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test_ Etrade All Star ETFs
test_ Etrade All Star ETFs Strategic Asset Allocation - Optimal Moderate
test_ Etrade All Star ETFs Strategic Asset Allocation - Optimal Moderate
live (public) 0.05% November 08
Delayed
Holdings (As of 09/29/2023)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | BWZ (SPDR Bloomberg Short Term International Treasury Bond ETF) | 0.26% | SPDR Barclays Cap S/T Intl Treasury Bond | 39.16% |
| US Equity | IWF (iShares Russell 1000 Growth ETF) | 0.12% | iShares Russell 1000 Growth Index | 12.59% |
| US Equity | MGK (Vanguard Mega Cap Growth ETF) | 0.13% | Vanguard Mega Cap 300 Gr Index ETF | 12.61% |
| CASH | CASH (CASH) | 0.0% | CASH | 0.11% |
| Real Estate | RWR (SPDR Dow Jones REIT ETF) | 0.72% | SPDR Dow Jones REIT | 8.26% |
| Emerging Market Equity | VWO (Vanguard FTSE Emerging Markets ETF) | 1.19% | Vanguard Emerging Markets Stock ETF | 9.38% |
| International Equity | EFA (iShares MSCI EAFE ETF) | 0.39% | iShares MSCI EAFE Index | 9.50% |
| International Equity | IDV (iShares International Select Dividend ETF) | 0.34% | iShares Dow Jones Intl Select Div Idx | 8.39% |
* Day change on 08/31/2023.
Previous
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** |
|---|---|---|---|---|---|---|
| test_ Etrade All Star ETFs Strategic Asset Allocation - Optimal Moderate | 2.6% | 3.7% | 1.2% | 3.6% | 5.0% | 6.4% |
| VFINX (Vanguard (S&P 500) Index) | 7.4% | 14.8% | 19.6% | 16.6% | 13.6% | 14.9% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.5% | 11.0% | 12.0% | 9.0% | 8.5% | 9.6% |
* 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 | 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(%) | 1.9 | 3.7 | 1.2 | 3.6 | 5.0 | 6.4 | 5.0 | 5.2 | 5.6 | 4.5 | -0.7 | -13.0 | 8.5 | 14.7 | 17.7 | -8.0 | 13.5 | 8.0 | -1.6 | 4.1 | 9.5 | 10.9 | -0.5 | 14.7 | 24.4 | -26.1 | 9.5 | 11.8 | 6.1 | 11.2 | 20.3 | -11.8 | -3.3 |
| Sharpe Ratio | NA | -0.13 | -0.2 | 0.21 | 0.31 | NA | NA | NA | NA | 0.28 | -0.5 | -1.12 | 0.97 | 0.74 | 2.56 | -0.97 | 2.61 | 0.9 | -0.18 | 0.61 | 1.18 | 1.4 | -0.04 | 1.16 | 1.12 | -1.04 | 0.6 | 1.12 | 0.56 | 1.22 | 1.86 | -0.89 | -0.44 |
| Draw Down(%) | NA | 9.6 | 20.9 | 21.6 | 21.6 | NA | NA | NA | NA | 41.7 | 9.6 | 20.7 | 4.8 | 21.6 | 3.2 | 14.9 | 2.1 | 6.2 | 9.7 | 5.4 | 8.8 | 5.9 | 14.3 | 8.9 | 19.5 | 37.9 | 6.2 | 7.5 | 4.4 | 7.4 | 8.8 | 23.8 | 16.0 |
| Standard Deviation(%) | NA | 9.8 | 10.3 | 12.2 | 10.3 | NA | NA | NA | NA | 12.4 | 9.0 | 12.8 | 8.8 | 19.4 | 6.4 | 9.6 | 4.9 | 8.7 | 9.0 | 6.7 | 8.1 | 7.8 | 15.2 | 12.6 | 21.7 | 26.1 | 10.8 | 7.6 | 7.0 | 8.4 | 10.5 | 14.5 | 12.9 |
