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test_TD Ameritrade Premier List No Transaction Fee Mutual Fund Plan
test_TD Ameritrade Premier List No Transaction Fee Mutual Fund Plan Strategic Asset Allocation - Optimal Moderate
test_TD Ameritrade Premier List No Transaction Fee Mutual Fund Plan Strategic Asset Allocation - Optimal Moderate
live (public) 0.88% July 15
Delayed
Holdings (As of 05/31/2022)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| Commodities | PCRDX (COMMODITYREALRETURN STRATEGY FUND D) | 0.13% | PIMCO Commodity Real Ret Strat D | 6.31% |
| General Bond | RPSIX (SPECTRUM INCOME FUND SPECTRUM INCOME FUND) | 0.67% | T. Rowe Price Spectrum Income | 19.02% |
| US Equity | JENSX (THE JENSEN PORTFOLIO DOING BUSINESS AS JENSEN QUALITY GROWTH FUND J SHARES) | 3.35% | Jensen Quality Growth J | 11.18% |
| US Equity | PRFDX (T. ROWE PRICE EQUITY INCOME FUND T. ROWE PRICE EQUITY INCOME FUND) | 2.93% | T. Rowe Price Equity Income | 10.87% |
| CASH | CASH (CASH) | 0.0% | CASH | 1.04% |
| Real Estate | TRREX (T. ROWE PRICE REAL ESTATE FUND INC. T. ROWE PRICE REAL ESTATE FUND INC.) | 4.96% | T. Rowe Price Real Estate | 7.03% |
| Emerging Market Equity | HLEMX (HARDING LOEVNER EMERGING MARKETS PORTFOLIO ADVISOR) | 0.04% | Harding Loevner Emerging Markets Advisor | 1.51% |
| Emerging Market Equity | SSEMX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND CLASS N) | 0.33% | SSgA Emerging Markets Instl | 8.36% |
| International Equity | OAKEX (OAKMARK INTERNATIONAL SMALL CAP FUND INVESTOR CLASS) | 0.43% | Oakmark International Small Cap I | 4.03% |
| International Equity | PRESX (T. ROWE PRICE EUROPEAN STOCK FUND T. ROWE PRICE EUROPEAN STOCK FUND) | 0.80% | T. Rowe Price European Stock | 6.44% |
| International Equity | HIINX (HARBOR INTERNATIONAL FUND INVESTOR CLASS) | 0.71% | Harbor International Inv | 3.96% |
| International Equity | OAKGX (OAKMARK GLOBAL FUND INVESTOR CLASS) | 1.86% | Oakmark Global I | 0.53% |
| Long Term Bond | PRNYX (NEW YORK TAX-FREE BOND FUND NEW YORK TAX-FREE BOND FUND) | 0.09% | T. Rowe Price NY Tax-Free Bond | 4.89% |
| Inflation Protected Bond | PRIPX (T. ROWE PRICE INFLATION PROTECTED BOND FUND INC. T. ROWE PRICE INFLATION PROTECTED BOND FUND INC.) | 0.80% | T. Rowe Price Inflation Protected Bd | 14.83% |
* Day change on 04/29/2022.
Previous
Beta
Instructions On FolioInvesting.com Download Current Holdings to FolioInvesting CSV file
Performance (As of 07/15/2022)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| test_TD Ameritrade Premier List No Transaction Fee Mutual Fund Plan Strategic Asset Allocation - Optimal Moderate | -8.5% | -6.1% | 4.9% | 3.6% | 4.6% | 3.7% |
| VFINX (Vanguard (S&P 500) Index) | 6.5% | 13.2% | 19.3% | 16.5% | 13.6% | 14.5% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.4% | 10.3% | 11.9% | 8.9% | 8.5% | 9.4% |
