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P Goldman Sachs Global Tactical Asset Allocation ETFs Include Emerging Mkt
P Goldman Sachs Global Tactical Asset Allocation ETFs Include Emerging Mkt
live (public) 0.29% August 30
This portfolio is the ETF version of the portfolio "P GS FundX Funds Include Emerging Market Diversified Bonds". The only difference is that there is an extra WIP (international inflation protected bonds) for this ETF portfolio.
Delayed
Holdings (As of 06/29/2018)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Asset1 | DBC (Invesco DB Commodity Index Tracking Fund) | 1.14% | 33.33% |
Asset2 | SPY (SPDR S&P 500 ETF Trust) | 0.14% | 33.33% |
Asset3 | IYR (iShares U.S. Real Estate ETF) | 0.25% | 33.34% |
* Day change on 06/29/2018.
Performance (As of 08/30/2018)
Since 06/29/2007
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Goldman Sachs Global Tactical Asset Allocation ETFs Include Emerging Mkt | 3.6% | 10.4% | 8.8% | 7.3% | 8.9% | |
VFINX (Vanguard (S&P 500) Index) | 11.7% | 29.3% | 9.9% | 14.8% | 13.0% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 17.4% | 3.9% | 8.5% | 8.0% | 9.8% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/29/2007 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.9 | 10.4 | 8.8 | 7.3 | 8.9 | 9.1 | 3.6 | 19.3 | 4.5 | -8.3 | 8.0 | 17.2 | 6.5 | 6.7 | 10.2 | 13.4 | 13.1 | 10.1 |
Sharpe Ratio | NA | 0.78 | 0.83 | 0.72 | 0.74 | 0.71 | 0.2 | 2.35 | 0.44 | -0.89 | 1.01 | 1.49 | 0.97 | 0.51 | 0.58 | 0.84 | 1.06 | 0.4 |
Draw Down(%) | NA | 10.5 | 10.5 | 17.4 | 17.4 | 17.4 | 10.5 | 2.7 | 7.5 | 15.2 | 5.9 | 10.4 | 4.9 | 8.2 | 13.3 | 9.4 | 10.4 | 12.7 |
Standard Deviation(%) | NA | 11.9 | 10.0 | 9.7 | 11.7 | 12.3 | 13.6 | 7.9 | 9.7 | 9.4 | 7.9 | 11.6 | 6.6 | 13.0 | 17.5 | 15.8 | 11.5 | 21.8 |
Treynor Ratio | NA | 0.11 | 0.17 | 0.13 | 0.43 | 0.4 | 0.03 | 0.2 | 0.14 | -0.25 | 0.15 | 0.18 | 0.99 | 1.04 | 0.12 | 0.79 | -1.84 | 0.09 |
Alpha | NA | -0.02 | 0.0 | 0.0 | 0.03 | 0.03 | -0.03 | 0.0 | 0.0 | -0.04 | 0.0 | -0.04 | 0.02 | 0.03 | -0.01 | 0.04 | 0.04 | 0.09 |
Beta | NA | 0.84 | 0.5 | 0.52 | 0.2 | 0.22 | 0.83 | 0.94 | 0.3 | 0.34 | 0.54 | 0.95 | 0.07 | 0.06 | 0.82 | 0.17 | -0.07 | 0.98 |
RSquared | NA | 0.77 | 0.38 | 0.44 | 0.12 | 0.12 | 0.8 | 0.64 | 0.16 | 0.31 | 0.59 | 0.84 | 0.02 | 0.01 | 0.71 | 0.08 | 0.06 | 0.74 |
Sortino Ratio | NA | 1.04 | 1.12 | 0.98 | 1.03 | 0.99 | 0.26 | 3.57 | 0.6 | -1.16 | 1.37 | 2.08 | 1.4 | 0.69 | 0.82 | 1.23 | 1.56 | 0.56 |
Yield(%) | N/A | 0.68 | 1.69 | 2.19 | 3.02 | 3.0 | 0.63 | 0.47 | 3.45 | 1.58 | 3.53 | 3.03 | 3.5 | 3.04 | 3.48 | 5.45 | 3.49 | 1.37 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/29/2007
Strategies
Asset Allocation Strategy | Goldman Sachs Global Tactical Asset Allocation |