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MyPlanIQ Advanced Investors Advanced Strategies P Relative Strength Trend Following Six Assets

P Relative Strength Trend Following Six Assets

live (public) 0.66% April 26

NOTE: 

This portfolio solely serves for benchmark purpose because of the longevity of historical data of the funds used in this portfolio. It diversifies international stock investments based on geographical regions instead of economic groups (i.e. international developed and emerging markets). We prefer using economic group diversification over this portfolio in real life. For a better diverisification portfolio, please see P Goldman Sachs Global Tactical Include Emerging Market Diversified Bonds.

Inception date: 6/28/1991.

This portfolio uses mutual funds with longest price history. The international and emerging market and REITs are the ones with shorter history.

Funds used in this portfolio:

  • U.S. stocks: Vanguard 500 Index (VFINX), inception:3/27/1987
  • European stocks: Vanguard European (VEURX), inception: 11/1/1990
  • Pacific stocks: Vanguard Pacific (VPACX), inception: 11/1/1990
  • US REITs: Vanguard REITs (VGSIX), inception: 6/28/1996
  • Gold: GLD, inception:1/4/1971. Before ETF GLD's inception on 11/18/2004, we use London spot gold price (monthly closing).
  • US Bonds: Vanguard Total Bond Index (VBMFX), inception: 6/4/1990
  • CASH: calculated using 3 month T-Bill interest. 

From 6/28/1991 to 9/4/2012, The following table shows the performance between VFINX (Vanguard 500 Index) and this portfolio: 

Return MetricsVFINX

P Relative Strength Trend Following Six Assets

Annualized Return8.572%11.5%
Sharpe Ratio34.141%89.0%
Standard Deviation18.866%10.6%

See latest comparison >>

See also P Relative Strength Trend Following Five Assets Dividend Stocks and the discussion for dividend stocks February 18, 2013: Dividend & Income Funds In Asset Allocation.

Delayed Holdings (As of 02/29/2024)
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Asset Fund in this portfolio Price change* Percentage
Asset1 VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) 0.54% 33.33%
Asset2 VPACX (VANGUARD PACIFIC STOCK INDEX FUND INVESTOR SHARES) 0.78% 33.33%
Asset3 VEURX (VANGUARD EUROPEAN STOCK INDEX FUND INVESTOR SHARES) 0.17% 33.34%

* Day change on 02/29/2024.

Monthly Holding Date: Total Transaction Times So Far:
Previous Next
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Holdings

Transactions

Performance (As of 04/26/2024)

Since 06/28/1991

Name YTD*
Return		 1Yr
AR**		 3Yr
AR**		 5Yr
AR**		 10Yr
AR**		 15Yr
AR**
P Relative Strength Trend Following Six Assets 5.7% 4.1% 2.5% 7.1% 5.0% 7.5%
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
06/28/1991		 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
Annualized Return(%) 1.0 5.7 4.1 2.5 7.1 5.0 7.5 8.2 8.8 3.6 -12.4 22.0 15.3 9.0 -8.9 23.0 -0.1 -8.9 10.2 23.7 11.0 0.7 15.2 12.1 -2.1 8.5 22.5 6.8 21.1 30.7 3.7 7.3 -4.9 27.2 11.1 -3.0 14.3 12.8 4.0 18.6 0.3 6.9
Sharpe Ratio NA 0.45 0.03 0.03 0.52 0.38 NA NA 0.68 -0.06 -1.33 1.86 1.26 0.97 -0.82 3.47 -0.03 -0.82 1.12 2.02 1.15 0.05 0.93 0.78 -0.33 0.34 1.34 0.45 1.67 3.41 0.48 1.11 -0.79 2.13 0.81 -1.02 1.74 1.55 0.14 2.0 -0.3 0.89
Draw Down(%) NA 3.2 11.2 15.2 15.2 20.0 NA NA 20.0 11.2 14.7 6.4 14.4 4.3 17.9 2.6 9.0 14.4 6.2 11.0 8.8 13.7 10.3 7.1 12.4 10.6 17.3 7.0 13.0 3.3 7.5 3.2 9.9 6.0 12.0 9.3 5.6 3.9 6.6 6.6 5.3 2.6
Standard Deviation(%) NA 10.1 10.2 10.6 10.8 10.2 NA NA 10.5 10.3 10.3 11.8 12.0 7.8 12.5 6.4 9.8 10.9 9.1 11.7 9.6 15.2 16.3 15.4 9.3 16.2 14.4 10.2 12.0 8.8 5.5 4.5 11.4 11.2 9.6 6.4 6.2 5.8 7.6 8.3 6.9 5.7
Treynor Ratio NA 0.06 0.01 0.01 0.22 0.12 NA NA 0.26 -0.01 -0.61 0.27 1.37 0.28 -0.16 0.28 -0.01 -0.17 0.14 0.25 0.18 0.02 0.2 0.72 0.64 0.06 0.23 0.06 0.3 2.01 2.68 0.8 -0.31 0.63 0.3 -0.4 0.32 0.28 0.04 0.43 NA NA
Alpha NA 0.0 -0.05 -0.01 0.01 0.0 NA NA 0.02 -0.04 -0.04 0.0 0.05 0.0 -0.03 0.02 -0.02 -0.04 0.0 -0.02 0.01 0.0 0.01 0.03 -0.02 0.01 0.03 0.01 0.05 0.09 0.01 0.02 -0.02 0.06 0.01 -0.04 0.02 0.0 0.01 0.05 NA NA
Beta NA 0.74 0.67 0.38 0.25 0.33 NA NA 0.27 0.53 0.23 0.8 0.11 0.27 0.65 0.8 0.42 0.52 0.7 0.96 0.61 0.42 0.76 0.17 -0.05 0.88 0.85 0.73 0.67 0.15 0.01 0.06 0.29 0.38 0.26 0.16 0.34 0.32 0.27 0.38 NA NA
RSquared NA 0.71 0.6 0.38 0.24 0.33 NA NA 0.22 0.46 0.28 0.78 0.09 0.19 0.78 0.7 0.31 0.55 0.76 0.83 0.65 0.4 0.71 0.09 0.04 0.75 0.35 0.55 0.38 0.08 0.0 0.09 0.37 0.38 0.36 0.26 0.5 0.23 0.14 0.17 NA NA
Sortino Ratio NA 0.66 0.05 0.04 0.7 0.52 NA NA 0.94 -0.08 -1.67 2.73 1.67 1.33 -1.02 5.91 -0.04 -1.06 1.56 2.92 1.68 0.06 1.29 1.11 -0.42 0.46 1.93 0.67 2.39 5.58 0.71 1.72 -1.07 3.3 1.09 -1.18 2.48 2.15 0.21 2.98 -0.39 1.55
Yield(%) N/A 0.44 1.92 2.0 1.91 2.21 N/A N/A 2.95 1.88 1.67 2.45 1.8 2.28 1.76 2.72 2.06 2.13 3.99 2.8 3.65 1.57 2.82 4.19 2.96 2.48 2.31 2.88 3.53 5.59 4.73 7.08 2.83 2.55 3.7 2.75 2.32 3.07 1.47 1.94 1.91 2.08
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

*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/28/1991

Tax Performance Analytics
Commission Fee ($ per transaction)      Long Term Tax Rate (%)
Short Term Tax Rate (%)      Monthly Withdraw ($)
Monthly Deposit ($)      Tax on Withdraw (%)
Initial Amount ($)      Estimation Method
The start date of the charts is 09/28/1992 when all charts have data
Strategies
Asset Allocation Strategy    Goldman Sachs Global Tactical Asset Allocation

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