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STS Seasonal Timing Using DWC
STS Seasonal Timing Using DWC
live (public) 0(0.0%) May 30
Delayed
Holdings (As of 03/31/2023)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
asset | ^DWC (DJ WILSHIRE 5000 TOTAL RETURN) | 1.56% | 99.05% |
* Day change on 03/31/2023.
Performance (As of 05/30/2023)
Since 01/01/2001
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
STS Seasonal Timing Using DWC | 0.0% | 0.0% | 0.0% | 0.0% | -36.7% | -24.4% |
VFINX (Vanguard (S&P 500) Index) | 7.9% | 27.1% | 8.5% | 13.5% | 12.5% | 14.3% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.5% | 15.3% | 2.8% | 7.7% | 7.7% | 9.5% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 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(%) | 0.0 | 0.0 | 0.0 | 0.0 | -36.7 | -24.4 | -18.1 | -15.9 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -99.0 | 16.0 | 5.6 | 7.1 | 8.4 | 6.2 | -6.0 | 3.0 | 7.8 | -2.6 | 8.4 | 18.3 | -4.3 | 7.6 |
Sharpe Ratio | NA | NA | NA | NA | -0.25 | NA | NA | -0.17 | NA | NA | NA | NA | NA | NA | NA | NA | NA | -0.21 | 1.83 | 0.59 | 0.52 | 0.74 | 0.24 | -0.5 | 0.0 | 0.66 | -0.66 | 0.94 | 1.22 | -0.44 | 0.78 |
Draw Down(%) | NA | 0.0 | 0.0 | 0.0 | 99.1 | NA | NA | 99.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 99.1 | 5.6 | 11.0 | 10.0 | 10.1 | 26.9 | 13.3 | 9.4 | 4.4 | 7.0 | 5.7 | 13.2 | 7.6 | 3.9 |
Standard Deviation(%) | NA | NA | NA | NA | 148.1 | NA | NA | 99.4 | NA | NA | NA | NA | NA | NA | NA | NA | NA | 468.0 | 8.7 | 9.4 | 13.5 | 11.1 | 25.4 | 13.8 | 11.8 | 6.9 | 7.1 | 8.0 | 14.4 | 12.4 | 6.8 |
Treynor Ratio | NA | NA | NA | NA | -18.17 | NA | NA | -0.72 | NA | NA | NA | NA | NA | NA | NA | NA | NA | -4.66 | 0.26 | 0.12 | 0.22 | 0.24 | 0.07 | -0.6 | 0.0 | 0.11 | -0.1 | 0.15 | 0.23 | -0.22 | 0.53 |
Alpha | NA | -0.01 | 0.0 | 0.0 | -0.04 | NA | NA | -0.01 | -0.02 | -0.01 | 0.0 | 0.0 | -0.01 | -0.01 | 0.0 | 0.0 | 0.0 | -0.36 | -0.01 | 0.0 | 0.03 | 0.01 | -0.05 | -0.01 | 0.0 | 0.0 | -0.02 | 0.01 | -0.01 | 0.0 | 0.03 |
Beta | NA | 0.0 | 0.0 | 0.0 | 0.02 | NA | NA | 0.23 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.21 | 0.6 | 0.47 | 0.32 | 0.35 | 0.84 | 0.12 | 0.55 | 0.42 | 0.46 | 0.49 | 0.78 | 0.25 | 0.1 |
RSquared | NA | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.04 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.63 | 0.44 | 0.34 | 0.35 | 0.85 | 0.12 | 0.55 | 0.43 | 0.47 | 0.5 | 0.79 | 0.25 | 0.1 |
Sortino Ratio | NA | -9.56 | -5.83 | -7.36 | -0.25 | NA | NA | -0.17 | -3.87 | -12.82 | -13.98 | -8.64 | -15.66 | -15.65 | -15.26 | -15.25 | -8.99 | -0.21 | 2.62 | 0.86 | 0.76 | 0.98 | 0.35 | -0.69 | 0.0 | 0.93 | -0.87 | 1.37 | 1.88 | -0.61 | 1.18 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | N/A | N/A | 0.24 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.03 | 0.01 | 0.04 | 0.03 | 0.35 | 1.02 | 1.39 | 1.12 | 0.48 | 0.2 | 0.52 | 0.0 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/01/2001
Strategies
Asset Strategy | Sell in May and Go Away Seasonal Timing |