Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
Advanced Investors
Advanced Strategies
P Momentum Scoring Sector ETFs
P Momentum Scoring Sector ETFs
live (public) 0.48% April 26
This portfolios uses U.S. 10 sectors listed on 360° Market Overview. Each month it selects top two sectors to invest.
Delayed
Holdings (As of 02/29/2024)
sign up and login first and then customize a new portfolio for the latest current holdings
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Asset0 | XLK (Technology Select Sector SPDR® Fund) | 1.11% | 50.00% |
Asset1 | XLI (Industrial Select Sector SPDR® Fund) | 0.31% | 50.00% |
CASH | CASH (CASH) | 0.0% | 0.09% |
* Day change on 02/29/2024.
Performance (As of 04/26/2024)
Since 01/01/2001
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Momentum Scoring Sector ETFs | 2.6% | 26.0% | 12.2% | 13.4% | 9.9% | 9.9% |
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 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(%) | 2.4 | 2.6 | 26.0 | 12.2 | 13.4 | 9.9 | 9.9 | 10.2 | 8.3 | 16.2 | 12.4 | 11.6 | 21.1 | 11.3 | -2.4 | 14.6 | 4.8 | 0.6 | 5.0 | 30.6 | 5.0 | 1.7 | 2.1 | 14.9 | -11.9 | 13.6 | 12.0 | 30.9 | 15.0 | 23.2 | -8.0 | -18.6 |
Sharpe Ratio | NA | 0.11 | 1.59 | 0.53 | 0.6 | 0.52 | NA | NA | 0.42 | 0.76 | 0.49 | 0.59 | 0.83 | 0.89 | -0.2 | 1.41 | 0.35 | 0.04 | 0.38 | 2.47 | 0.42 | 0.08 | 0.1 | 0.78 | -0.59 | 0.54 | 0.53 | 1.63 | 1.03 | 1.66 | -0.61 | -1.27 |
Draw Down(%) | NA | 6.1 | 8.8 | 18.1 | 23.4 | 23.4 | NA | NA | 25.0 | 12.0 | 18.1 | 14.4 | 23.4 | 8.4 | 18.3 | 5.0 | 11.8 | 11.3 | 9.3 | 8.5 | 8.6 | 21.0 | 21.1 | 10.7 | 21.3 | 11.6 | 15.6 | 13.7 | 7.2 | 8.6 | 18.2 | 20.6 |
Standard Deviation(%) | NA | 13.8 | 14.0 | 18.9 | 19.7 | 17.0 | NA | NA | 17.1 | 15.8 | 22.5 | 19.7 | 25.1 | 11.2 | 18.4 | 9.9 | 13.2 | 15.2 | 13.1 | 12.4 | 11.8 | 22.7 | 19.8 | 18.9 | 21.6 | 19.6 | 16.4 | 17.6 | 13.7 | 13.5 | 14.9 | 16.5 |
Treynor Ratio | NA | 0.01 | 0.22 | 0.13 | 0.17 | 0.12 | NA | NA | 0.12 | 0.13 | 0.18 | 0.11 | 0.34 | 0.16 | -0.04 | 0.11 | 0.07 | 0.01 | 0.05 | 0.3 | 0.06 | 0.02 | 0.02 | 0.44 | -0.79 | 0.1 | 0.07 | 0.24 | 0.16 | 0.48 | -0.27 | -0.48 |
Alpha | NA | -0.06 | 0.0 | 0.03 | 0.02 | 0.01 | NA | NA | 0.02 | -0.02 | 0.1 | -0.05 | 0.04 | -0.02 | 0.02 | -0.04 | 0.0 | 0.01 | -0.02 | 0.0 | -0.02 | 0.01 | -0.04 | 0.03 | -0.02 | 0.04 | -0.01 | 0.1 | 0.03 | 0.04 | 0.0 | -0.07 |
Beta | NA | 1.12 | 1.03 | 0.75 | 0.69 | 0.74 | NA | NA | 0.58 | 0.94 | 0.6 | 1.07 | 0.62 | 0.61 | 1.0 | 1.31 | 0.67 | 0.86 | 1.05 | 1.03 | 0.79 | 0.85 | 0.98 | 0.33 | 0.16 | 1.06 | 1.19 | 1.19 | 0.85 | 0.47 | 0.33 | 0.43 |
RSquared | NA | 0.88 | 0.75 | 0.48 | 0.56 | 0.59 | NA | NA | 0.44 | 0.6 | 0.42 | 0.5 | 0.73 | 0.46 | 0.85 | 0.79 | 0.44 | 0.78 | 0.83 | 0.85 | 0.73 | 0.77 | 0.81 | 0.23 | 0.09 | 0.75 | 0.53 | 0.49 | 0.48 | 0.35 | 0.34 | 0.32 |
Sortino Ratio | NA | 0.15 | 2.35 | 0.73 | 0.81 | 0.7 | NA | NA | 0.57 | 1.06 | 0.65 | 0.83 | 1.09 | 1.17 | -0.27 | 2.02 | 0.48 | 0.05 | 0.53 | 3.66 | 0.62 | 0.1 | 0.14 | 1.08 | -0.81 | 0.71 | 0.76 | 2.26 | 1.47 | 2.52 | -0.86 | -1.66 |
Yield(%) | N/A | 0.5 | 1.99 | 2.1 | 1.77 | 1.57 | N/A | N/A | 1.88 | 2.05 | 2.4 | 2.35 | 0.99 | 1.1 | 0.75 | 0.38 | 2.42 | 1.3 | 1.74 | 1.84 | 2.23 | 2.73 | 2.12 | 2.61 | 2.31 | 1.68 | 2.23 | 2.62 | 2.09 | 1.63 | 1.37 | 1.78 |
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 01/01/2001
Strategies
Asset Allocation Strategy | Momentum Scoring |