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Six Core Asset ETFs
Six Core Asset ETFs Strategic Asset Allocation Risk Profile 0
Six Core Asset ETFs Strategic Asset Allocation Risk Profile 0
live (public) 0.74% May 03
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 | 0.00% |
US Equity | VTI (Vanguard Total Stock Market Index Fund ETF Shares) | 0.07% | Vanguard Total Stock Market ETF | 20.03% |
Real Estate | VNQ (Vanguard Real Estate Index Fund ETF Shares) | 0.71% | Vanguard REIT Index ETF | 18.58% |
Emerging Market Equity | VWO (Vanguard FTSE Emerging Markets Index Fund ETF Shares) | 0.34% | Vanguard Emerging Markets Stock ETF | 18.03% |
Commodities | DBC (Invesco DB Commodity Index Tracking Fund) | 1.19% | PowerShares DB Commodity Idx Trking Fund | 22.80% |
International Equity | VEA (Vanguard FTSE Developed Markets Index Fund ETF Shares) | 0.20% | Vanguard Europe Pacific ETF | 20.56% |
* Day change on 03/28/2024.
Beta
Instructions On FolioInvesting.com Download Current Holdings to FolioInvesting CSV file
Performance (As of 05/03/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Six Core Asset ETFs Strategic Asset Allocation Risk Profile 0 | 3.7% | 13.9% | 3.3% | 7.6% | 5.8% | 8.7% |
VFINX (Vanguard (S&P 500) Index) | 7.9% | 27.1% | 8.5% | 13.8% | 12.5% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.5% | 15.3% | 2.8% | 7.9% | 7.7% | 9.7% |
* 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(%) | 0.7 | 3.7 | 13.9 | 3.3 | 7.6 | 5.8 | 8.7 | 6.8 | 6.7 | 11.5 | -12.9 | 24.8 | 7.3 | 22.9 | -10.8 | 16.7 | 11.5 | -7.4 | 2.4 | 9.0 | 15.2 | -4.8 | 17.8 | 33.6 | -39.0 | 11.9 | 26.5 | 13.3 | 12.3 | 29.8 | -10.2 | 2.3 |
Sharpe Ratio | NA | 0.26 | 0.93 | 0.07 | 0.33 | 0.31 | NA | NA | 0.29 | 0.6 | -0.77 | 2.03 | 0.24 | 2.21 | -0.94 | 2.33 | 0.8 | -0.53 | 0.25 | 0.77 | 1.13 | -0.2 | 0.84 | 0.99 | -0.91 | 0.48 | 1.55 | 0.9 | 0.99 | 1.76 | -0.52 | 0.01 |
Draw Down(%) | NA | 4.3 | 9.7 | 21.0 | 34.0 | 34.0 | NA | NA | 57.9 | 9.7 | 21.0 | 6.1 | 34.0 | 5.8 | 18.2 | 2.8 | 10.4 | 15.7 | 9.0 | 10.4 | 12.2 | 23.3 | 14.7 | 27.7 | 55.3 | 10.5 | 13.4 | 7.5 | 8.8 | 13.2 | 21.6 | 0.0 |
Standard Deviation(%) | NA | 9.6 | 10.9 | 14.3 | 17.9 | 15.2 | NA | NA | 19.0 | 12.1 | 18.6 | 12.2 | 29.5 | 9.7 | 12.9 | 6.9 | 14.2 | 14.1 | 9.4 | 11.6 | 13.4 | 24.4 | 21.0 | 33.9 | 44.0 | 18.5 | 15.0 | 12.4 | 11.4 | 16.6 | 21.9 | 0.0 |
Treynor Ratio | NA | 0.04 | 0.13 | 0.01 | 0.08 | 0.06 | NA | NA | 0.06 | 0.09 | -0.21 | 0.31 | 0.09 | 0.3 | -0.18 | 0.22 | 0.12 | -0.09 | 0.03 | 0.09 | 0.15 | -0.05 | 0.16 | 0.28 | -0.39 | 0.08 | 0.17 | 0.11 | 0.12 | 0.31 | -0.16 | -0.03 |
Alpha | NA | -0.02 | -0.02 | -0.01 | -0.01 | -0.01 | NA | NA | 0.01 | -0.03 | 0.0 | 0.01 | -0.02 | 0.01 | -0.03 | 0.01 | 0.01 | -0.03 | -0.02 | -0.06 | 0.01 | -0.02 | 0.01 | 0.02 | 0.01 | 0.03 | 0.03 | 0.04 | 0.01 | 0.02 | 0.03 | 0.0 |
Beta | NA | 0.66 | 0.76 | 0.72 | 0.77 | 0.77 | NA | NA | 0.87 | 0.79 | 0.68 | 0.8 | 0.81 | 0.71 | 0.69 | 0.74 | 0.96 | 0.84 | 0.72 | 0.95 | 0.98 | 1.01 | 1.12 | 1.19 | 1.03 | 1.07 | 1.34 | 1.05 | 0.97 | 0.95 | 0.73 | 0.0 |
RSquared | NA | 0.67 | 0.67 | 0.76 | 0.84 | 0.82 | NA | NA | 0.8 | 0.73 | 0.79 | 0.73 | 0.92 | 0.84 | 0.83 | 0.52 | 0.78 | 0.85 | 0.76 | 0.83 | 0.87 | 0.93 | 0.93 | 0.92 | 0.92 | 0.86 | 0.8 | 0.76 | 0.88 | 0.95 | 0.74 | 0.0 |
Sortino Ratio | NA | 0.35 | 1.38 | 0.1 | 0.44 | 0.41 | NA | NA | 0.4 | 0.87 | -1.07 | 2.93 | 0.3 | 3.21 | -1.18 | 3.64 | 1.12 | -0.71 | 0.35 | 1.08 | 1.69 | -0.26 | 1.21 | 1.41 | -1.2 | 0.65 | 2.33 | 1.3 | 1.41 | 2.63 | -0.75 | NA |
Yield(%) | N/A | 0.75 | 3.94 | 2.74 | 2.99 | 2.61 | N/A | N/A | 2.36 | 3.6 | 2.17 | 2.88 | 2.52 | 3.1 | 2.08 | 1.06 | 3.38 | 2.06 | 3.18 | 2.13 | 2.5 | 2.08 | 2.16 | 2.32 | 2.38 | 2.48 | 2.5 | 2.99 | 1.95 | 0.82 | 0.96 | 2.31 |
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 Six Core Asset ETFs. It then selects one or two funds for each of the 6 major asset classes.
1.Risk allocation: the risk profile of this portfolio 0.0.
The total allocation of the fixed income assets should be at least 0.0%.
2.Asset weights: risk assets selected are equally weighted by
default.
3.Fund selection: about one or two top performing funds among 6 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
05/25/2011
are obtained from historical simulation. They are hypothetical.