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Static Portfolio
Risk Managed Global Stocks and Fidelity Total Return Bonds Moderate Portfolio
Risk Managed Global Stocks and Fidelity Total Return Bonds Moderate Portfolio (Static Portfolio)
live (public) 0.91% April 28
Buy and Hold (Annually Rebalance)
GlobalStocks P_53770 60.0%
TotalBonds P_48596 40.0%
Simulated from 01/03/2001
Holdings (As of 04/28/2022)
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
GlobalStocks | P_52969 (Fidelity Extended Fund Picks Tactical Asset Allocation Most Aggressive) | 1.74% | 52.54% |
TotalBonds | P_48596 (Fidelity Total Return Bond) | 0.00% | 47.46% |
* Day change on 04/28/2022.
Performance (As of 04/28/2022)
Since 01/04/2001
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Risk Managed Global Stocks and Fidelity Total Return Bonds Moderate Portfolio | 0.5% | -2.6% | 6.7% | 5.0% | 6.5% | 7.9% |
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* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/04/2001 |
2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.2 | -2.6 | 6.7 | 5.0 | 6.5 | 7.9 | 9.9 | 10.0 | 0.5 | 4.2 | 9.9 | 11.7 | -7.0 | 12.4 | 21.7 | -2.8 | -0.4 | 11.8 | 11.0 | -2.4 | 18.6 | 31.9 | -8.0 | 19.5 | 18.9 | 12.3 | 12.2 | 29.0 | 11.8 | 6.8 |
Sharpe Ratio | NA | -0.29 | 0.77 | 0.6 | 0.71 | NA | NA | 1.03 | 0.03 | 0.51 | 1.09 | 2.05 | -1.38 | 2.69 | 1.24 | -0.34 | -0.06 | 1.75 | 1.88 | -0.24 | 1.49 | 2.87 | -0.94 | 1.45 | 1.75 | 1.42 | 1.1 | 4.97 | 2.03 | 0.94 |
Draw Down(%) | NA | 12.5 | 15.1 | 15.1 | 15.1 | NA | NA | 16.0 | 7.8 | 6.7 | 15.1 | 2.0 | 11.8 | 2.0 | 6.9 | 11.6 | 5.3 | 7.4 | 3.6 | 13.5 | 8.8 | 4.7 | 15.1 | 11.5 | 11.8 | 6.2 | 13.8 | 4.7 | 5.0 | 2.9 |
Standard Deviation(%) | NA | 9.5 | 8.1 | 7.2 | 8.6 | NA | NA | 8.9 | 10.8 | 8.2 | 8.9 | 5.0 | 6.0 | 4.4 | 17.3 | 8.4 | 6.6 | 6.7 | 5.8 | 10.1 | 12.4 | 11.1 | 9.5 | 11.4 | 9.0 | 7.1 | 10.3 | 5.7 | 5.3 | 4.8 |
Treynor Ratio | NA | -0.09 | 0.37 | 0.23 | 0.26 | NA | NA | 0.57 | 0.02 | 0.11 | 0.76 | 0.51 | -0.29 | 0.33 | 0.85 | -0.08 | -0.01 | 0.23 | 0.5 | -0.11 | 0.32 | 2.4 | 3.01 | 0.33 | 0.25 | 0.28 | 0.28 | -11.18 | -9.57 | 1.24 |
Alpha | NA | -0.01 | 0.02 | 0.01 | 0.01 | NA | NA | 0.03 | 0.04 | -0.02 | 0.03 | 0.02 | -0.03 | 0.02 | 0.07 | -0.01 | -0.02 | -0.01 | 0.03 | -0.01 | 0.04 | 0.1 | -0.04 | 0.06 | 0.03 | 0.04 | 0.03 | 0.1 | 0.04 | 0.02 |
Beta | NA | 0.29 | 0.17 | 0.19 | 0.23 | NA | NA | 0.16 | 0.24 | 0.37 | 0.13 | 0.2 | 0.28 | 0.36 | 0.25 | 0.35 | 0.42 | 0.52 | 0.22 | 0.23 | 0.58 | 0.13 | -0.03 | 0.5 | 0.62 | 0.36 | 0.41 | -0.03 | -0.01 | 0.04 |
RSquared | NA | 0.24 | 0.23 | 0.27 | 0.19 | NA | NA | 0.12 | 0.22 | 0.36 | 0.25 | 0.25 | 0.64 | 0.3 | 0.03 | 0.41 | 0.51 | 0.72 | 0.23 | 0.27 | 0.72 | 0.11 | 0.02 | 0.49 | 0.49 | 0.27 | 0.2 | 0.01 | 0.0 | 0.02 |
Sortino Ratio | NA | -0.41 | 1.04 | 0.82 | 1.22 | NA | NA | 1.58 | 0.06 | 0.67 | 1.39 | 3.15 | -1.69 | 4.24 | 4.77 | -0.5 | -0.07 | 2.49 | 2.9 | -0.32 | 2.17 | 4.76 | -1.2 | 1.98 | 2.54 | 2.0 | 1.59 | 7.76 | 3.02 | 1.42 |
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 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/04/2001
Strategies
Asset Allocation Strategy | Rebalance for Static Portfolios |