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STS Seasonal Timing Using VFINX
STS Seasonal Timing Using VFINX
live (public) 1.02% April 26
Delayed
Holdings (As of 02/29/2024)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
asset | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 0.54% | 99.60% |
CASH | CASH (CASH) | 0.0% | 0.40% |
* Day change on 02/29/2024.
Performance (As of 04/26/2024)
Since 07/01/1987
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
STS Seasonal Timing Using VFINX | 7.6% | 28.3% | 10.2% | 10.6% | 10.5% | 10.7% |
VFINX (Vanguard (S&P 500) Index) | 7.3% | 27.5% | 8.3% | 13.5% | 12.6% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.7% | 15.1% | 2.4% | 7.6% | 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 07/01/1987 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.7 | 7.6 | 28.3 | 10.2 | 10.6 | 10.5 | 10.7 | 8.2 | 8.8 | 26.0 | -8.6 | 20.9 | 4.2 | 25.1 | 2.9 | 13.0 | 4.5 | 4.0 | 11.6 | 20.5 | 7.5 | 9.1 | 7.6 | 6.3 | -6.0 | 3.8 | 7.3 | -0.8 | 8.1 | 18.8 | -6.1 | -1.2 | -8.7 | 15.8 | 33.4 | 21.8 | 12.6 | 27.8 | -3.3 | 0.4 | 5.6 | 22.6 | 1.5 | 21.6 | 8.2 | -0.3 |
Sharpe Ratio | NA | 0.56 | 2.75 | 0.65 | 0.5 | 0.65 | NA | NA | 0.53 | 2.05 | -0.65 | 1.85 | 0.12 | 2.81 | 0.14 | 2.19 | 0.42 | 0.38 | 1.3 | 2.18 | 0.84 | 0.64 | 0.69 | 0.24 | -0.49 | 0.07 | 0.59 | -0.43 | 0.9 | 1.19 | -0.56 | -0.2 | -0.72 | 0.95 | 2.67 | 1.16 | 1.0 | 3.56 | -0.81 | -0.25 | 0.42 | 1.58 | -0.44 | 1.82 | 0.26 | -0.58 |
Draw Down(%) | NA | 5.4 | 5.4 | 12.8 | 33.6 | 33.6 | NA | NA | 33.6 | 7.5 | 12.8 | 4.1 | 33.6 | 4.4 | 10.1 | 2.6 | 10.2 | 4.6 | 5.7 | 5.2 | 10.2 | 9.6 | 9.4 | 27.0 | 12.9 | 9.1 | 4.7 | 7.0 | 5.6 | 13.7 | 8.8 | 19.4 | 16.1 | 6.0 | 5.0 | 10.1 | 4.6 | 2.5 | 9.4 | 6.1 | 5.6 | 7.4 | 9.9 | 3.9 | 6.9 | 3.3 |
Standard Deviation(%) | NA | 11.5 | 8.9 | 12.2 | 18.1 | 14.4 | NA | NA | 12.9 | 10.6 | 15.3 | 11.3 | 33.1 | 8.4 | 11.6 | 5.6 | 10.1 | 10.4 | 8.9 | 9.4 | 8.9 | 14.1 | 10.9 | 25.3 | 14.2 | 12.0 | 6.9 | 7.0 | 8.0 | 15.2 | 12.9 | 17.5 | 17.9 | 13.1 | 11.2 | 15.7 | 9.0 | 6.7 | 7.7 | 6.5 | 7.6 | 11.9 | 8.4 | 8.7 | 13.8 | 4.1 |
Treynor Ratio | NA | 0.06 | 0.43 | 0.18 | 0.13 | 0.18 | NA | NA | 0.62 | 0.34 | -0.3 | 0.3 | 0.04 | 0.52 | -0.7 | -1.05 | 0.89 | -0.7 | -7.88 | -2.39 | 7.5 | -3.19 | 35.18 | -0.49 | 4.23 | -0.08 | -3.87 | 0.8 | -27.85 | -1.98 | 2.0 | 2.67 | -7.7 | -8.02 | 127.15 | -5.18 | 1.26 | 290.89 | 5.18 | -0.29 | -1.13 | 3.43 | 1.65 | 17.08 | -1.49 | -47.07 |
Alpha | NA | 0.01 | 0.04 | 0.02 | 0.01 | 0.02 | NA | NA | 0.03 | 0.03 | -0.01 | 0.01 | -0.04 | 0.04 | 0.01 | 0.05 | 0.02 | 0.02 | 0.05 | 0.09 | 0.03 | 0.04 | 0.03 | 0.05 | -0.03 | 0.01 | 0.02 | -0.01 | 0.03 | 0.08 | -0.03 | -0.01 | -0.05 | 0.05 | 0.1 | 0.07 | 0.03 | 0.08 | -0.02 | -0.01 | 0.01 | 0.06 | -0.01 | 0.06 | 0.02 | -0.02 |
Beta | NA | 0.99 | 0.56 | 0.44 | 0.7 | 0.51 | NA | NA | 0.11 | 0.65 | 0.33 | 0.7 | 0.92 | 0.46 | -0.02 | -0.12 | 0.05 | -0.06 | -0.01 | -0.09 | 0.01 | -0.03 | 0.0 | -0.13 | -0.02 | -0.1 | -0.01 | -0.04 | 0.0 | -0.09 | -0.04 | -0.01 | 0.02 | -0.02 | 0.0 | -0.04 | 0.07 | 0.0 | -0.01 | 0.06 | -0.03 | 0.05 | -0.02 | 0.01 | -0.02 | 0.0 |
RSquared | NA | 1.0 | 0.55 | 0.4 | 0.68 | 0.4 | NA | NA | 0.03 | 0.64 | 0.28 | 0.66 | 0.93 | 0.46 | 0.0 | 0.02 | 0.0 | 0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.02 | 0.0 | 0.02 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Sortino Ratio | NA | 0.87 | 4.68 | 0.98 | 0.69 | 0.91 | NA | NA | 0.74 | 3.26 | -0.94 | 2.78 | 0.16 | 4.42 | 0.17 | 3.58 | 0.6 | 0.56 | 1.83 | 3.23 | 1.24 | 0.93 | 0.9 | 0.35 | -0.68 | 0.09 | 0.83 | -0.57 | 1.33 | 1.82 | -0.77 | -0.28 | -0.96 | 1.43 | 4.21 | 1.64 | 1.4 | 6.01 | -1.05 | -0.34 | 0.62 | 2.56 | -0.6 | 2.72 | 0.33 | -0.65 |
Yield(%) | N/A | 0.65 | 3.68 | 1.84 | 1.56 | 1.42 | N/A | N/A | 2.44 | 3.17 | 1.03 | 1.11 | 0.78 | 1.83 | 1.21 | 0.7 | 1.25 | 1.55 | 1.47 | 1.59 | 1.2 | 1.03 | 0.91 | 1.8 | 0.81 | 2.45 | 2.31 | 2.05 | 1.63 | 1.44 | 1.27 | 1.29 | 2.57 | 2.91 | 2.84 | 3.54 | 3.38 | 3.8 | 3.36 | 2.65 | 2.75 | 4.59 | 5.4 | 8.8 | 5.46 | 1.25 |
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 | 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 07/01/1987
Strategies
Asset Strategy | Sell in May and Go Away Seasonal Timing |