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6coreasset_test
6coreasset_test Strategic Asset Allocation - Equal Weight Moderate
6coreasset_test Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.17% November 08
Delayed
Holdings (As of 09/29/2023)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
CASH | CASH (CASH) | 0.0% | CASH | 43.15% |
US Equity | VTI (Vanguard Total Stock Market Index Fund ETF Shares) | 0.29% | Vanguard Total Stock Market ETF | 11.64% |
Real Estate | VNQ (Vanguard Real Estate Index Fund ETF Shares) | 0.29% | Vanguard REIT Index ETF | 9.33% |
Emerging Market Equity | VWO (Vanguard FTSE Emerging Markets Index Fund ETF Shares) | 0.10% | Vanguard Emerging Markets Stock ETF | 11.07% |
Commodities | DBC (Invesco DB Commodity Index Tracking Fund) | 1.07% | PowerShares DB Commodity Idx Trking Fund | 12.56% |
International Equity | VEA (Vanguard FTSE Developed Markets Index Fund ETF Shares) | 0.32% | Vanguard Europe Pacific ETF | 12.25% |
* Day change on 09/29/2023.
Beta
Instructions On FolioInvesting.com Download Current Holdings to FolioInvesting CSV file
Performance (As of 11/08/2023)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
6coreasset_test Strategic Asset Allocation - Equal Weight Moderate | 4.1% | 5.5% | 5.2% | 5.7% | 4.5% | 6.4% |
VFINX (Vanguard (S&P 500) Index) | 11.7% | 29.3% | 9.9% | 14.8% | 13.0% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 17.4% | 3.9% | 8.5% | 8.0% | 9.8% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 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(%) | 1.3 | 5.5 | 5.2 | 5.7 | 4.5 | 6.4 | 5.8 | 5.5 | 4.1 | -6.4 | 12.5 | 8.4 | 16.5 | -7.4 | 10.1 | 9.0 | -3.2 | 2.6 | 5.6 | 11.0 | -0.4 | 13.8 | 24.0 | -23.2 | 10.6 | 17.7 | 9.6 | 7.9 | 18.7 | -5.4 | 2.3 |
Sharpe Ratio | NA | 0.17 | 0.39 | 0.39 | 0.38 | NA | NA | 0.4 | 0.05 | -0.7 | 1.59 | 0.44 | 2.68 | -1.08 | 2.16 | 1.0 | -0.4 | 0.47 | 0.84 | 1.46 | -0.03 | 1.15 | 1.23 | -1.0 | 0.7 | 1.64 | 0.97 | 0.91 | 1.72 | -0.51 | 0.01 |
Draw Down(%) | NA | 5.4 | 12.4 | 21.3 | 21.3 | NA | NA | 39.2 | 5.4 | 12.4 | 3.9 | 21.3 | 3.0 | 11.8 | 2.1 | 5.9 | 9.8 | 5.4 | 6.4 | 6.9 | 13.5 | 8.4 | 17.6 | 37.5 | 6.1 | 7.7 | 4.7 | 6.0 | 8.3 | 13.1 | 0.0 |
Standard Deviation(%) | NA | 8.2 | 8.9 | 11.2 | 9.3 | NA | NA | 11.2 | 7.2 | 11.1 | 7.8 | 18.7 | 5.6 | 8.0 | 4.4 | 8.8 | 8.2 | 5.5 | 6.6 | 7.6 | 13.6 | 11.9 | 19.5 | 24.2 | 10.9 | 8.8 | 7.7 | 7.6 | 10.4 | 12.8 | 0.0 |
Treynor Ratio | NA | 0.03 | 0.08 | 0.09 | 0.08 | NA | NA | 0.09 | 0.01 | -0.19 | 0.24 | 0.16 | 0.39 | -0.21 | 0.22 | 0.15 | -0.07 | 0.07 | 0.11 | 0.2 | -0.01 | 0.22 | 0.35 | -0.44 | 0.12 | 0.18 | 0.11 | 0.11 | 0.3 | -0.15 | -0.03 |
Alpha | NA | -0.01 | 0.0 | 0.0 | 0.0 | NA | NA | 0.01 | -0.02 | 0.0 | 0.0 | 0.0 | 0.02 | -0.02 | 0.01 | 0.01 | -0.01 | -0.01 | -0.03 | 0.01 | 0.0 | 0.02 | 0.03 | -0.01 | 0.03 | 0.02 | 0.03 | 0.01 | 0.01 | 0.02 | 0.0 |
Beta | NA | 0.48 | 0.44 | 0.46 | 0.47 | NA | NA | 0.5 | 0.46 | 0.41 | 0.52 | 0.5 | 0.39 | 0.42 | 0.43 | 0.57 | 0.47 | 0.4 | 0.52 | 0.54 | 0.55 | 0.63 | 0.68 | 0.55 | 0.62 | 0.78 | 0.65 | 0.65 | 0.6 | 0.42 | 0.0 |
RSquared | NA | 0.8 | 0.76 | 0.81 | 0.79 | NA | NA | 0.78 | 0.74 | 0.79 | 0.75 | 0.87 | 0.73 | 0.8 | 0.43 | 0.72 | 0.78 | 0.68 | 0.78 | 0.84 | 0.9 | 0.9 | 0.9 | 0.88 | 0.83 | 0.8 | 0.75 | 0.89 | 0.95 | 0.74 | 0.0 |
Sortino Ratio | NA | 0.25 | 0.55 | 0.51 | 0.51 | NA | NA | 0.56 | 0.08 | -0.99 | 2.27 | 0.55 | 4.09 | -1.35 | 3.33 | 1.43 | -0.54 | 0.66 | 1.17 | 2.22 | -0.04 | 1.67 | 1.79 | -1.35 | 0.95 | 2.5 | 1.4 | 1.29 | 2.59 | -0.74 | NA |
Yield(%) | N/A | 3.2 | 2.31 | 2.32 | 2.38 | N/A | N/A | 2.66 | 2.41 | 1.86 | 1.97 | 1.8 | 3.02 | 1.64 | 0.88 | 3.56 | 3.19 | 3.32 | 2.39 | 3.07 | 2.99 | 3.41 | 3.41 | 4.01 | 3.67 | 3.2 | 3.13 | 1.53 | 0.77 | 1.02 | 2.31 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Equal Weight
. The allocations are diversified by investing in the 6 major asset classes: Fixed Income, Commodity, Foreign Equity, REITs, US Equity, Emerging Market Equity
that are covered in 6coreasset_test. It then selects one or two funds for each of the 6 major asset classes.
1.Risk allocation: the risk profile of this portfolio 40.
The total allocation of the fixed income assets should be at least 40%.
2.Asset weights: risk assets selected are equally weighted by
default.
3.Fund selection: about one or two top performing funds among 6 available funds in the plan are chosen for each asset selected. They are usually equally weighted within
the asset by default.
4.Rebalance frequency: the portfolio is reviewed by the strategy program monthly
and the above steps are repeated. Asset weights are rebalanced back to target allocation if it is necessary.
5.
Simulation: Performance data before this portfolio went public on
07/19/2013
are obtained from historical simulation. They are hypothetical.