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P Market Timing with Credit Spread SMA30days 1day 1day GSPC
P Market Timing with Credit Spread SMA30days 1day 1day GSPC
live (public) 0.01% June 04
Delayed
Holdings (As of 03/31/2025)
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| Asset | Fund in this portfolio | Price change* | Percentage |
|---|---|---|---|
| S&P500 | ^GSPC (S&P 500 INDEX) | 0.55% | 100.00% |
* Day change on 03/31/2025.
Previous
Performance (As of 06/04/2025)
Since 01/01/1997
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| P Market Timing with Credit Spread SMA30days 1day 1day GSPC | -0.8% | 13.3% | 5.1% | 4.5% | 0.2% | 0.7% |
| VFINX (Vanguard (S&P 500) Index) | 7.4% | 14.8% | 19.6% | 16.6% | 13.6% | 14.9% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.5% | 11.0% | 12.0% | 9.0% | 8.5% | 9.6% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 Yr | 20 Yr | Since 01/02/1997 |
2024 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -2.7 | -0.8 | 13.3 | 5.1 | 4.5 | 0.2 | 0.7 | 1.3 | 1.0 | 1.5 | 3.1 | 21.7 | 19.6 | -28.3 | 10.8 | -17.8 | 7.3 | -9.0 | 6.4 | 1.7 | 1.0 | -0.5 | 11.1 | 10.7 | -14.3 | 15.1 | 10.0 | -20.7 | 10.5 | 10.4 | 1.7 | -3.5 | 10.8 | 12.2 | -3.8 | 30.5 | 22.2 | 3.4 | 4.2 |
| Sharpe Ratio | NA | -0.62 | -0.25 | 0.24 | -0.13 | -0.16 | NA | NA | NA | NA | 0.11 | 1.88 | 1.65 | -1.61 | 1.14 | -0.66 | 0.68 | -0.8 | 1.14 | 0.18 | 0.08 | -0.05 | 1.53 | 1.19 | -0.8 | 1.0 | 0.5 | -0.73 | 0.63 | 0.88 | -0.08 | -0.55 | 0.79 | 0.53 | -0.39 | 1.71 | 1.64 | 0.0 | 0.04 |
| Draw Down(%) | NA | 19.5 | 19.5 | 19.5 | 31.6 | 41.2 | NA | NA | NA | NA | 41.2 | 7.0 | 6.7 | 31.2 | 3.6 | 33.5 | 7.3 | 17.9 | 3.8 | 7.7 | 10.3 | 8.1 | 3.6 | 7.0 | 21.0 | 8.0 | 17.4 | 34.3 | 9.1 | 6.3 | 7.2 | 11.1 | 12.3 | 15.5 | 22.7 | 6.2 | 6.6 | 17.0 | 14.0 |
| Standard Deviation(%) | NA | 17.9 | 13.9 | 12.9 | 13.4 | 13.9 | NA | NA | NA | NA | 14.6 | 9.6 | 9.6 | 18.4 | 9.5 | 27.3 | 8.6 | 13.0 | 5.1 | 8.5 | 11.8 | 9.5 | 7.3 | 9.0 | 17.9 | 14.9 | 19.7 | 29.7 | 11.6 | 7.9 | 7.8 | 8.1 | 12.7 | 20.8 | 16.2 | 15.4 | 11.5 | 16.4 | 14.2 |
| Treynor Ratio | NA | -0.24 | -0.07 | 0.06 | -0.03 | -0.04 | NA | NA | NA | NA | 0.03 | 0.31 | 0.31 | -0.5 | 0.2 | -0.32 | 0.12 | -0.18 | 0.1 | 0.04 | 0.02 | -0.01 | 0.27 | 0.21 | -0.24 | 0.21 | 0.19 | -0.41 | 0.14 | 0.11 | -0.01 | -0.08 | 0.18 | 0.17 | -0.11 | 0.53 | 0.46 | 0.0 | 0.01 |
| Alpha | NA | -0.11 | -0.03 | -0.01 | -0.03 | -0.03 | NA | NA | NA | NA | -0.01 | 0.02 | 0.02 | -0.08 | -0.01 | -0.11 | -0.02 | -0.02 | -0.02 | -0.01 | 0.01 | -0.03 | 0.0 | 0.02 | -0.06 | 0.02 | -0.01 | 0.01 | 0.03 | 0.0 | 0.0 | -0.03 | -0.01 | 0.11 | 0.01 | 0.12 | 0.04 | -0.05 | -0.06 |
| Beta | NA | 0.47 | 0.49 | 0.52 | 0.57 | 0.55 | NA | NA | NA | NA | 0.56 | 0.58 | 0.51 | 0.59 | 0.53 | 0.56 | 0.48 | 0.59 | 0.58 | 0.43 | 0.59 | 0.65 | 0.41 | 0.5 | 0.59 | 0.7 | 0.53 | 0.53 | 0.54 | 0.63 | 0.58 | 0.54 | 0.56 | 0.65 | 0.57 | 0.49 | 0.41 | 0.65 | 0.61 |
| RSquared | NA | 0.47 | 0.49 | 0.52 | 0.57 | 0.53 | NA | NA | NA | NA | 0.56 | 0.58 | 0.48 | 0.61 | 0.54 | 0.51 | 0.48 | 0.59 | 0.58 | 0.44 | 0.59 | 0.61 | 0.4 | 0.51 | 0.6 | 0.71 | 0.54 | 0.54 | 0.54 | 0.64 | 0.59 | 0.55 | 0.56 | 0.66 | 0.58 | 0.51 | 0.41 | 0.66 | 0.61 |
| Sortino Ratio | NA | -0.72 | -0.3 | 0.32 | -0.17 | -0.21 | NA | NA | NA | NA | 0.15 | 2.81 | 2.54 | -2.04 | 1.65 | -0.85 | 0.95 | -1.04 | 1.63 | 0.25 | 0.11 | -0.07 | 2.28 | 1.88 | -1.0 | 1.46 | 0.7 | -0.97 | 0.87 | 1.29 | -0.11 | -0.73 | 1.18 | 0.83 | -0.55 | 2.97 | 2.65 | 0.0 | 0.05 |
| Yield(%) | N/A | 0.5 | 3.5 | 2.5 | 1.3 | 0.8 | 0.6 | 0.6 | 0.7 | 0.7 | 0.67 | 3.9 | 2.4 | 0.5 | 0.0 | 0.1 | 0.8 | 0.6 | 0.3 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.3 | 1.5 | 1.1 | 0.7 | 0.4 | 0.3 | 0.4 | 0.9 | 2.1 | 1.9 | 1.5 | 1.5 |
| Dividend Growth(%) | N/A | -85.7 | 122.7 | 831.5 | 188.7 | 170.6 | N/A | N/A | N/A | N/A | N/A | 98.3 | 250.4 | 4155.6 | -87.3 | -89.3 | 18.6 | 99.5 | 212.9 | 728.7 | 99.7 | -54.7 | -22.6 | 49.9 | -58.5 | 5.9 | -91.1 | -74.5 | 41.4 | 65.5 | 91.7 | 38.8 | -21.6 | -54.8 | -44.9 | 34.3 | 29.1 | 0.8 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/01/1997
Strategies
| Asset Strategy | Market Timing Rule with Credit Spread |
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