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Index Funds Advisors (IFA) DFA Funds
Index Funds Advisors (IFA) DFA Funds Tactical Asset Allocation Moderate
Index Funds Advisors (IFA) DFA Funds Tactical Asset Allocation Moderate
live (public) 0.04% January 08
Delayed
Holdings (As of 10/31/2024)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| CASH | CASH (CASH) | 0.0% | CASH | 22.95% |
| General Bond | DFGBX (DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS) | 0.0% | DFA Five-Year Global Fixed-Income I | 18.09% |
| Emerging Market Equity | DFEMX (EMERGING MARKETS PORTFOLIO EMERGING MARKETS PORTFOLIO - INSTITUTIONAL CLASS) | 0.83% | DFA Emerging Markets I | 14.37% |
| Emerging Market Equity | DFESX (DFA Emerging Markets Social Core eq Port) | 0.59% | DFA Emerging Markets Social Core Equity | 14.42% |
| US Equity | DFUEX (DFA US Social Core Eq 2 Portfolio) | 1.79% | DFA U.S. Social Core Equity 2 | 15.10% |
| US Equity | DFUSX (U.S. LARGE COMPANY PORTFOLIO U.S. LARGE COMPANY PORTFOLIO) | 1.87% | DFA US Large Company | 15.07% |
* 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** |
|---|---|---|---|---|---|---|
| Index Funds Advisors (IFA) DFA Funds Tactical Asset Allocation Moderate | 1.8% | 15.2% | 3.4% | 6.7% | 3.9% | 3.8% |
| VFINX (Vanguard (S&P 500) Index) | 7.7% | 14.9% | 19.6% | 16.0% | 13.4% | 14.6% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.6% | 10.2% | 12.1% | 8.5% | 8.3% | 9.4% |
* 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 | 1.8 | 15.2 | 3.4 | 6.7 | 3.9 | 3.8 | 4.4 | 6.8 | 7.1 | 7.3 | 3.9 | 13.6 | -10.3 | 17.0 | 9.1 | 2.3 | -6.8 | 10.5 | 7.1 | -4.7 | -0.9 | 15.2 | 1.1 | 0.4 | 6.7 | 25.8 | 0.3 | 16.6 | 20.8 | 14.0 | 12.5 | 18.7 | 4.2 | 6.9 |
| Sharpe Ratio | NA | 0.01 | -0.19 | -0.23 | 0.46 | 0.3 | NA | NA | NA | NA | 0.81 | -0.34 | 1.3 | -1.27 | 1.74 | 1.27 | 0.2 | -1.11 | 1.94 | 1.09 | -0.78 | -0.15 | 2.03 | 0.19 | 0.05 | 0.62 | 2.54 | -0.12 | 1.15 | 2.01 | 1.97 | 1.53 | 4.09 | 0.66 | 1.29 |
| Draw Down(%) | NA | 0.6 | 5.5 | 12.8 | 13.8 | 14.4 | NA | NA | NA | NA | 14.4 | 5.5 | 6.1 | 13.8 | 5.3 | 6.5 | 4.4 | 12.9 | 2.1 | 3.4 | 7.6 | 7.3 | 6.6 | 6.4 | 7.1 | 8.9 | 5.1 | 5.6 | 9.8 | 12.7 | 5.5 | 9.4 | 3.1 | 7.5 | 3.6 |
| Standard Deviation(%) | NA | 7.4 | 8.0 | 8.2 | 8.3 | 7.2 | NA | NA | NA | NA | 7.4 | 8.1 | 7.2 | 9.2 | 9.8 | 7.0 | 4.4 | 7.3 | 5.1 | 6.3 | 6.0 | 6.0 | 7.5 | 5.6 | 7.9 | 10.7 | 10.1 | 5.0 | 11.8 | 8.8 | 6.0 | 7.5 | 4.4 | 4.7 | 3.5 |
| Treynor Ratio | NA | 0.0 | -0.03 | -0.05 | 0.17 | 0.08 | NA | NA | NA | NA | 0.32 | -0.05 | 0.22 | -0.43 | 0.29 | 1.11 | 0.03 | -0.21 | 0.19 | 0.22 | -0.16 | -0.02 | 0.25 | 0.03 | 0.02 | 0.13 | 1.81 | 14.87 | 0.22 | 0.29 | 0.32 | 0.29 | -5.75 | -1.34 | -1.57 |
