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Core Satellite Six Core Asset ETFs 25 Core 75 Satellite
Core Satellite Six Core Asset ETFs 25 Core 75 Satellite
live (public) 0.57% May 03
This portfolio consists of two sub portfolios:
25% Six Core Asset ETFs Strategic Asset Allocation Moderate
75% Six Core Asset ETFs Tactical Asset Allocation Moderate
for a moderate core-satellite portfolio.
Rebalanced annually.
Holdings (As of 05/03/2024)
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
CORE | P_17301 (Six Core Asset ETFs Strategic Asset Allocation - Equal Weight Moderate) | 0.47% | 25.36% |
Satellite | P_17295 (Six Core Asset ETFs Tactical Asset Allocation Moderate) | 0.61% | 74.64% |
* Day change on 05/03/2024.
Performance (As of 05/03/2024)
Since 01/02/2001
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Core Satellite Six Core Asset ETFs 25 Core 75 Satellite | 1.5% | 31.9% | 11.6% | 12.0% | 6.6% | 7.9% |
VFINX (Vanguard (S&P 500) Index) | 7.9% | 27.1% | 8.5% | 13.5% | 12.5% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.5% | 15.3% | 2.8% | 7.7% | 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(%) | 0.8 | 1.5 | 31.9 | 11.6 | 12.0 | 6.6 | 7.9 | 8.1 | 7.7 | 31.2 | -1.8 | 14.4 | 11.5 | 11.5 | -7.4 | 7.3 | 6.6 | -4.3 | 3.3 | 13.1 | 8.5 | -0.3 | 10.9 | 18.5 | -5.9 | 16.9 | 20.2 | 7.6 | 8.1 | 16.1 | -0.5 | 1.2 |
Sharpe Ratio | NA | 0.04 | 1.22 | 0.63 | 0.79 | 0.53 | NA | NA | 0.67 | 1.17 | -0.37 | 1.64 | 0.92 | 1.76 | -1.09 | 1.36 | 0.88 | -0.68 | 0.53 | 1.78 | 1.46 | -0.03 | 0.8 | 1.51 | -0.63 | 0.95 | 1.56 | 0.65 | 0.91 | 2.16 | -0.54 | -49.48 |
Draw Down(%) | NA | 4.0 | 5.5 | 9.4 | 14.5 | 14.5 | NA | NA | 17.4 | 5.5 | 8.3 | 4.3 | 14.5 | 2.7 | 13.6 | 2.3 | 6.9 | 8.4 | 6.1 | 6.2 | 4.1 | 9.7 | 8.8 | 5.6 | 16.9 | 8.9 | 9.8 | 6.4 | 5.8 | 2.8 | 3.0 | 0.0 |
Standard Deviation(%) | NA | 7.8 | 23.0 | 14.8 | 13.2 | 10.4 | NA | NA | 9.8 | 22.9 | 8.5 | 8.7 | 12.2 | 5.7 | 8.0 | 4.9 | 7.2 | 6.4 | 6.2 | 7.4 | 5.7 | 10.2 | 13.5 | 12.2 | 10.9 | 14.6 | 10.8 | 8.4 | 7.8 | 7.1 | 3.0 | 0.0 |
Treynor Ratio | NA | 0.01 | 0.43 | 0.3 | 0.38 | 0.19 | NA | NA | 0.22 | 0.51 | -0.16 | 0.28 | 0.49 | 0.4 | -0.22 | 0.14 | 0.2 | -0.15 | 0.07 | 0.22 | 0.22 | -0.01 | 0.16 | 0.59 | -0.46 | 0.17 | 0.18 | 0.08 | 0.11 | 0.45 | -0.16 | 260.41 |
Alpha | NA | -0.04 | 0.05 | 0.03 | 0.03 | 0.01 | NA | NA | 0.02 | 0.06 | 0.0 | 0.0 | 0.02 | 0.01 | -0.03 | -0.01 | 0.01 | -0.02 | -0.01 | -0.02 | 0.01 | -0.01 | 0.0 | 0.04 | 0.0 | 0.04 | 0.02 | 0.01 | 0.0 | 0.02 | 0.0 | 0.0 |
Beta | NA | 0.53 | 0.65 | 0.31 | 0.27 | 0.3 | NA | NA | 0.3 | 0.53 | 0.2 | 0.52 | 0.23 | 0.25 | 0.4 | 0.48 | 0.31 | 0.3 | 0.45 | 0.61 | 0.39 | 0.33 | 0.69 | 0.31 | 0.15 | 0.82 | 0.93 | 0.67 | 0.63 | 0.34 | 0.1 | 0.0 |
RSquared | NA | 0.66 | 0.09 | 0.11 | 0.17 | 0.23 | NA | NA | 0.32 | 0.07 | 0.32 | 0.6 | 0.43 | 0.3 | 0.72 | 0.42 | 0.32 | 0.52 | 0.67 | 0.83 | 0.73 | 0.58 | 0.86 | 0.49 | 0.31 | 0.8 | 0.75 | 0.67 | 0.79 | 0.66 | 0.73 | 0.0 |
Sortino Ratio | NA | 0.05 | 5.62 | 1.64 | 1.59 | 0.96 | NA | NA | 1.05 | 5.71 | -0.49 | 2.31 | 1.18 | 2.77 | -1.36 | 1.99 | 1.2 | -0.9 | 0.72 | 2.64 | 2.18 | -0.04 | 1.15 | 2.26 | -0.84 | 1.31 | 2.35 | 0.92 | 1.28 | 3.35 | -0.78 | -15.04 |
Yield(%) | 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 |
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 01/02/2001
Strategies
Rebalancing Strategy | Fixed Time Interval Rebalancing |