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P Business Development Company Stocks (BDC) Momentum
P Business Development Company Stocks (BDC) Momentum
live (public) 0.66% January 03
Delayed
Holdings (As of 11/30/2016)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Asset0 | MAIN (Main Street Capital Corporation) | 0.75% | 10.00% |
Asset1 | AINV (Apollo Investment Corp) | 0.49% | 10.00% |
Asset2 | PNNT (PennantPark Investment Corporation) | 0.54% | 10.00% |
Asset3 | ARCC (Ares Capital Corporation) | 0.12% | 10.00% |
Asset4 | SLRC (SLR Investment Corp) | 0.93% | 10.00% |
Asset5 | ACAS (American Capital Ltd) | 0.06% | 10.00% |
Asset6 | PSEC (Prospect Capital Corporation) | 0.50% | 10.00% |
Asset7 | TCAP (Triangle Capital Corporation) | 0.0% | 10.00% |
Asset8 | CASH (CASH) | 0.0% | 10.00% |
Asset9 | CASH (CASH) | 0.0% | 10.00% |
* Day change on 11/30/2016.
Performance (As of 01/03/2017)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Business Development Company Stocks (BDC) Momentum | 14.1% | 14.1% | -2.8% | 4.0% | 8.8% | 7.6% |
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* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 01/02/2001 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.7 | 14.1 | -2.8 | 4.0 | 8.8 | 7.6 | 7.4 | 14.1 | 13.3 | -9.7 | -10.7 | 5.1 | 27.7 | 2.4 | 33.7 | 50.4 | -5.5 | -2.5 | 12.3 | 5.7 | 2.0 | 5.1 | 1.3 | 4.0 |
Sharpe Ratio | NA | 1.52 | -0.32 | 0.37 | 0.59 | NA | 0.57 | 1.52 | 1.44 | -0.95 | -1.4 | 0.45 | 1.9 | 0.18 | 1.6 | 2.19 | -0.39 | -0.93 | 2.56 | 1.18 | 0.56 | 1.65 | 0.07 | 0.58 |
Draw Down(%) | NA | 5.3 | 25.4 | 27.2 | 27.2 | NA | 27.2 | 5.3 | 5.3 | 16.7 | 15.3 | 8.6 | 9.6 | 12.5 | 15.6 | 10.2 | 13.4 | 6.4 | 1.4 | 2.0 | 2.4 | 1.9 | 1.9 | 1.3 |
Standard Deviation(%) | NA | 9.1 | 9.1 | 10.8 | 14.2 | NA | 11.4 | 9.1 | 9.1 | 10.2 | 7.7 | 11.2 | 14.5 | 12.9 | 21.0 | 23.0 | 16.3 | 6.0 | 3.5 | 3.0 | 1.9 | 2.7 | 2.1 | 2.9 |
Treynor Ratio | NA | 1.28 | -0.35 | 0.13 | 0.24 | NA | 0.24 | 1.28 | 1.24 | -1.2 | -2.58 | 0.07 | 0.34 | 0.07 | 0.34 | 1.32 | -0.23 | -0.27 | 0.45 | 0.27 | 0.24 | 0.72 | 0.12 | 0.34 |
Alpha | NA | 0.05 | -0.01 | 0.0 | 0.03 | NA | 0.02 | 0.05 | 0.05 | -0.04 | -0.05 | -0.05 | 0.06 | 0.01 | 0.07 | 0.13 | 0.02 | -0.02 | 0.03 | 0.01 | 0.0 | 0.01 | 0.0 | 0.01 |
Beta | NA | 0.11 | 0.08 | 0.31 | 0.35 | NA | 0.27 | 0.11 | 0.11 | 0.08 | 0.04 | 0.71 | 0.8 | 0.32 | 0.98 | 0.38 | 0.27 | 0.21 | 0.2 | 0.13 | 0.04 | 0.06 | 0.01 | 0.05 |
RSquared | NA | 0.02 | 0.01 | 0.14 | 0.27 | NA | 0.21 | 0.02 | 0.02 | 0.02 | 0.0 | 0.5 | 0.5 | 0.33 | 0.71 | 0.2 | 0.47 | 0.31 | 0.32 | 0.2 | 0.07 | 0.15 | 0.03 | 0.13 |
Sortino Ratio | NA | 2.13 | -0.41 | 0.49 | 0.82 | NA | 0.8 | 2.13 | 2.01 | -1.16 | -1.74 | 0.61 | 2.66 | 0.25 | 2.26 | 3.29 | -0.54 | -1.14 | 4.21 | 1.79 | 0.78 | 2.18 | 0.1 | 0.79 |
Yield(%) | N/A | 7.67 | 5.7 | 6.46 | 6.4 | N/A | 5.02 | 0.0 | 7.67 | 4.03 | 5.39 | 6.01 | 9.14 | 5.42 | 7.56 | 9.42 | 5.13 | 3.96 | 5.45 | 3.54 | 1.6 | 1.44 | 1.47 | 3.02 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Strategies
Asset Allocation Strategy | Momentum Scoring 2 |