| Alpha | NA | -0.04 | -0.04 | -0.01 | 0.01 | 0.0 | NA | NA | NA | NA | 0.02 | -0.04 | 0.0 | -0.03 | 0.01 | 0.03 | -0.02 | -0.02 | 0.0 | 0.01 | -0.02 | -0.02 | -0.01 | -0.01 | 0.0 | 0.0 | 0.08 | 0.0 | 0.05 | 0.04 | 0.04 | 0.03 | 0.07 | 0.01 | 0.02 |
| Beta | NA | 0.52 | 0.55 | 0.35 | 0.23 | 0.26 | NA | NA | NA | NA | 0.19 | 0.55 | 0.43 | 0.27 | 0.58 | 0.08 | 0.26 | 0.38 | 0.52 | 0.32 | 0.3 | 0.47 | 0.6 | 0.32 | 0.23 | 0.51 | 0.14 | 0.0 | 0.62 | 0.6 | 0.37 | 0.4 | -0.03 | -0.02 | -0.03 |
| RSquared | NA | 0.97 | 0.74 | 0.56 | 0.34 | 0.4 | NA | NA | NA | NA | 0.24 | 0.73 | 0.62 | 0.52 | 0.61 | 0.16 | 0.52 | 0.78 | 0.48 | 0.44 | 0.58 | 0.79 | 0.81 | 0.53 | 0.48 | 0.75 | 0.15 | 0.0 | 0.71 | 0.48 | 0.39 | 0.35 | 0.01 | 0.02 | 0.03 |
| Sortino Ratio | NA | 0.02 | -0.26 | -0.31 | 0.65 | 0.41 | NA | NA | NA | NA | 1.14 | -0.44 | 1.96 | -1.65 | 2.62 | 1.77 | 0.25 | -1.41 | 2.91 | 1.52 | -1.05 | -0.2 | 2.87 | 0.26 | 0.07 | 0.88 | 3.93 | -0.16 | 1.6 | 2.79 | 2.95 | 2.1 | 6.37 | 0.93 | 1.96 |
| Yield(%) | N/A | 0.0 | 3.2 | 3.1 | 3.8 | 3.1 | 3.7 | 3.7 | 7.4 | 7.4 | 3.28 | 3.2 | 4.4 | 1.9 | 5.6 | 1.2 | 4.5 | 1.8 | 0.2 | 2.6 | 1.8 | 3.1 | 2.8 | 4.8 | 3.2 | 3.1 | 3.3 | 2.5 | 6.1 | 6.0 | 4.0 | 2.8 | 1.5 | 2.1 | 5.5 |
| Dividend Growth(%) | N/A | -99.2 | -17.5 | 0.0 | 80.4 | 18.8 | N/A | N/A | N/A | N/A | N/A | -18.5 | 108.0 | -60.0 | 409.4 | -72.8 | 132.9 | 767.9 | -90.6 | 36.5 | -42.2 | 25.3 | -39.6 | 47.2 | 11.9 | 21.8 | 31.7 | -53.2 | 21.1 | 76.6 | 58.3 | 128.0 | -26.5 | -59.8 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Tactical Asset Allocation
. The following is the description on how in general the strategy works for this portfolio. It is for information purpose only. The actual implementation might be
different from the description in some situations where optimization has been implemented.
The strategy first derives trend scores of the 5 major asset classes: Emerging Market Equity, Fixed Income, US Equity, REITs, Foreign Equity that are covered in Index Funds Advisors (IFA) DFA Funds. It then selects the top 2 risk assets and 1 fixed income asset.
1. Risk allocation: the risk profile of this portfolio is 40.
The total allocation of the 1 fixed income asset should be at least 40%.
2. Asset weights: risk assets selected are equally weighted by
default.
3. Fund selection: about 2 top performing funds among 19 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. During a market downturn, the asset
exposure to risk assets might be reduced and is switched to fixed income instead to avoid big loss.
5.
Simulation: Performance data before this portfolio went public on
08/03/2011
are obtained from historical simulation. They are hypothetical.
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