* 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 |
2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -1.7 | -6.1 | 4.9 | 3.6 | 4.6 | 3.7 | 4.3 | 6.3 | 6.4 | 6.3 | -14.3 | 6.1 | 11.8 | 15.0 | -7.9 | 8.3 | 4.9 | 1.9 | 2.5 | 9.1 | 13.3 | -1.6 | 13.9 | 29.1 | -26.2 | 10.8 | 13.8 | 11.2 | 17.0 | 27.4 | -0.8 | 6.4 |
| Sharpe Ratio | NA | -1.17 | 0.11 | 0.09 | 0.41 | NA | NA | NA | NA | 0.53 | -1.17 | 0.75 | 0.67 | 2.57 | -1.15 | 1.66 | 0.6 | 0.22 | 0.47 | 1.39 | 1.9 | -0.12 | 1.3 | 1.62 | -1.32 | 0.9 | 1.4 | 1.7 | 2.29 | 4.02 | -0.22 | 0.51 |
| Draw Down(%) | NA | 15.0 | 24.4 | 24.4 | 24.4 | NA | NA | NA | NA | 39.2 | 15.0 | 6.3 | 24.4 | 2.6 | 13.5 | 3.9 | 7.2 | 6.3 | 5.6 | 8.1 | 5.7 | 14.2 | 8.9 | 17.0 | 37.3 | 6.6 | 9.1 | 3.9 | 8.1 | 6.3 | 15.2 | 10.7 |
| Standard Deviation(%) | NA | 10.3 | 12.4 | 10.5 | 8.9 | NA | NA | NA | NA | 10.2 | 12.4 | 8.1 | 17.4 | 5.3 | 8.0 | 4.7 | 7.8 | 8.7 | 5.4 | 6.5 | 7.0 | 13.1 | 10.6 | 17.9 | 20.5 | 8.7 | 7.5 | 5.3 | 7.0 | 6.6 | 8.4 | 8.0 |
| Treynor Ratio | NA | 4.16 | -0.14 | -0.37 | 1.58 | NA | NA | NA | NA | 0.18 | 4.21 | -2.06 | -0.86 | -243.12 | -0.25 | 0.17 | 2.48 | 0.38 | 0.48 | 0.18 | 0.27 | -0.03 | 0.25 | 0.46 | -0.58 | 0.16 | 0.18 | 0.24 | 0.37 | 0.85 | -0.07 | 0.14 |
| Alpha | NA | -0.05 | 0.01 | 0.01 | 0.01 | NA | NA | NA | NA | 0.02 | -0.12 | 0.03 | 0.06 | 0.05 | -0.03 | 0.0 | 0.02 | 0.01 | 0.01 | -0.02 | 0.02 | -0.01 | 0.02 | 0.05 | -0.04 | 0.03 | 0.02 | 0.03 | 0.05 | 0.06 | 0.02 | 0.03 |
| Beta | NA | -0.03 | -0.1 | -0.03 | 0.02 | NA | NA | NA | NA | 0.3 | -0.03 | -0.03 | -0.13 | 0.0 | 0.37 | 0.47 | 0.02 | 0.05 | 0.05 | 0.5 | 0.5 | 0.52 | 0.54 | 0.63 | 0.47 | 0.49 | 0.57 | 0.38 | 0.43 | 0.31 | 0.27 | 0.29 |
| RSquared | NA | 0.0 | 0.04 | 0.0 | 0.0 | NA | NA | NA | NA | 0.34 | 0.0 | 0.0 | 0.07 | 0.0 | 0.61 | 0.45 | 0.0 | 0.01 | 0.01 | 0.72 | 0.82 | 0.87 | 0.85 | 0.92 | 0.88 | 0.8 | 0.58 | 0.53 | 0.47 | 0.65 | 0.71 | 0.62 |
| Sortino Ratio | NA | -1.53 | 0.14 | 0.12 | 0.55 | NA | NA | NA | NA | 0.72 | -1.47 | 1.05 | 0.83 | 3.8 | -1.44 | 2.3 | 0.86 | 0.34 | 0.64 | 1.92 | 2.93 | -0.16 | 1.85 | 2.37 | -1.7 | 1.21 | 2.07 | 2.54 | 3.26 | 6.39 | -0.31 | 0.65 |
| Yield(%) | N/A | 10.1 | 6.6 | 5.0 | 5.7 | 5.5 | 5.5 | 10.1 | 10.1 | 4.41 | 4.1 | 6.5 | 4.4 | 4.4 | 3.3 | 0.4 | 2.9 | 5.5 | 3.5 | 4.9 | 3.8 | 3.2 | 2.1 | 2.4 | 3.5 | 6.7 | 7.5 | 7.2 | 4.8 | 4.9 | 2.9 | 3.9 |
| Dividend Growth(%) | N/A | 170.2 | 197.8 | 50.5 | 85.4 | N/A | N/A | N/A | N/A | N/A | -33.1 | 61.3 | 17.3 | 20.0 | 874.6 | -86.2 | -47.7 | 61.1 | -21.7 | 46.0 | 15.6 | 70.5 | 15.3 | -49.2 | -41.8 | 1.1 | 17.2 | 73.1 | 24.4 | 68.4 | -19.6 | 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_TD Ameritrade Premier List No Transaction Fee Mutual Fund Plan 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 103 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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