/A | N/A | -14.9 | 85.7 | 19.7 | 24.9 | -26.9 | 44.0 | 145.3 | -78.2 | 22.6 | 17.8 | 10.4 | -44.2 | 76.1 | -34.6 | 32.1 | -32.7 | 47.8 | 39.0 | 23.1 | 13.9 | 6.3 | -18.9 | -15.9 | 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, REITs, Foreign Equity, Emerging Market Equity
that are covered in Six Core Asset ETF Benchmark With PTTRX-3USETfs-2REIT. 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 10 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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