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P SMA 200d VFINX Monthly
P SMA 200d VFINX Monthly
live (public) 1.20% April 23
Delayed
Holdings (As of 02/29/2024)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
CEF | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 0.54% | 100.00% |
* Day change on 02/29/2024.
Performance (As of 04/23/2024)
Since 03/31/1981
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P SMA 200d VFINX Monthly | 7.0% | 15.2% | 2.6% | 7.6% | 7.4% | 10.0% |
VFINX (Vanguard (S&P 500) Index) | 6.7% | 24.4% | 8.2% | 13.6% | 12.4% | 14.7% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 1.6% | 12.8% | 2.5% | 7.6% | 7.6% | 9.7% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/31/1981 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.4 | 7.0 | 15.2 | 2.6 | 7.6 | 7.4 | 10.0 | 9.1 | 10.0 | 9.8 | -20.1 | 28.5 | 14.2 | 10.5 | -6.3 | 21.7 | 10.4 | -4.2 | 13.5 | 32.2 | 15.8 | -1.9 | 9.0 | 22.9 | 0.9 | 5.4 | 15.6 | 4.8 | 9.7 | 22.9 | -5.1 | 2.3 | -0.3 | 14.2 | 12.3 | 33.2 | 22.9 | 37.4 | -2.6 | 9.1 | 8.2 | 17.2 | -15.6 | 31.4 | 5.5 | -5.5 | 9.3 | 22.6 | 4.0 | 17.1 | 24.0 | -1.7 |
Sharpe Ratio | NA | 0.51 | 1.0 | 0.03 | 0.45 | 0.51 | NA | NA | 0.56 | 0.47 | -1.81 | 2.18 | 0.84 | 0.86 | -0.47 | 3.15 | 1.08 | -0.32 | 1.19 | 2.9 | 1.24 | -0.11 | 0.66 | 1.7 | 0.15 | 0.15 | 1.23 | 0.25 | 0.81 | 2.01 | -1.3 | 0.01 | -0.24 | 0.66 | 0.55 | 1.63 | 1.65 | 4.33 | -0.73 | 0.82 | 0.6 | 0.99 | -1.89 | 1.97 | 0.09 | -0.31 | 0.31 | 1.49 | -0.4 | 0.81 | 1.31 | -1.2 |
Draw Down(%) | NA | 5.4 | 10.0 | 24.5 | 24.5 | 24.5 | NA | NA | 33.1 | 10.0 | 21.8 | 5.1 | 13.8 | 9.3 | 20.9 | 2.6 | 5.5 | 12.0 | 7.3 | 5.6 | 9.6 | 17.5 | 12.1 | 6.9 | 0.0 | 9.9 | 7.5 | 7.0 | 7.5 | 4.4 | 7.1 | 0.0 | 11.1 | 10.4 | 19.2 | 10.8 | 7.5 | 2.5 | 7.1 | 4.8 | 5.6 | 5.6 | 22.4 | 7.3 | 6.6 | 33.1 | 11.6 | 7.5 | 4.6 | 7.0 | 6.7 | 6.8 |
Standard Deviation(%) | NA | 11.6 | 11.3 | 11.9 | 13.2 | 12.4 | NA | NA | 13.0 | 11.7 | 11.8 | 13.1 | 16.6 | 10.6 | 16.2 | 6.7 | 9.5 | 13.5 | 11.4 | 11.1 | 12.7 | 17.2 | 13.7 | 13.4 | 0.0 | 16.0 | 10.0 | 10.3 | 10.8 | 11.0 | 4.8 | 0.0 | 18.8 | 16.7 | 16.3 | 18.2 | 11.8 | 7.8 | 7.7 | 8.6 | 9.7 | 13.6 | 11.0 | 13.1 | 8.9 | 31.1 | 16.5 | 11.7 | 6.8 | 13.6 | 12.6 | 7.6 |
