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Static Portfolio
US Balance Style Rotation Portfolio SMA200
US Balance Style Rotation Portfolio SMA200 (Static Portfolio)
live (public) 1.17% May 15
Buy and Hold (Annually Rebalance)
USStocks P_48018 60%
Bonds VBMFX 40%
Simulated from 1/2/2001
Holdings (As of 05/15/2024)
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
USStocks | P_48018 (P US Stocks Style Rotation SMA200) | 1.43% | 67.38% |
Bonds | VBMFX (VANGUARD TOTAL BOND MARKET INDEX FUND INVESTOR SHARES) | 0.64% | 32.62% |
* Day change on 05/15/2024.
Performance (As of 05/15/2024)
Since 01/02/2001
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
US Balance Style Rotation Portfolio SMA200 | 7.1% | 19.9% | -0.1% | 2.5% | 3.3% | 5.5% |
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(%) | 2.0 | 7.1 | 19.9 | -0.1 | 2.5 | 3.3 | 5.5 | 5.3 | 5.7 | 7.2 | -14.2 | 6.8 | -1.8 | 13.4 | -0.7 | 6.9 | 12.0 | -5.0 | 6.0 | 22.2 | 9.9 | -2.8 | 4.8 | 16.3 | 2.3 | 3.2 | 5.9 | 3.8 | 5.7 | 22.0 | 4.7 | 5.2 |
Sharpe Ratio | NA | 0.58 | 1.69 | -0.28 | 0.07 | 0.21 | NA | NA | 0.51 | 0.3 | -2.7 | 0.51 | -0.09 | 1.6 | -0.21 | 0.95 | 1.74 | -0.73 | 0.83 | 2.52 | 1.31 | -0.32 | 0.45 | 1.67 | 0.53 | 0.02 | 0.33 | 0.25 | 0.53 | 1.97 | 1.25 | 1.37 |
Draw Down(%) | NA | 4.7 | 7.7 | 22.1 | 26.5 | 26.5 | NA | NA | 26.5 | 10.4 | 14.3 | 7.8 | 16.4 | 3.5 | 9.6 | 3.2 | 4.3 | 8.0 | 4.6 | 4.8 | 5.3 | 10.4 | 14.2 | 5.0 | 2.2 | 5.6 | 9.3 | 6.0 | 7.8 | 4.7 | 1.2 | 1.2 |
Standard Deviation(%) | NA | 9.9 | 9.5 | 8.8 | 13.0 | 10.6 | NA | NA | 9.1 | 9.6 | 5.8 | 13.3 | 21.6 | 7.5 | 9.6 | 6.7 | 6.8 | 6.8 | 7.2 | 8.8 | 7.5 | 8.8 | 10.4 | 9.7 | 2.5 | 8.4 | 8.0 | 6.8 | 9.1 | 10.8 | 2.8 | 2.1 |
Treynor Ratio | NA | 0.07 | 0.21 | -0.08 | 0.04 | 0.08 | NA | NA | 0.23 | 0.05 | -1.63 | 0.09 | -0.14 | 0.25 | -0.05 | 0.08 | 0.39 | -0.18 | 0.1 | 0.31 | 0.17 | -0.21 | 0.11 | 1.05 | -0.65 | 0.0 | 0.04 | 0.03 | 0.08 | 0.6 | -1.55 | -1.84 |
Alpha | NA | -0.02 | -0.01 | -0.02 | -0.01 | 0.0 | NA | NA | 0.01 | -0.03 | -0.06 | -0.05 | -0.01 | 0.0 | 0.0 | -0.03 | 0.03 | -0.02 | 0.0 | 0.01 | 0.01 | -0.01 | 0.0 | 0.05 | 0.0 | 0.0 | -0.01 | 0.0 | 0.0 | 0.04 | 0.01 | 0.01 |
Beta | NA | 0.82 | 0.77 | 0.3 | 0.25 | 0.29 | NA | NA | 0.2 | 0.63 | 0.1 | 0.79 | 0.14 | 0.48 | 0.42 | 0.82 | 0.31 | 0.27 | 0.57 | 0.71 | 0.57 | 0.14 | 0.41 | 0.15 | -0.02 | 0.41 | 0.62 | 0.54 | 0.62 | 0.36 | -0.02 | -0.02 |
RSquared | NA | 0.92 | 0.87 | 0.35 | 0.18 | 0.25 | NA | NA | 0.19 | 0.75 | 0.16 | 0.61 | 0.06 | 0.64 | 0.57 | 0.68 | 0.35 | 0.38 | 0.81 | 0.79 | 0.92 | 0.13 | 0.51 | 0.19 | 0.11 | 0.61 | 0.61 | 0.67 | 0.57 | 0.32 | 0.04 | 0.03 |
Sortino Ratio | NA | 0.88 | 2.52 | -0.38 | 0.08 | 0.26 | NA | NA | 0.65 | 0.42 | -3.08 | 0.72 | -0.1 | 2.22 | -0.27 | 1.34 | 2.48 | -0.97 | 1.15 | 3.69 | 2.01 | -0.41 | 0.61 | 2.46 | 0.78 | 0.03 | 0.45 | 0.34 | 0.72 | 2.91 | 1.86 | 2.12 |
Yield(%) | N/A | 0.49 | 1.35 | 0.96 | 0.92 | 0.88 | N/A | N/A | 1.42 | 1.02 | 0.76 | 0.7 | 0.78 | 1.04 | 0.75 | 0.23 | 1.13 | 0.98 | 1.2 | 1.04 | 1.29 | 1.47 | 1.55 | 1.69 | 1.91 | 2.06 | 1.96 | 1.82 | 1.86 | 1.89 | 2.38 | 2.6 |
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 Allocation Strategy | Rebalance for Static Portfolios |