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P SMA 200d VFINX Total Return Bond As Cash Monthly
live (public) 0.11% March 28
This portfolio uses a total return bond fund portfolio P_46880 (Schwab Total Return Bond) as cash instead. See May 9, 2016: Boost Your Dull Summer Investments for more details. For a longer history portfolio that uses standard cash, see P SMA 200d VFINX Monthly.
The portfolio buys VFINX (Vanguard S&P 500 index fund) when it's total return is above its 200 days moving average and sells VFINX and buys 'cash' (in this case, P_46880 (Schwab Total Return Bond) or any other total return bond portfolio for other brokerages (see Brokerage Investors ) when its total return is below its 200 days simple moving average. It does the above adjustment on the last day of every month.
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
STOCKS | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 1.61% | 100.00% |
* Day change on 01/31/2024.
Since 01/02/2001
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P SMA 200d VFINX Total Return Bond As Cash Monthly | 10.8% | 26.0% | 7.3% | 11.0% | 9.1% | 12.2% |
VFINX (Vanguard (S&P 500) Index) | 10.4% | 33.9% | 11.9% | 15.1% | 12.9% | 15.4% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.7% | 21.5% | 5.0% | 9.0% | 8.2% | 10.3% |
* 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 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(%) | 0.6 | 10.8 | 26.0 | 7.3 | 11.0 | 9.1 | 12.2 | 11.0 | 11.0 | 14.9 | -19.9 | 28.5 | 15.6 | 12.8 | -6.3 | 21.7 | 12.8 | -3.6 | 13.5 | 32.2 | 15.8 | -0.6 | 19.4 | 31.5 | -1.7 | 5.4 | 15.6 | 4.8 | 12.2 | 36.8 | -1.7 | 2.3 |
Sharpe Ratio | NA | 0.91 | 1.99 | 0.43 | 0.71 | 0.64 | NA | NA | 0.82 | 0.89 | -1.79 | 2.18 | 0.9 | 1.07 | -0.47 | 3.15 | 1.32 | -0.27 | 1.19 | 2.9 | 1.24 | -0.04 | 1.39 | 2.26 | -0.36 | 0.15 | 1.23 | 0.25 | 1.04 | 3.19 | -0.46 | 0.01 |
Draw Down(%) | NA | 1.7 | 10.0 | 21.6 | 21.6 | 21.6 | NA | NA | 21.6 | 10.0 | 21.6 | 5.1 | 18.5 | 7.5 | 20.9 | 2.6 | 5.5 | 12.0 | 7.3 | 5.6 | 9.6 | 17.5 | 12.1 | 6.9 | 7.3 | 9.9 | 7.5 | 7.0 | 7.5 | 4.4 | 10.0 | 0.0 |
Standard Deviation(%) | NA | 10.9 | 11.1 | 11.9 | 13.3 | 12.6 | NA | NA | 12.1 | 11.9 | 11.9 | 13.1 | 17.2 | 10.7 | 16.2 | 6.7 | 9.5 | 13.6 | 11.4 | 11.1 | 12.7 | 17.3 | 13.9 | 13.9 | 7.1 | 16.0 | 10.0 | 10.3 | 10.8 | 11.3 | 6.1 | 0.0 |
Treynor Ratio | NA | 0.1 | 0.24 | 0.11 | 0.25 | 0.17 | NA | NA | 0.28 | 0.13 | -0.92 | 0.3 | 0.66 | 0.16 | -0.08 | 0.21 | 0.25 | -0.05 | 0.14 | 0.32 | 0.16 | -0.01 | 0.32 | 1.38 | 1.3 | 0.02 | 0.12 | 0.03 | 0.12 | 0.97 | 2.31 | -0.03 |
Alpha | NA | 0.0 | -0.02 | 0.0 | 0.02 | 0.01 | NA | NA | 0.03 | -0.02 | -0.07 | 0.01 | 0.04 | -0.03 | -0.01 | 0.0 | 0.03 | -0.02 | 0.0 | 0.0 | 0.0 | -0.01 | 0.04 | 0.09 | -0.01 | 0.0 | 0.0 | 0.0 | 0.01 | 0.09 | -0.01 | 0.0 |
Beta | NA | 1.0 | 0.92 | 0.46 | 0.38 | 0.49 | NA | NA | 0.36 | 0.82 | 0.23 | 0.95 | 0.23 | 0.72 | 0.9 | 1.0 | 0.5 | 0.78 | 1.0 | 1.0 | 1.0 | 0.52 | 0.6 | 0.23 | -0.02 | 1.0 | 1.0 | 1.0 | 0.95 | 0.37 | -0.01 | 0.0 |
RSquared | NA | 1.0 | 0.91 | 0.44 | 0.36 | 0.48 | NA | NA | 0.34 | 0.8 | 0.22 | 0.9 | 0.22 | 0.7 | 0.9 | 1.0 | 0.46 | 0.79 | 1.0 | 1.0 | 1.0 | 0.5 | 0.6 | 0.2 | 0.01 | 1.0 | 1.0 | 1.0 | 0.94 | 0.32 | 0.0 | 0.0 |
Sortino Ratio | NA | 1.58 | 3.08 | 0.59 | 0.95 | 0.86 | NA | NA | 1.13 | 1.3 | -2.13 | 3.2 | 1.14 | 1.42 | -0.6 | 4.94 | 1.88 | -0.37 | 1.65 | 4.39 | 1.88 | -0.05 | 1.94 | 3.34 | -0.5 | 0.2 | 1.86 | 0.36 | 1.5 | 5.0 | -0.6 | NA |
Yield(%) | N/A | 0.0 | 1.67 | 1.02 | 1.1 | 1.45 | N/A | N/A | 1.5 | 1.68 | 0.0 | 1.48 | 1.28 | 1.52 | 1.8 | 2.01 | 1.64 | 1.47 | 1.98 | 2.2 | 2.31 | 0.89 | 0.92 | 2.02 | 0.0 | 1.93 | 1.85 | 1.8 | 1.52 | 1.5 | 0.28 | 2.31 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/02/2001
Asset Strategy | Moving Average with Signal and Frequency and Cash Substitute |