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P SMA 200d VGSIX Total Return Bond As Cash Monthly
P SMA 200d VGSIX Total Return Bond As Cash Monthly
live (public) 0.08% April 26
Delayed
Holdings (As of 02/29/2024)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
CEF | VGSIX (VANGUARD REIT INDEX FUND INVESTOR SHARES) | 0.92% | 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 VGSIX Total Return Bond As Cash Monthly | -8.9% | -8.3% | -1.7% | 4.3% | 3.8% | 7.7% |
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(%) | 1.4 | -8.9 | -8.3 | -1.7 | 4.3 | 3.8 | 7.7 | 6.8 | 7.8 | -0.1 | -13.6 | 40.2 | 1.7 | 15.9 | -7.5 | 1.0 | 5.8 | -4.2 | 26.5 | -2.9 | 17.5 | -9.2 | 28.3 | 51.9 | -35.6 | -1.9 | 35.1 | 11.9 | 20.6 | 43.3 | 6.7 | 4.5 |
Sharpe Ratio | NA | -0.57 | -0.85 | -0.31 | 0.21 | 0.2 | NA | NA | 0.38 | -0.38 | -1.39 | 2.68 | 0.14 | 1.27 | -0.67 | 0.02 | 0.36 | -0.3 | 2.42 | -0.22 | 1.28 | -0.35 | 1.01 | 2.14 | -0.86 | -0.33 | 2.19 | 0.62 | 1.18 | 4.29 | 0.44 | 0.23 |
Draw Down(%) | NA | 10.6 | 13.5 | 23.7 | 23.7 | 23.7 | NA | NA | 56.1 | 17.3 | 14.7 | 7.6 | 18.2 | 5.4 | 12.9 | 11.8 | 12.8 | 17.2 | 7.6 | 19.8 | 9.1 | 27.4 | 17.1 | 12.2 | 52.9 | 18.6 | 10.1 | 11.3 | 18.4 | 4.4 | 16.8 | 12.2 |
Standard Deviation(%) | NA | 17.6 | 14.1 | 12.9 | 12.6 | 13.4 | NA | NA | 17.8 | 11.5 | 10.8 | 15.0 | 10.7 | 11.4 | 13.1 | 17.1 | 15.4 | 13.8 | 10.9 | 13.3 | 13.7 | 26.5 | 27.9 | 24.2 | 42.4 | 14.6 | 14.5 | 15.7 | 16.7 | 9.9 | 12.6 | 9.9 |
Treynor Ratio | NA | -0.11 | -0.23 | -0.14 | 0.15 | 0.11 | NA | NA | 0.16 | -0.14 | -1.0 | 0.57 | 0.27 | 0.4 | -0.28 | 0.01 | 0.08 | -0.1 | 0.51 | -0.04 | 0.23 | -0.1 | 0.21 | 2.18 | -0.63 | -0.15 | 0.36 | 0.1 | 0.33 | 2.34 | 0.29 | 0.1 |
Alpha | NA | -0.19 | -0.09 | -0.02 | 0.0 | 0.0 | NA | NA | 0.02 | -0.04 | -0.05 | 0.07 | 0.0 | 0.02 | -0.03 | -0.03 | -0.01 | -0.02 | 0.07 | -0.09 | 0.02 | -0.04 | 0.03 | 0.15 | -0.05 | -0.02 | 0.07 | 0.03 | 0.05 | 0.12 | 0.04 | 0.02 |
Beta | NA | 0.87 | 0.53 | 0.28 | 0.18 | 0.26 | NA | NA | 0.43 | 0.32 | 0.15 | 0.71 | 0.05 | 0.37 | 0.31 | 0.52 | 0.73 | 0.4 | 0.52 | 0.75 | 0.77 | 0.92 | 1.34 | 0.24 | 0.58 | 0.32 | 0.88 | 0.99 | 0.6 | 0.18 | 0.2 | 0.22 |
RSquared | NA | 0.33 | 0.2 | 0.14 | 0.1 | 0.12 | NA | NA | 0.22 | 0.13 | 0.11 | 0.39 | 0.03 | 0.16 | 0.16 | 0.04 | 0.38 | 0.2 | 0.29 | 0.39 | 0.51 | 0.65 | 0.75 | 0.07 | 0.31 | 0.12 | 0.37 | 0.42 | 0.16 | 0.1 | 0.16 | 0.22 |
Sortino Ratio | NA | -0.71 | -1.15 | -0.42 | 0.29 | 0.27 | NA | NA | 0.52 | -0.54 | -1.77 | 4.01 | 0.17 | 1.77 | -0.88 | 0.03 | 0.49 | -0.4 | 3.74 | -0.28 | 1.85 | -0.46 | 1.48 | 3.35 | -1.14 | -0.45 | 3.43 | 0.85 | 1.55 | 6.97 | 0.67 | 0.3 |
Yield(%) | N/A | 1.57 | 3.58 | 1.99 | 2.21 | 2.72 | N/A | N/A | 3.62 | 1.97 | 0.0 | 3.47 | 1.56 | 3.68 | 3.34 | 1.61 | 2.81 | 2.73 | 5.9 | 1.68 | 3.9 | 2.4 | 4.14 | 3.28 | 2.35 | 1.73 | 5.33 | 6.41 | 5.97 | 6.07 | 4.0 | 7.29 |
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 |