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P Relative Strength Trend Following Five Assets Dividend Stocks
P Relative Strength Trend Following Five Assets Dividend Stocks
live (public) 0.18% May 08
Inception date: 12/31/1997.
Funds used in this portfolio:
- U.S. stocks: VDIGX
- 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
- US Bonds: Vanguard Total Bond Index (VBMFX), inception: 6/4/1990
- CASH: calculated using 3 month T-Bill interest.
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Asset1 | VEURX (VANGUARD EUROPEAN STOCK INDEX FUND INVESTOR SHARES) | 0.30% | 33.33% |
Asset2 | VPACX (VANGUARD PACIFIC STOCK INDEX FUND INVESTOR SHARES) | 0.28% | 33.33% |
Asset3 | VDIGX (VANGUARD DIVIDEND GROWTH FUND INVESTOR SHARES) | 0.18% | 33.34% |
* Day change on 03/28/2024.
Performance (As of 05/08/2024)
Since 12/31/1997
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Relative Strength Trend Following Five Assets Dividend Stocks | 1.5% | -0.5% | 1.2% | 4.9% | 2.9% | 6.0% |
VFINX (Vanguard (S&P 500) Index) | 9.2% | 27.1% | 8.8% | 14.3% | 12.7% | 14.2% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.3% | 15.8% | 3.1% | 8.1% | 7.8% | 9.4% |
* 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 12/31/1997 |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.7 | 1.5 | -0.5 | 1.2 | 4.9 | 2.9 | 6.0 | 7.5 | 8.1 | 3.6 | -11.4 | 22.3 | 2.5 | 14.1 | -7.9 | 18.0 | -2.5 | -10.1 | 9.2 | 23.5 | 13.8 | 0.8 | 6.6 | 15.0 | 4.1 | 4.0 | 26.4 | 7.5 | 19.1 | 31.7 | 6.5 | 4.5 | -2.5 | 15.3 | 11.8 | 0.0 |
Sharpe Ratio | NA | 0.02 | -0.45 | -0.11 | 0.32 | 0.19 | NA | NA | 0.62 | -0.07 | -1.18 | 1.96 | 0.2 | 1.74 | -0.78 | 2.7 | -0.28 | -0.96 | 1.05 | 2.06 | 1.49 | 0.04 | 0.4 | 1.03 | 0.58 | 0.06 | 1.89 | 0.53 | 1.51 | 3.7 | 1.08 | 0.44 | -0.64 | 1.31 | 1.1 | NA |
Draw Down(%) | NA | 5.2 | 9.9 | 14.3 | 15.9 | 20.7 | NA | NA | 20.7 | 9.9 | 12.5 | 6.4 | 15.9 | 3.1 | 16.4 | 2.6 | 8.3 | 15.3 | 6.4 | 10.8 | 7.0 | 18.0 | 12.8 | 7.1 | 2.8 | 10.4 | 11.7 | 6.8 | 13.1 | 3.3 | 6.0 | 3.2 | 9.3 | 6.7 | 7.1 | 0.0 |
Standard Deviation(%) | NA | 10.1 | 9.4 | 10.4 | 10.4 | 9.9 | NA | NA | 10.8 | 9.4 | 10.8 | 11.4 | 11.3 | 7.3 | 11.8 | 6.4 | 9.5 | 10.5 | 8.7 | 11.4 | 9.2 | 18.7 | 16.6 | 14.5 | 5.4 | 15.7 | 12.3 | 10.2 | 12.0 | 8.4 | 5.0 | 5.0 | 10.2 | 9.2 | 7.7 | NA |
Treynor Ratio | NA | 0.0 | -0.07 | -0.03 | 0.12 | 0.06 | NA | NA | 0.25 | -0.01 | -0.4 | 0.29 | 0.27 | 0.35 | -0.15 | 0.24 | -0.06 | -0.21 | 0.14 | 0.26 | 0.23 | 0.01 | 0.08 | 0.85 | -0.87 | 0.01 | 0.24 | 0.07 | 0.27 | 2.36 | -37.91 | 0.33 | -0.45 | 0.76 | 0.72 | NA |
Alpha | NA | -0.06 | -0.07 | -0.02 | 0.0 | -0.01 | NA | NA | 0.02 | -0.05 | -0.03 | 0.0 | 0.0 | 0.01 | -0.02 | 0.01 | -0.03 | -0.04 | 0.0 | -0.02 | 0.02 | 0.0 | -0.02 | 0.04 | 0.01 | 0.0 | 0.04 | 0.01 | 0.04 | 0.09 | 0.02 | 0.01 | -0.02 | 0.03 | 0.02 | NA |
Beta | NA | 0.7 | 0.64 | 0.44 | 0.27 | 0.34 | NA | NA | 0.26 | 0.56 | 0.32 | 0.76 | 0.08 | 0.36 | 0.61 | 0.73 | 0.46 | 0.49 | 0.66 | 0.92 | 0.6 | 0.6 | 0.81 | 0.18 | -0.04 | 0.89 | 0.97 | 0.75 | 0.67 | 0.13 | 0.0 | 0.06 | 0.14 | 0.16 | 0.12 | NA |
RSquared | NA | 0.66 | 0.62 | 0.54 | 0.29 | 0.37 | NA | NA | 0.23 | 0.6 | 0.52 | 0.75 | 0.06 | 0.38 | 0.79 | 0.58 | 0.4 | 0.52 | 0.72 | 0.8 | 0.68 | 0.54 | 0.76 | 0.1 | 0.08 | 0.82 | 0.62 | 0.58 | 0.39 | 0.07 | 0.0 | 0.08 | 0.11 | 0.1 | 0.12 | NA |
Sortino Ratio | NA | 0.03 | -0.61 | -0.15 | 0.43 | 0.25 | NA | NA | 0.86 | -0.09 | -1.54 | 2.81 | 0.25 | 2.47 | -0.97 | 4.32 | -0.37 | -1.23 | 1.46 | 3.0 | 2.22 | 0.05 | 0.55 | 1.49 | 0.85 | 0.08 | 2.85 | 0.77 | 2.14 | 6.11 | 1.7 | 0.63 | -0.85 | 2.0 | 1.54 | NA |
Yield(%) | N/A | 0.41 | 4.07 | 3.7 | 3.53 | 3.22 | N/A | N/A | 3.81 | 4.12 | 3.35 | 3.77 | 3.14 | 3.76 | 3.66 | 0.48 | 3.42 | 2.99 | 4.06 | 3.01 | 3.52 | 2.25 | 3.21 | 5.1 | 4.02 | 2.6 | 3.09 | 4.0 | 3.48 | 5.45 | 4.97 | 6.72 | 4.18 | 3.59 | 6.79 | 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 | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/1997
Strategies
Asset Allocation Strategy | Goldman Sachs Global Tactical Asset Allocation |