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High Dividend ETFs Liquid
High Dividend ETFs Liquid TAA Risk Profile 0
High Dividend ETFs Liquid TAA Risk Profile 0
live (public) 1.00% November 30
Delayed
Holdings (As of 09/30/2020)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| US Equity | BDCS (UBS ETRACS Linked to the Wells Fargo Business Development Company Index ETN) | 2.95% | UBS E-TRACS Wells Fargo Bus Dev Comp ETN | 52.37% |
| CASH | CASH (CASH) | 0.0% | CASH | 0.01% |
| Emerging Market Equity | EDIV (SPDR® S&P Emerging Markets Dividend ETF) | 0.83% | SPDR S&P Emerging Markets Dividend | 26.02% |
| Emerging Market Equity | DEM (WisdomTree Emerging Markets High Dividend Fund) | 1.09% | WisdomTree Emerging Markets Equity Inc | 21.60% |
* Day change on 09/30/2020.
Previous
Beta
Instructions On FolioInvesting.com Download Current Holdings to FolioInvesting CSV file
Performance (As of 11/30/2020)
Since 12/31/2007
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| High Dividend ETFs Liquid TAA Risk Profile 0 | -0.4% | 1.7% | 0.6% | 1.9% | 2.5% | |
| VFINX (Vanguard (S&P 500) Index) | 9.2% | 27.2% | 9.1% | 13.9% | 12.6% | 14.4% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.4% | 15.7% | 3.2% | 8.0% | 7.8% | 9.6% |
* YTD: Year to Date
** AR: Annualized Return
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 12/31/2007 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.6 | 1.7 | 0.6 | 1.9 | 2.5 | 4.3 | -0.4 | 7.3 | -6.4 | 9.3 | 4.5 | -11.9 | -0.9 | 5.3 | 14.7 | -0.2 | 13.5 | 26.9 | -0.6 | 0.0 |
| Sharpe Ratio | NA | -1.01 | -1.76 | -1.97 | -1.74 | -1.29 | -0.74 | -2.65 | -2.49 | -1.18 | -2.95 | -3.25 | -2.24 | -1.27 | -0.49 | -1.33 | -0.27 | 0.42 | -2.31 | NA |
| Draw Down(%) | NA | 19.0 | 21.8 | 21.8 | 25.3 | 25.3 | 19.0 | 3.9 | 13.1 | 4.6 | 9.0 | 17.1 | 12.5 | 11.5 | 4.9 | 14.6 | 13.8 | 10.9 | 8.2 | 0.0 |
| Standard Deviation(%) | NA | 14.3 | 11.0 | 10.4 | 10.4 | 12.1 | 14.8 | 6.0 | 11.2 | 8.4 | 10.1 | 9.4 | 8.7 | 10.4 | 8.0 | 14.0 | 18.8 | 20.0 | 8.7 | NA |
| Treynor Ratio | NA | -1.45 | -1.05 | -0.93 | -0.61 | -0.61 | -1.13 | -0.59 | -0.56 | -0.13 | -0.75 | -0.82 | -0.35 | -0.17 | -0.09 | -0.62 | -0.05 | 0.25 | -13.82 | NA |
| Alpha | NA | -0.05 | -0.07 | -0.07 | -0.06 | -0.04 | -0.04 | -0.06 | -0.05 | -0.03 | -0.07 | -0.09 | -0.06 | -0.07 | -0.01 | -0.05 | 0.0 | 0.02 | -0.07 | NA |
| Beta | NA | 0.1 | 0.19 | 0.22 | 0.29 | 0.25 | 0.1 | 0.27 | 0.5 | 0.79 | 0.4 | 0.37 | 0.55 | 0.76 | 0.43 | 0.3 | 0.94 | 0.33 | 0.01 | NA |
| RSquared | NA | 0.06 | 0.15 | 0.17 | 0.25 | 0.2 | 0.06 | 0.32 | 0.58 | 0.4 | 0.27 | 0.38 | 0.53 | 0.66 | 0.46 | 0.25 | 0.81 | 0.21 | 0.0 | NA |
| Sortino Ratio | NA | -1.05 | -1.58 | -1.61 | -1.48 | -1.24 | -0.82 | -1.51 | -2.25 | -1.0 | -1.8 | -2.55 | -1.8 | -1.24 | -0.38 | -1.37 | -0.32 | 0.53 | -1.9 | NA |
| Yield(%) | N/A | 3.83 | 3.45 | 3.68 | 5.09 | 5.31 | 3.56 | 2.84 | 3.92 | 2.1 | 4.51 | 6.5 | 8.62 | 5.19 | 8.1 | 4.09 | 4.12 | 7.33 | 2.88 | 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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2007
Portfolio Description
This model portfolio uses Tactical Asset Allocation
. The following is the description on how in general the strategy works for this portfolio. It is for information purpose only. The actual implementation might be
different from the description in some situations where optimization has been implemented.
The strategy first derives trend scores of the 5 major asset classes: Fixed Income, Emerging Market Equity, Foreign Equity, REITs, US Equity that are covered in High Dividend ETFs Liquid. It then selects the top 2 risk assets and 1 fixed income asset.
1. Risk allocation: the risk profile of this portfolio is 0.
The total allocation of the 1 fixed income asset should be at least 0%.
2. Asset weights: risk assets selected are equally weighted by
default.
3. Fund selection: about 2 top performing funds among 20 available funds in the plan are chosen for each asset selected. They are usually equally weighted within
the asset by default.
4. Rebalance frequency: the portfolio is reviewed by the strategy program monthly
and the above steps are repeated. Asset weights are rebalanced back to target allocation if it is necessary. During a market downturn, the asset
exposure to risk assets might be reduced and is switched to fixed income instead to avoid big loss.
5.
Simulation: Performance data before this portfolio went public on
05/02/2013
are obtained from historical simulation. They are hypothetical.
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