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TDAmeritrade Total Return Bond
live (public) 0.01% May 03
This portfolio is for fixed income investments in TDAmeritrade. It invests in a no load no transaction fee total return bond fund and rebalances every month. It obeys the 6 month minimum holding period requirement for every fund. Please see the following newsletters for more detailed description:
- September 22, 2014: Why Total Return Bond Funds?
- June 3, 2013: Total Return Bond Fund Portfolios For Major Brokerages
For its smart usage in other asset allocation portfolios, see the following:
Asset Class | Ticker | Description | Rating | ||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
General Bond | PONAX (PIMCO INCOME FUND CLASS A) | 0.19% | PIMCO Income A | 100.00% |
* Day change on 03/28/2024.
Instructions On FolioInvesting.com Download Current Holdings to FolioInvesting CSV file
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
TDAmeritrade Total Return Bond | -1.0% | 2.8% | -1.7% | -0.2% | 1.5% | 4.6% |
VFINX (Vanguard (S&P 500) Index) | 7.9% | 27.1% | 8.5% | 13.8% | 12.5% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.6% | 14.0% | 2.5% | 7.6% | 7.6% | 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(%) | 0.2 | -1.0 | 2.8 | -1.7 | -0.2 | 1.5 | 4.6 | 5.1 | 6.2 | 6.6 | -9.4 | -3.5 | 0.1 | 9.7 | 0.6 | 8.5 | 4.4 | -0.9 | 5.6 | 3.3 | 19.0 | 3.6 | 9.4 | 20.6 | 3.0 | 8.7 | 11.0 | 4.0 | 1.8 | 25.4 | 13.1 | 7.4 |
Sharpe Ratio | NA | -0.46 | -0.2 | -0.85 | -0.33 | 0.1 | NA | NA | 1.13 | 0.4 | -2.44 | -1.07 | -0.02 | 2.31 | -0.38 | 3.63 | 1.16 | -0.24 | 1.84 | 0.98 | 7.93 | 0.73 | 2.31 | 4.6 | 0.3 | 1.3 | 2.23 | 0.59 | 0.12 | 4.65 | 3.58 | 1.16 |
Draw Down(%) | NA | 2.5 | 4.5 | 13.0 | 18.0 | 18.0 | NA | NA | 18.0 | 6.1 | 11.3 | 5.0 | 16.4 | 2.2 | 1.8 | 0.5 | 4.2 | 4.0 | 3.5 | 5.1 | 0.4 | 7.6 | 3.3 | 3.5 | 7.3 | 3.1 | 2.9 | 2.8 | 7.6 | 6.2 | 2.4 | 4.1 |
Standard Deviation(%) | NA | 4.8 | 5.3 | 4.6 | 5.5 | 4.4 | NA | NA | 4.5 | 5.8 | 4.4 | 3.3 | 8.4 | 3.6 | 2.0 | 2.2 | 3.6 | 3.6 | 3.0 | 3.3 | 2.4 | 4.9 | 4.0 | 4.4 | 6.9 | 4.4 | 3.5 | 3.1 | 7.0 | 5.3 | 3.4 | 4.4 |
Treynor Ratio | NA | -0.2 | -0.06 | -1.17 | -0.69 | 0.18 | NA | NA | 6.94 | 0.16 | 48.84 | -0.94 | -0.05 | -0.73 | 0.33 | 5.49 | 0.53 | -0.76 | 0.4 | 0.31 | 44.29 | 0.3 | -1.7 | -9.1 | -1.22 | 1.01 | 0.53 | 0.32 | 0.1 | -2.94 | -2.06 | -1.46 |
Alpha | NA | -0.03 | -0.02 | -0.02 | -0.01 | 0.0 | NA | NA | 0.02 | 0.0 | -0.04 | -0.02 | 0.0 | 0.04 | 0.0 | 0.03 | 0.01 | 0.0 | 0.02 | 0.0 | 0.07 | 0.01 | 0.04 | 0.08 | 0.01 | 0.02 | 0.02 | 0.01 | 0.0 | 0.1 | 0.04 | 0.02 |
Beta | NA | 0.11 | 0.17 | 0.03 | 0.03 | 0.02 | NA | NA | 0.01 | 0.14 | 0.0 | 0.04 | 0.03 | -0.11 | -0.02 | 0.01 | 0.08 | 0.01 | 0.14 | 0.11 | 0.0 | 0.12 | -0.05 | -0.02 | -0.02 | 0.06 | 0.15 | 0.06 | 0.08 | -0.08 | -0.06 | -0.03 |
RSquared | NA | 0.07 | 0.14 | 0.02 | 0.01 | 0.01 | NA | NA | 0.0 | 0.1 | 0.0 | 0.02 | 0.02 | 0.16 | 0.04 | 0.0 | 0.08 | 0.0 | 0.27 | 0.13 | 0.0 | 0.32 | 0.06 | 0.02 | 0.01 | 0.04 | 0.18 | 0.04 | 0.02 | 0.07 | 0.21 | 0.03 |
Sortino Ratio | NA | -0.58 | -0.28 | -1.14 | -0.41 | 0.12 | NA | NA | 1.59 | 0.61 | -2.81 | -1.39 | -0.02 | 3.52 | -0.55 | 8.65 | 1.64 | -0.33 | 2.8 | 1.4 | 26.79 | 0.99 | 3.49 | 8.89 | 0.42 | 1.86 | 3.57 | 0.82 | 0.17 | 7.35 | 5.69 | 1.62 |
Yield(%) | N/A | 0.98 | 4.66 | 3.49 | 3.38 | 4.11 | N/A | N/A | 5.87 | 5.11 | 1.87 | 3.02 | 3.12 | 3.17 | 3.67 | 5.23 | 4.36 | 6.36 | 5.33 | 4.93 | 7.56 | 5.85 | 6.36 | 11.94 | 9.12 | 6.11 | 5.52 | 5.98 | 6.73 | 7.06 | 7.43 | 8.24 |
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 12/31/2000
The strategy first derives trend scores of the 1 major asset classes: Fixed Income that are covered in TDAmeritrade Total Return Bond Plan. It then selects the top 1 risk assets and 1 fixed income asset.