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P US Stocks Style Rotation SMA200
P US Stocks Style Rotation SMA200
live (public) 1.43% May 15
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
US Stocks | P_48019 (P Momentum Scoring Style ETFs) | 0.12% | 100.00% |
* Day change on 03/28/2024.
Performance (As of 05/15/2024)
Since 01/02/2001
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P US Stocks Style Rotation SMA200 | 11.4% | 31.3% | 1.4% | 3.8% | 4.7% | 7.3% |
VFINX (Vanguard (S&P 500) Index) | 11.8% | 30.2% | 10.4% | 15.2% | 12.8% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.3% | 17.8% | 4.3% | 8.7% | 7.9% | 9.8% |
* 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(%) | 2.5 | 11.4 | 31.3 | 1.4 | 3.8 | 4.7 | 7.3 | 6.6 | 7.1 | 8.2 | -14.7 | 12.3 | -6.8 | 16.1 | -0.7 | 10.3 | 18.8 | -8.5 | 6.2 | 38.9 | 13.8 | -9.7 | 3.8 | 23.2 | 0.4 | 0.7 | 7.0 | 4.8 | 6.6 | 34.1 | 2.2 | 3.7 |
Sharpe Ratio | NA | 0.71 | 2.07 | -0.07 | 0.11 | 0.21 | NA | NA | 0.41 | 0.27 | -2.06 | 0.59 | -0.21 | 1.19 | -0.13 | 0.86 | 1.55 | -0.72 | 0.49 | 2.82 | 1.05 | -0.63 | 0.2 | 1.42 | -0.62 | -0.16 | 0.29 | 0.24 | 0.38 | 1.91 | 0.27 | 1.02 |
Draw Down(%) | NA | 6.0 | 8.8 | 28.1 | 33.9 | 33.9 | NA | NA | 33.9 | 15.9 | 15.1 | 12.1 | 24.6 | 6.5 | 14.2 | 5.3 | 6.7 | 12.5 | 8.1 | 5.7 | 9.8 | 19.5 | 25.2 | 8.3 | 0.9 | 9.7 | 15.3 | 10.4 | 11.2 | 7.6 | 2.3 | 0.0 |
Standard Deviation(%) | NA | 14.1 | 13.3 | 13.2 | 20.3 | 16.8 | NA | NA | 14.8 | 14.4 | 7.8 | 21.0 | 34.1 | 12.3 | 15.0 | 11.3 | 12.0 | 11.8 | 12.6 | 13.8 | 13.1 | 15.3 | 18.2 | 16.3 | 0.8 | 14.3 | 12.7 | 11.0 | 14.7 | 17.5 | 4.0 | 1.3 |
Treynor Ratio | NA | 0.17 | 0.45 | -0.1 | 0.4 | -0.23 | NA | NA | -0.22 | 0.17 | -2.67 | -0.52 | 0.41 | -0.14 | 0.01 | -0.08 | -0.32 | 0.12 | -0.05 | -2.42 | -0.08 | 0.1 | -0.04 | -0.42 | 0.87 | 0.03 | 0.14 | 0.16 | 0.37 | -0.47 | -0.18 | -0.84 |
Alpha | NA | 0.12 | 0.1 | 0.0 | 0.02 | 0.02 | NA | NA | 0.03 | 0.01 | -0.06 | 0.05 | 0.0 | 0.09 | -0.01 | 0.06 | 0.08 | -0.03 | 0.06 | 0.13 | 0.11 | -0.01 | 0.06 | 0.12 | 0.0 | 0.01 | 0.02 | 0.01 | 0.02 | 0.14 | 0.01 | 0.01 |
Beta | NA | 0.61 | 0.61 | 0.1 | 0.06 | -0.16 | NA | NA | -0.28 | 0.24 | 0.06 | -0.24 | -0.17 | -1.06 | -1.38 | -1.28 | -0.59 | -0.71 | -1.35 | -0.16 | -1.67 | -0.94 | -0.92 | -0.55 | -0.01 | -0.89 | 0.27 | 0.16 | 0.15 | -0.71 | -0.06 | -0.02 |
RSquared | NA | 0.06 | 0.1 | 0.0 | 0.0 | 0.0 | NA | NA | 0.01 | 0.02 | 0.0 | 0.0 | 0.0 | 0.08 | 0.06 | 0.1 | 0.03 | 0.06 | 0.1 | 0.0 | 0.15 | 0.09 | 0.07 | 0.05 | 0.0 | 0.08 | 0.01 | 0.0 | 0.0 | 0.04 | 0.01 | 0.01 |
Sortino Ratio | NA | 1.1 | 3.13 | -0.1 | 0.13 | 0.26 | NA | NA | 0.52 | 0.37 | -2.33 | 0.83 | -0.22 | 1.61 | -0.17 | 1.2 | 2.22 | -0.95 | 0.66 | 4.16 | 1.58 | -0.8 | 0.27 | 2.04 | -0.7 | -0.21 | 0.4 | 0.32 | 0.53 | 2.78 | 0.39 | NA |
Yield(%) | N/A | 0.0 | 0.21 | 0.52 | 0.32 | 0.2 | N/A | N/A | 0.3 | 0.33 | 1.11 | 0.0 | 0.02 | 0.18 | 0.27 | 0.0 | 0.04 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.02 | 0.05 | 0.91 | 0.18 | 0.18 | 0.09 | 0.12 | 0.19 | 0.99 | 2.3 |
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 01/02/2001
Strategies
Asset Strategy | Moving Average with Signal |