Treynor Ratio | NA | 0.04 | 0.11 | 0.01 | 0.12 | 0.11 | NA | NA | 0.2 | 0.06 | -0.79 | 0.19 | 0.42 | 0.08 | -0.06 | 0.32 | 0.17 | -0.05 | 0.12 | 0.44 | 0.13 | -0.03 | 0.12 | 14.95 | 0.15 | 0.02 | -1.43 | 0.07 | 0.27 | 1.68 | -0.91 | 0.01 | -0.11 | 0.07 | 0.12 | 0.08 | 0.09 | 0.32 | -0.07 | 0.08 | 0.09 | 0.12 | -0.65 | 0.93 | 0.04 | -0.09 | 0.03 | 0.49 | -0.31 | 0.26 | 3.87 | -1.16 |
Alpha | NA | 0.11 | 0.03 | 0.01 | 0.02 | 0.02 | NA | NA | 0.03 | 0.0 | -0.08 | 0.08 | 0.05 | -0.03 | 0.0 | 0.06 | 0.01 | -0.01 | 0.03 | 0.1 | 0.0 | -0.02 | 0.0 | 0.08 | 0.0 | 0.02 | 0.05 | 0.01 | 0.03 | 0.07 | -0.02 | 0.0 | 0.0 | 0.1 | 0.06 | 0.12 | 0.1 | 0.09 | 0.02 | 0.01 | 0.02 | 0.0 | -0.05 | 0.11 | 0.01 | 0.04 | 0.03 | 0.06 | 0.0 | 0.05 | 0.06 | -0.04 |
Beta | NA | 1.57 | 1.02 | 0.61 | 0.51 | 0.6 | NA | NA | 0.37 | 0.96 | 0.27 | 1.5 | 0.34 | 1.18 | 1.38 | 0.66 | 0.61 | 0.81 | 1.13 | 0.73 | 1.19 | 0.6 | 0.75 | 0.02 | 0.0 | 0.96 | -0.09 | 0.37 | 0.33 | 0.13 | 0.07 | 0.0 | 0.39 | 1.59 | 0.75 | 3.57 | 2.22 | 1.05 | 0.76 | 0.93 | 0.67 | 1.15 | 0.32 | 0.28 | 0.23 | 1.05 | 1.5 | 0.35 | 0.09 | 0.43 | 0.04 | 0.08 |
RSquared | NA | 0.24 | 0.19 | 0.09 | 0.07 | 0.07 | NA | NA | 0.02 | 0.21 | 0.03 | 0.07 | 0.05 | 0.14 | 0.1 | 0.08 | 0.1 | 0.06 | 0.12 | 0.04 | 0.09 | 0.03 | 0.06 | 0.0 | 0.01 | 0.06 | 0.0 | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.01 | 0.05 | 0.02 | 0.25 | 0.27 | 0.08 | 0.1 | 0.05 | 0.02 | 0.06 | 0.02 | 0.0 | 0.0 | 0.02 | 0.05 | 0.02 | 0.01 | 0.03 | 0.0 | 0.03 |
Sortino Ratio | NA | 0.78 | 1.48 | 0.04 | 0.6 | 0.69 | NA | NA | 0.76 | 0.67 | -2.17 | 3.2 | 1.07 | 1.13 | -0.6 | 4.94 | 1.53 | -0.43 | 1.65 | 4.39 | 1.88 | -0.14 | 0.91 | 2.48 | 55.72 | 0.2 | 1.86 | 0.36 | 1.17 | 3.14 | -1.61 | NA | -0.33 | 0.97 | 0.71 | 2.35 | 2.34 | 7.25 | -0.93 | 1.19 | 0.88 | 1.5 | -2.26 | 2.68 | 0.13 | -0.35 | 0.39 | 2.08 | -0.62 | 1.15 | 2.13 | -1.36 |
Yield(%) | N/A | 0.65 | 2.59 | 1.85 | 1.68 | 1.78 | N/A | N/A | 2.81 | 2.55 | 1.25 | 1.48 | 1.29 | 1.87 | 1.94 | 2.01 | 1.65 | 1.47 | 1.98 | 2.2 | 2.31 | 0.89 | 0.91 | 1.93 | 0.93 | 1.93 | 1.85 | 1.8 | 1.6 | 1.6 | 0.96 | 2.33 | 1.73 | 2.38 | 2.03 | 2.76 | 2.66 | 3.17 | 2.38 | 2.86 | 3.13 | 2.26 | 3.03 | 7.41 | 5.4 | 2.92 | 3.94 | 4.68 | 7.29 | 5.04 | 8.85 | 7.72 |
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 | 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 03/31/1981
Strategies
Asset Strategy | Moving Average with Signal and Frequency |