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TD Ameritrade Selected Commission Free ETFs
TD Ameritrade Selected Commission Free ETFs Strategic Asset Allocation - Equal Weight Moderate
TD Ameritrade Selected Commission Free ETFs Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.12% March 14
Delayed
Holdings (As of 01/31/2019)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| International Equity | IOO (iShares Global 100 ETF) | 0.40% | iShares S&P Global 100 Index | 11.38% |
| US Equity | VTV (Vanguard Value ETF) | 0.99% | Vanguard Value ETF | 10.74% |
| CASH | CASH (CASH) | 0.0% | CASH | 20.73% |
| Real Estate | RWR (SPDR Dow Jones REIT ETF) | 0.27% | SPDR DJ Wilshire REIT | 13.85% |
| General Bond | ITM (VanEck Intermediate Muni ETF) | 0.13% | Market Vectors Intermediate Municipal | 22.09% |
| Emerging Market Equity | VWO (Vanguard FTSE Emerging Markets ETF) | 0.18% | Vanguard Emerging Markets Stock ETF | 10.40% |
| Commodities | DBC (Invesco DB Commodity Index Tracking Fund) | 0.28% | PowerShares DB Commodity Idx Trking Fund | 10.81% |
* Day change on 12/31/2018.
Previous
Beta
Performance (As of 03/14/2019)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| TD Ameritrade Selected Commission Free ETFs Strategic Asset Allocation - Equal Weight Moderate | 0.2% | -6.8% | 8.5% | 3.8% | 6.9% | 6.1% |
| VFINX (Vanguard (S&P 500) Index) | 1.0% | 12.8% | 16.1% | 16.3% | 12.7% | 13.9% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | -0.5% | 4.5% | 6.9% | 6.4% | 6.7% | 8.2% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 2.0 | -6.8 | 8.5 | 3.8 | 6.9 | 6.1 | 5.8 | 0.0 | 5.9 | 7.9 | -6.3 | 8.1 | 26.1 | -5.3 | -0.1 | 6.5 | 9.1 | -1.4 | 14.7 | 22.8 | -24.1 | 9.9 | 17.5 | 8.3 | 12.0 | 21.2 | -6.6 | 0.2 |
| Sharpe Ratio | NA | -0.2 | 0.89 | 0.46 | 0.83 | NA | NA | NA | 0.45 | 1.26 | -1.0 | 1.76 | 1.38 | -0.66 | -0.01 | 1.0 | 1.36 | -0.11 | 1.41 | 1.37 | -1.31 | 0.62 | 1.62 | 0.83 | 1.46 | 2.41 | -0.71 | -0.2 |
| Draw Down(%) | NA | 10.1 | 11.7 | 14.8 | 14.8 | NA | NA | NA | 37.9 | 1.0 | 11.7 | 1.9 | 6.1 | 9.5 | 5.5 | 6.6 | 5.7 | 12.7 | 7.4 | 16.7 | 35.3 | 7.6 | 8.3 | 5.0 | 8.4 | 6.3 | 16.7 | 12.7 |
| Standard Deviation(%) | NA | 7.2 | 11.8 | 10.2 | 10.4 | NA | NA | NA | 10.9 | 6.0 | 7.7 | 4.2 | 18.8 | 8.0 | 5.5 | 6.5 | 6.6 | 12.9 | 10.4 | 16.6 | 19.1 | 11.0 | 8.7 | 7.3 | 7.6 | 8.5 | 10.9 | 10.7 |
| Treynor Ratio | NA | -0.04 | 0.25 | 0.11 | 0.17 | NA | NA | NA | 0.1 | 0.2 | -0.19 | 0.17 | 0.55 | -0.12 | 0.0 | 0.13 | 0.19 | -0.03 | 0.27 | 0.41 | -0.59 | 0.11 | 0.18 | 0.1 | 0.22 | 0.46 | -0.2 | -0.05 |
| Alpha | NA | -0.01 | 0.02 | 0.01 | 0.01 | NA | NA | NA | 0.01 | 0.06 | -0.02 | 0.0 | 0.08 | -0.02 | -0.02 | -0.03 | 0.01 | -0.01 | 0.03 | 0.03 | -0.04 | 0.02 | 0.02 | 0.02 | 0.03 | 0.03 | 0.01 | 0.01 |
| Beta | NA | 0.4 | 0.42 | 0.44 | 0.51 | NA | NA | NA | 0.48 | 0.38 | 0.41 | 0.45 | 0.47 | 0.46 | 0.41 | 0.51 | 0.48 | 0.53 | 0.54 | 0.56 | 0.43 | 0.62 | 0.79 | 0.61 | 0.51 | 0.45 | 0.38 | 0.46 |
| RSquared | NA | 0.79 | 0.17 | 0.29 | 0.56 | NA | NA | NA | 0.67 | 0.76 | 0.82 | 0.51 | 0.09 | 0.79 | 0.74 | 0.78 | 0.87 | 0.91 | 0.86 | 0.84 | 0.84 | 0.81 | 0.81 | 0.74 | 0.55 | 0.8 | 0.81 | 0.84 |
| Sortino Ratio | NA | -0.28 | 2.27 | 0.94 | 1.39 | NA | NA | NA | 0.68 | 2.71 | -1.26 | 2.67 | 4.77 | -0.89 | -0.02 | 1.4 | 2.08 | -0.15 | 2.06 | 2.02 | -1.67 | 0.84 | 2.48 | 1.21 | 2.04 | 3.71 | -0.98 | -0.28 |
| Yield(%) | N/A | 1.6 | 2.0 | 1.9 | 3.7 | 3.7 | 3.7 | 3.4 | 2.24 | 0.2 | 1.5 | 0.5 | 3.2 | 2.0 | 1.8 | 2.1 | 2.6 | 2.7 | 3.1 | 3.4 | 2.9 | 2.4 | 2.5 | 3.4 | 2.4 | 1.5 | 1.2 | 1.1 |
| Dividend Growth(%) | N/A | 321.2 | -0.9 | -12.7 | N/A | N/A | N/A | N/A | N/A | -90.3 | 206.5 | -79.7 | 51.5 | 12.0 | -8.3 | -12.6 | -4.9 | -2.0 | 14.4 | -10.1 | 32.5 | 10.4 | -18.4 | 56.7 | 87.2 | 24.6 | 10.3 | 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: Emerging Market Equity, Foreign Equity, Fixed Income, US Equity, Commodity, REITs
that are covered in TD Ameritrade Selected Commission Free ETFs. 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 101 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
10/20/2013
are obtained from historical simulation. They are hypothetical.
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