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P Bond Funds Momentum Based on Upgrading ETF Bond Funds Monthly
P Bond Funds Momentum Based on Upgrading ETF Bond Funds Monthly
live (public) 0.05% August 30
Delayed
Holdings (As of 06/29/2018)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Asset0 | CASH (CASH) | 0.0% | 50.00% |
Asset1 | CASH (CASH) | 0.0% | 50.00% |
* Day change on 06/29/2018.
Performance (As of 08/30/2018)
Since 09/30/2003
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Bond Funds Momentum Based on Upgrading ETF Bond Funds Monthly | -2.4% | -3.7% | 2.4% | 4.4% | 6.3% | |
VFINX (Vanguard (S&P 500) Index) | 7.9% | 27.1% | 8.5% | 13.5% | 12.5% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.5% | 15.3% | 2.8% | 7.7% | 7.7% | 9.7% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 09/30/2003 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -3.7 | 2.4 | 4.4 | 6.3 | 5.4 | -2.4 | 4.4 | 6.5 | -2.7 | 14.8 | -3.8 | 9.7 | 17.8 | 8.4 | 3.8 | 12.7 | 7.8 | -0.3 | 2.7 | 4.6 | -0.2 |
Sharpe Ratio | NA | -1.01 | 0.31 | 0.59 | 0.69 | 0.58 | -0.67 | 0.86 | 0.76 | -0.31 | 2.17 | -0.88 | 0.98 | 1.4 | 0.81 | 0.35 | 1.25 | 0.79 | -0.96 | 0.08 | 0.58 | -0.05 |
Draw Down(%) | NA | 6.4 | 8.3 | 10.3 | 13.9 | 13.9 | 4.7 | 4.6 | 8.3 | 10.3 | 4.8 | 8.2 | 6.5 | 8.2 | 6.1 | 12.6 | 4.5 | 4.0 | 4.1 | 5.5 | 6.6 | 3.8 |
Standard Deviation(%) | NA | 4.7 | 6.1 | 6.9 | 8.8 | 8.0 | 4.7 | 4.4 | 8.3 | 9.0 | 6.8 | 4.3 | 9.8 | 12.7 | 10.3 | 10.4 | 9.3 | 6.0 | 3.8 | 6.0 | 6.3 | 7.1 |
Treynor Ratio | NA | -0.07 | 0.02 | 0.03 | 0.05 | 0.04 | -0.06 | 0.05 | 0.04 | -0.02 | 0.09 | -0.06 | 0.04 | 0.11 | 0.09 | 0.09 | 0.1 | 0.04 | -0.05 | 0.0 | 0.04 | 0.0 |
Alpha | NA | -0.01 | 0.0 | 0.01 | 0.01 | 0.01 | -0.01 | 0.01 | 0.01 | -0.01 | 0.02 | -0.01 | 0.0 | 0.02 | 0.01 | 0.01 | 0.03 | 0.0 | -0.02 | 0.0 | 0.0 | 0.0 |
Beta | NA | 0.7 | 1.08 | 1.38 | 1.22 | 1.17 | 0.51 | 0.74 | 1.65 | 1.76 | 1.74 | 0.66 | 2.62 | 1.66 | 0.89 | 0.4 | 1.14 | 1.11 | 0.73 | 1.36 | 1.04 | 1.27 |
RSquared | NA | 0.17 | 0.33 | 0.44 | 0.28 | 0.33 | 0.1 | 0.24 | 0.5 | 0.62 | 0.52 | 0.27 | 0.55 | 0.32 | 0.12 | 0.03 | 0.59 | 0.53 | 0.42 | 0.56 | 0.51 | 0.71 |
Sortino Ratio | NA | -1.33 | 0.43 | 0.83 | 0.98 | 0.82 | -0.87 | 1.24 | 1.05 | -0.42 | 3.15 | -1.14 | 1.38 | 2.15 | 1.1 | 0.48 | 1.89 | 1.22 | -1.23 | 0.11 | 0.83 | -0.07 |
Yield(%) | N/A | 0.54 | 1.78 | 2.46 | 3.81 | 4.26 | 0.55 | 1.6 | 2.29 | 2.38 | 4.03 | 3.84 | 3.58 | 3.61 | 7.52 | 7.12 | 4.69 | 4.56 | 3.92 | 3.82 | 3.92 | 2.16 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/30/2003
Strategies
Asset Allocation Strategy | Momentum Scoring |