| Treynor Ratio | NA | -0.02 | -0.04 | 0.05 | 0.06 | NA | NA | NA | NA | 0.06 | -0.08 | -0.3 | 0.14 | 0.27 | 0.35 | -0.18 | 0.25 | 0.13 | -0.03 | 0.08 | 0.15 | 0.19 | -0.01 | 0.22 | 0.32 | -0.44 | 0.1 | 0.12 | 0.06 | 0.16 | 0.35 | -0.25 | -0.1 |
| Alpha | NA | -0.03 | -0.02 | -0.01 | -0.01 | NA | NA | NA | NA | 0.0 | -0.05 | -0.02 | -0.02 | 0.02 | 0.01 | -0.02 | 0.01 | 0.01 | -0.01 | -0.01 | -0.03 | 0.01 | 0.0 | 0.02 | 0.02 | -0.01 | 0.02 | 0.0 | 0.01 | 0.02 | 0.02 | 0.0 | 0.01 |
| Beta | NA | 0.55 | 0.51 | 0.52 | 0.53 | NA | NA | NA | NA | 0.59 | 0.55 | 0.48 | 0.59 | 0.53 | 0.47 | 0.52 | 0.52 | 0.59 | 0.53 | 0.52 | 0.65 | 0.57 | 0.63 | 0.67 | 0.76 | 0.61 | 0.64 | 0.69 | 0.61 | 0.65 | 0.57 | 0.51 | 0.58 |
| RSquared | NA | 0.74 | 0.77 | 0.85 | 0.83 | NA | NA | NA | NA | 0.86 | 0.68 | 0.82 | 0.77 | 0.92 | 0.85 | 0.83 | 0.49 | 0.81 | 0.83 | 0.78 | 0.79 | 0.87 | 0.92 | 0.92 | 0.92 | 0.93 | 0.9 | 0.84 | 0.81 | 0.75 | 0.84 | 0.83 | 0.92 |
| Sortino Ratio | NA | -0.19 | -0.28 | 0.28 | 0.41 | NA | NA | NA | NA | 0.39 | -0.67 | -1.54 | 1.35 | 0.95 | 3.78 | -1.24 | 4.08 | 1.25 | -0.24 | 0.86 | 1.63 | 2.13 | -0.05 | 1.68 | 1.64 | -1.38 | 0.82 | 1.69 | 0.81 | 1.7 | 2.8 | -1.21 | -0.58 |
| Yield(%) | N/A | 3.2 | 3.0 | 3.2 | 3.1 | 4.9 | 4.9 | 4.7 | 4.7 | 2.44 | 2.3 | 3.3 | 2.2 | 1.9 | 3.1 | 1.8 | 0.5 | 4.3 | 1.8 | 2.5 | 2.4 | 3.0 | 2.7 | 2.7 | 2.8 | 2.5 | 3.0 | 2.7 | 3.1 | 1.3 | 0.9 | 0.9 | 1.7 |
| Dividend Growth(%) | N/A | -18.7 | 72.9 | 68.2 | 66.4 | N/A | N/A | N/A | N/A | N/A | -39.4 | 61.7 | 33.0 | -26.2 | 58.5 | 287.1 | -86.8 | 126.8 | -24.0 | 12.1 | -11.2 | 12.3 | 13.5 | 23.4 | -17.1 | -10.5 | 22.2 | -4.5 | 153.0 | 70.0 | -5.6 | -48.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Optimal
strategy. Asset weights of available asset classes
in test_ Etrade All Star ETFs are derived based on long term asset trends and their correlations.
For each major asset class, one or two funds are selected:
1. Risk allocation: the risk profile of this portfolio is 40.
The total allocation of the fixed income asset should be at least 40%.
2. Asset weights:
3. Fund selection: one or two top performing funds among 40 available funds in the plan are chosen for each asset.
They are usually equally weighted within the asset by default. Volatile funds or ETFs with small trading volume are ignored.
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 are obtained from historical simulation. They are hypothetical.
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