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Static Portfolio
P GS 2 TimeDiversify
P GS 2 TimeDiversify (Static Portfolio)
live (public) 1.34% May 02
Buy and Hold (Annually Rebalance)
Wk1 P_48073 25%
Wk2 P_48074 25%
Wk3 P_48075 25%
Wk4 P_56341 25%
Simulated from 12/31/1997
Holdings (As of 05/02/2024)
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Wk1 | P_48073 (P GS 2 Week 1) | 1.28% | 26.23% |
Wk2 | P_48074 (P GS 2 Week 2) | 1.28% | 21.01% |
Wk3 | P_48075 (P GS 2 Week 3) | 1.49% | 27.51% |
Wk4 | P_56341 (P GS 2 Week 0) | 1.28% | 25.25% |
* Day change on 05/02/2024.
Performance (As of 05/02/2024)
Since 12/31/1997
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P GS 2 TimeDiversify | 4.3% | 12.8% | 6.8% | 6.6% | 3.8% | 7.4% |
VFINX (Vanguard (S&P 500) Index) | 6.6% | 24.7% | 8.1% | 13.4% | 12.4% | 14.5% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 1.8% | 12.7% | 2.1% | 7.4% | 7.6% | 9.6% |
* 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 12/31/1997 |
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(%) | 1.1 | 4.3 | 12.8 | 6.8 | 6.6 | 3.8 | 7.4 | 9.4 | 10.3 | 5.9 | -2.7 | 25.1 | -4.6 | 13.1 | -12.9 | 14.7 | 3.2 | -7.6 | 7.7 | 19.7 | 12.1 | -3.7 | 16.6 | 25.5 | -6.1 | 28.2 | 22.0 | 20.1 | 18.8 | 34.3 | 4.8 | 8.3 | 1.6 | 36.8 | 6.7 | 0.0 |
Sharpe Ratio | NA | 0.27 | 0.85 | 0.37 | 0.36 | 0.22 | NA | NA | 0.69 | 0.18 | -0.28 | 1.77 | -0.26 | 1.36 | -1.1 | 1.9 | 0.3 | -0.7 | 0.8 | 1.72 | 1.45 | -0.21 | 0.83 | 1.41 | -0.45 | 1.27 | 1.24 | 1.57 | 1.3 | 3.91 | 0.48 | 0.89 | -0.21 | 2.7 | 0.37 | NA |
Draw Down(%) | NA | 4.8 | 9.7 | 17.1 | 25.2 | 30.4 | NA | NA | 30.4 | 9.7 | 14.6 | 7.6 | 25.2 | 5.3 | 21.7 | 2.9 | 11.6 | 15.3 | 8.9 | 10.5 | 7.8 | 19.9 | 13.6 | 7.5 | 20.8 | 15.0 | 20.3 | 8.4 | 17.0 | 3.6 | 9.3 | 6.3 | 12.4 | 8.9 | 8.5 | 0.0 |
Standard Deviation(%) | NA | 11.4 | 10.6 | 12.5 | 13.8 | 12.1 | NA | NA | 13.0 | 9.5 | 14.6 | 14.2 | 18.7 | 8.6 | 12.9 | 7.4 | 9.9 | 10.8 | 9.6 | 11.5 | 8.3 | 17.7 | 19.9 | 18.1 | 15.6 | 19.8 | 15.0 | 11.4 | 13.8 | 8.6 | 7.6 | 6.7 | 12.2 | 12.4 | 9.3 | NA |
Treynor Ratio | NA | 0.04 | 0.11 | 0.12 | 0.13 | 0.07 | NA | NA | 0.27 | 0.03 | -0.18 | 0.33 | -0.14 | 0.55 | -0.22 | 0.18 | 0.14 | -0.23 | 0.11 | 0.2 | 0.32 | -0.09 | 0.18 | 0.91 | -1.22 | 0.24 | 0.17 | 0.24 | 0.28 | 3.09 | 0.75 | 0.71 | -0.11 | 0.64 | 0.12 | NA |
Alpha | NA | -0.01 | -0.02 | 0.01 | 0.01 | 0.0 | NA | NA | 0.03 | -0.03 | 0.01 | 0.02 | -0.04 | 0.02 | -0.04 | 0.0 | 0.01 | -0.03 | 0.0 | -0.03 | 0.03 | -0.01 | 0.02 | 0.07 | -0.01 | 0.09 | 0.03 | 0.06 | 0.05 | 0.11 | 0.02 | 0.03 | 0.0 | 0.08 | -0.01 | NA |
Beta | NA | 0.88 | 0.8 | 0.38 | 0.37 | 0.39 | NA | NA | 0.33 | 0.57 | 0.23 | 0.77 | 0.35 | 0.21 | 0.64 | 0.76 | 0.21 | 0.33 | 0.69 | 0.97 | 0.38 | 0.43 | 0.94 | 0.28 | 0.06 | 1.04 | 1.1 | 0.74 | 0.64 | 0.11 | 0.05 | 0.08 | 0.23 | 0.52 | 0.3 | NA |
RSquared | NA | 0.82 | 0.79 | 0.29 | 0.33 | 0.33 | NA | NA | 0.25 | 0.61 | 0.14 | 0.5 | 0.42 | 0.1 | 0.72 | 0.48 | 0.08 | 0.23 | 0.67 | 0.87 | 0.34 | 0.31 | 0.73 | 0.18 | 0.02 | 0.71 | 0.54 | 0.44 | 0.27 | 0.05 | 0.03 | 0.07 | 0.17 | 0.58 | 0.42 | NA |
Sortino Ratio | NA | 0.4 | 1.26 | 0.5 | 0.47 | 0.29 | NA | NA | 0.94 | 0.25 | -0.37 | 2.44 | -0.32 | 1.88 | -1.36 | 2.77 | 0.41 | -0.92 | 1.09 | 2.46 | 2.12 | -0.27 | 1.17 | 2.1 | -0.59 | 1.74 | 1.75 | 2.24 | 1.79 | 6.68 | 0.7 | 1.31 | -0.27 | 4.14 | 0.5 | NA |
Yield(%) | 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 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/1997
Strategies
Asset Allocation Strategy | Rebalance for Static Portfolios |