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P Market Timing with Long Term Interest Rate SMA30days 5days 5days VFINX
P Market Timing with Long Term Interest Rate SMA30days 5days 5days VFINX
live (public) 0(0.0%) April 26
Delayed
Holdings (As of 02/28/2023)
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Performance (As of 04/26/2023)
Since 04/01/1987
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Market Timing with Long Term Interest Rate SMA30days 5days 5days VFINX | 7.4% | 14.8% | 13.7% | 9.9% | 9.5% | 10.2% |
VFINX (Vanguard (S&P 500) Index) | 4.5% | 21.3% | 7.6% | 13.1% | 12.3% | 14.7% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 1.6% | 12.8% | 2.5% | 7.6% | 7.6% | 9.7% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 04/01/1987 |
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 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 14.8 | 13.7 | 9.9 | 9.5 | 10.2 | 10.3 | 9.2 | 7.4 | 6.0 | 12.1 | -0.0 | 26.9 | -4.2 | 11.4 | 7.3 | 5.6 | 17.1 | 12.8 | 15.2 | -5.7 | 2.7 | 13.5 | 33.9 | -2.5 | 17.7 | 9.7 | 10.2 | 28.2 | -12.4 | -15.0 | 8.1 | -3.0 | 28.0 | 15.5 | 10.4 | 35.0 | 0.8 | 3.7 | 4.0 | 12.8 | 7.1 | 21.5 | 11.2 | 0.7 |
Sharpe Ratio | NA | 1.09 | 1.3 | 0.52 | 0.64 | NA | NA | 0.51 | 0.55 | 0.44 | 1.55 | -0.01 | 2.23 | -0.46 | 2.58 | 0.67 | 0.47 | 1.77 | 1.98 | 1.49 | -0.27 | 0.16 | 0.86 | 1.23 | -0.39 | 1.91 | 1.09 | 1.01 | 2.08 | -0.56 | -0.92 | 0.23 | -0.74 | 1.36 | 0.81 | 0.82 | 4.12 | -0.5 | 0.23 | 0.21 | 0.77 | 0.17 | 1.38 | 0.51 | -0.16 |
Draw Down(%) | NA | 9.0 | 9.0 | 33.8 | 33.8 | NA | NA | 38.7 | 3.2 | 7.3 | 4.0 | 33.8 | 6.0 | 15.7 | 1.6 | 5.8 | 11.3 | 5.6 | 3.2 | 8.8 | 17.9 | 14.6 | 13.8 | 11.0 | 9.0 | 4.9 | 3.3 | 8.0 | 8.1 | 28.5 | 30.9 | 11.1 | 12.0 | 13.0 | 10.8 | 6.8 | 2.5 | 5.3 | 4.5 | 5.1 | 8.6 | 10.9 | 7.6 | 7.0 | 14.2 |
Standard Deviation(%) | NA | 10.9 | 9.8 | 17.0 | 13.7 | NA | NA | 14.0 | 10.6 | 10.3 | 7.8 | 31.8 | 11.4 | 11.9 | 4.2 | 10.6 | 11.9 | 9.7 | 6.5 | 10.2 | 21.4 | 16.1 | 15.6 | 26.8 | 14.2 | 7.6 | 6.9 | 9.1 | 13.2 | 24.1 | 18.9 | 17.6 | 8.4 | 18.2 | 14.8 | 8.4 | 7.6 | 4.3 | 7.1 | 7.5 | 11.8 | 10.7 | 11.4 | 12.6 | 14.3 |
Treynor Ratio | NA | 0.51 | 0.49 | 0.14 | 0.15 | NA | NA | 0.13 | 0.13 | 0.25 | 0.37 | 0.0 | 0.31 | -0.11 | 0.29 | 0.11 | 0.09 | 0.24 | 0.38 | 0.24 | -0.07 | 0.03 | 0.41 | 0.75 | -0.07 | 0.25 | 0.17 | 0.14 | 0.46 | -0.16 | -0.23 | 0.06 | -0.29 | 0.31 | 0.18 | 0.14 | 0.33 | -0.12 | 0.02 | 0.03 | 0.14 | 0.04 | 0.21 | 0.12 | -0.16 |
Alpha | NA | 0.05 | 0.04 | 0.01 | 0.01 | NA | NA | 0.02 | 0.03 | 0.03 | 0.01 | -0.05 | 0.01 | -0.01 | 0.01 | 0.0 | 0.02 | 0.03 | 0.01 | 0.02 | -0.02 | -0.03 | 0.02 | 0.2 | -0.02 | 0.03 | 0.03 | 0.01 | 0.04 | 0.04 | -0.02 | 0.05 | -0.04 | 0.02 | -0.02 | 0.0 | 0.01 | -0.01 | -0.01 | 0.0 | -0.02 | 0.03 | 0.0 | 0.01 | 0.0 |
Beta | NA | 0.23 | 0.26 | 0.61 | 0.59 | NA | NA | 0.56 | 0.45 | 0.18 | 0.33 | 0.84 | 0.83 | 0.48 | 0.37 | 0.66 | 0.59 | 0.72 | 0.33 | 0.64 | 0.84 | 0.79 | 0.33 | 0.44 | 0.78 | 0.57 | 0.45 | 0.68 | 0.6 | 0.87 | 0.76 | 0.63 | 0.22 | 0.8 | 0.66 | 0.5 | 0.94 | 0.19 | 0.67 | 0.61 | 0.63 | 0.45 | 0.76 | 0.54 | 0.15 |
RSquared | NA | 0.23 | 0.25 | 0.61 | 0.59 | NA | NA | 0.56 | 0.45 | 0.19 | 0.3 | 0.85 | 0.83 | 0.48 | 0.36 | 0.66 | 0.59 | 0.72 | 0.33 | 0.64 | 0.84 | 0.79 | 0.32 | 0.45 | 0.78 | 0.57 | 0.45 | 0.68 | 0.6 | 0.86 | 0.76 | 0.63 | 0.22 | 0.8 | 0.65 | 0.5 | 0.94 | 0.18 | 0.66 | 0.61 | 0.58 | 0.46 | 0.76 | 0.54 | 0.14 |
Sortino Ratio | NA | 1.77 | 2.04 | 0.71 | 0.89 | NA | NA | 0.73 | 0.88 | 0.69 | 2.36 | -0.01 | 3.24 | -0.61 | 5.57 | 0.95 | 0.66 | 2.59 | 3.08 | 2.33 | -0.36 | 0.23 | 1.2 | 1.94 | -0.51 | 3.08 | 1.69 | 1.5 | 3.49 | -0.81 | -1.21 | 0.33 | -1.01 | 1.94 | 1.13 | 1.16 | 6.9 | -0.62 | 0.34 | 0.31 | 1.15 | 0.24 | 1.88 | 0.69 | -0.22 |
Yield(%) | N/A | 0.9 | 0.69 | 0.81 | 0.51 | N/A | N/A | 1.35 | 0.39 | 0.47 | 0.68 | 0.79 | 1.15 | 0.5 | 0.0 | 0.49 | 0.0 | 0.6 | 0.0 | 0.51 | 1.86 | 0.97 | 1.17 | 2.15 | 1.38 | 0.45 | 0.57 | 1.91 | 1.37 | 1.13 | 0.74 | 0.81 | 0.28 | 1.92 | 2.03 | 0.0 | 3.13 | 1.97 | 1.67 | 2.55 | 2.4 | 2.78 | 5.6 | 2.14 | 1.89 |
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 | 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 04/01/1987
Strategies
Asset Strategy | Market Timing Rule with Long Term Interest Rate |