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P SMA 200d VGTSX Total Return Bond As Cash Monthly
P SMA 200d VGTSX Total Return Bond As Cash Monthly
live (public) 0.69% April 26
Delayed
Holdings (As of 02/29/2024)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
CEF | VGTSX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES) | 0.32% | 100.00% |
* Day change on 02/29/2024.
Performance (As of 04/26/2024)
Since 01/02/2001
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P SMA 200d VGTSX Total Return Bond As Cash Monthly | 3.1% | 6.5% | 1.7% | 5.8% | 4.6% | 5.6% |
VFINX (Vanguard (S&P 500) Index) | 7.3% | 27.5% | 8.3% | 13.5% | 12.6% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.7% | 15.1% | 2.4% | 7.6% | 7.7% | 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 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(%) | 2.6 | 3.1 | 6.5 | 1.7 | 5.8 | 4.6 | 5.6 | 6.9 | 8.0 | 10.5 | -4.3 | 4.4 | 12.3 | 6.9 | -1.2 | 27.4 | 6.2 | -13.1 | -0.5 | 10.8 | 4.9 | -5.3 | 4.5 | 30.5 | -18.1 | 15.5 | 26.6 | 15.6 | 20.8 | 55.0 | -4.7 | 2.3 |
Sharpe Ratio | NA | 0.19 | 0.26 | -0.06 | 0.4 | 0.35 | NA | NA | 0.56 | 0.56 | -0.97 | 0.37 | 0.96 | 0.62 | -0.29 | 3.75 | 0.46 | -1.2 | -0.06 | 0.91 | 0.41 | -0.29 | 0.25 | 1.84 | -1.56 | 0.67 | 1.64 | 1.29 | 1.52 | 5.38 | -0.44 | 0.01 |
Draw Down(%) | NA | 4.4 | 9.1 | 11.6 | 17.3 | 22.6 | NA | NA | 25.0 | 9.1 | 6.6 | 6.9 | 17.3 | 10.6 | 9.4 | 2.1 | 9.1 | 17.4 | 8.7 | 11.1 | 14.4 | 19.8 | 18.3 | 8.1 | 19.6 | 12.8 | 16.6 | 7.1 | 10.6 | 4.3 | 18.7 | 0.0 |
Standard Deviation(%) | NA | 10.3 | 10.4 | 9.6 | 10.6 | 10.1 | NA | NA | 12.3 | 11.1 | 5.9 | 12.0 | 12.5 | 8.9 | 8.6 | 7.1 | 13.0 | 10.9 | 8.8 | 11.8 | 11.6 | 18.7 | 17.5 | 16.5 | 12.2 | 18.7 | 14.2 | 10.4 | 13.1 | 10.1 | 13.3 | 0.0 |
Treynor Ratio | NA | 0.03 | 0.04 | -0.02 | 0.2 | 0.13 | NA | NA | 0.24 | 0.11 | -1.02 | 0.07 | 1.03 | 0.1 | -0.09 | 0.36 | 0.11 | -0.34 | -0.01 | 0.12 | 0.08 | -0.1 | 0.06 | 1.22 | -5.98 | 0.12 | 0.22 | 0.22 | 0.34 | 3.42 | -0.33 | -0.03 |
Alpha | NA | -0.02 | -0.04 | -0.01 | 0.01 | 0.0 | NA | NA | 0.02 | -0.02 | -0.02 | -0.04 | 0.04 | -0.03 | 0.0 | 0.04 | 0.0 | -0.06 | -0.03 | -0.06 | -0.02 | -0.02 | -0.02 | 0.08 | -0.07 | 0.04 | 0.04 | 0.04 | 0.05 | 0.16 | 0.0 | 0.0 |
Beta | NA | 0.65 | 0.62 | 0.24 | 0.21 | 0.26 | NA | NA | 0.28 | 0.59 | 0.06 | 0.61 | 0.12 | 0.52 | 0.29 | 0.75 | 0.53 | 0.39 | 0.55 | 0.91 | 0.6 | 0.53 | 0.68 | 0.25 | 0.03 | 1.05 | 1.05 | 0.62 | 0.58 | 0.16 | 0.18 | 0.0 |
RSquared | NA | 0.54 | 0.48 | 0.19 | 0.18 | 0.21 | NA | NA | 0.2 | 0.49 | 0.05 | 0.45 | 0.1 | 0.55 | 0.34 | 0.49 | 0.29 | 0.31 | 0.5 | 0.73 | 0.44 | 0.44 | 0.5 | 0.17 | 0.01 | 0.81 | 0.55 | 0.38 | 0.24 | 0.07 | 0.12 | 0.0 |
Sortino Ratio | NA | 0.26 | 0.37 | -0.08 | 0.54 | 0.46 | NA | NA | 0.77 | 0.8 | -1.25 | 0.49 | 1.27 | 0.81 | -0.37 | 6.59 | 0.57 | -1.52 | -0.08 | 1.24 | 0.57 | -0.36 | 0.35 | 2.69 | -1.9 | 0.91 | 2.41 | 1.98 | 2.14 | 9.21 | -0.62 | NA |
Yield(%) | N/A | 0.73 | 3.78 | 2.15 | 2.04 | 1.94 | N/A | N/A | 2.03 | 3.48 | 1.12 | 1.63 | 1.64 | 2.02 | 0.23 | 3.34 | 2.67 | 1.3 | 2.38 | 2.86 | 2.99 | 0.0 | 1.58 | 3.06 | 0.0 | 2.93 | 2.74 | 2.34 | 2.37 | 2.73 | 0.28 | 2.31 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/02/2001
Strategies
Asset Strategy | Moving Average with Signal and Frequency and Cash Substitute |