Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
Advanced Investors
Advanced Strategies
P SMA 200d QRAAX Total Return Bond As Cash Monthly
P SMA 200d QRAAX Total Return Bond As Cash Monthly
live (public) 0.52% December 30
Delayed
Holdings (As of 10/31/2016)
sign up and login first and then customize a new portfolio for the latest current holdings
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
CEF | P_46880 (Schwab Total Return Bond) | 0.0% | 100.00% |
* Day change on 10/31/2016.
Performance (As of 12/30/2016)
Since 01/02/2001
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P SMA 200d QRAAX Total Return Bond As Cash Monthly | 4.9% | 4.9% | 0.4% | -2.2% | 5.4% | 7.6% |
VFINX (Vanguard (S&P 500) Index) | 5.6% | 22.1% | 7.5% | 13.0% | 12.3% | 14.5% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 1.8% | 12.7% | 2.1% | 7.4% | 7.6% | 9.6% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 01/02/2001 |
2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.7 | 4.9 | 0.4 | -2.2 | 5.4 | 7.6 | 7.4 | 4.8 | -1.3 | -2.2 | -1.7 | -10.1 | 3.5 | 5.2 | 20.5 | 9.1 | 31.8 | -5.9 | 14.2 | 19.6 | 22.6 | 12.1 | 4.9 |
Sharpe Ratio | NA | 0.72 | 0.06 | -0.36 | 0.36 | NA | 0.4 | 0.7 | -0.4 | -0.45 | -0.42 | -1.0 | 0.18 | 0.32 | 1.22 | 0.34 | 1.97 | -0.59 | 0.53 | 0.77 | 0.93 | 0.63 | 0.3 |
Draw Down(%) | NA | 6.1 | 9.3 | 19.0 | 26.9 | NA | 26.9 | 6.1 | 3.6 | 9.1 | 7.0 | 16.9 | 19.8 | 22.1 | 10.1 | 26.8 | 8.2 | 14.2 | 17.1 | 19.9 | 20.6 | 11.8 | 8.5 |
Standard Deviation(%) | NA | 6.6 | 5.1 | 6.3 | 13.6 | NA | 16.1 | 6.6 | 3.3 | 5.0 | 4.2 | 10.1 | 19.0 | 15.7 | 16.8 | 23.7 | 14.6 | 15.7 | 22.8 | 24.4 | 23.6 | 17.5 | 8.8 |
Treynor Ratio | NA | 0.58 | 0.05 | -0.2 | 0.6 | NA | 1.37 | 0.55 | -0.51 | -0.22 | -0.13 | -0.36 | 0.17 | 0.14 | 2.24 | -2.86 | 4.57 | -0.97 | -0.84 | -1.16 | -0.67 | 1.03 | -0.53 |
Alpha | NA | 0.02 | 0.0 | -0.02 | 0.02 | NA | 0.03 | 0.01 | -0.01 | -0.01 | -0.02 | -0.06 | 0.02 | 0.0 | 0.07 | 0.04 | 0.1 | -0.04 | 0.06 | 0.09 | 0.12 | 0.06 | 0.01 |
Beta | NA | 0.08 | 0.06 | 0.12 | 0.08 | NA | 0.05 | 0.08 | 0.03 | 0.1 | 0.14 | 0.28 | 0.2 | 0.36 | 0.09 | -0.03 | 0.06 | 0.09 | -0.14 | -0.16 | -0.33 | 0.11 | -0.05 |
RSquared | NA | 0.03 | 0.03 | 0.06 | 0.02 | NA | 0.0 | 0.03 | 0.01 | 0.05 | 0.14 | 0.13 | 0.06 | 0.17 | 0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.06 | 0.03 | 0.01 |
Sortino Ratio | NA | 1.09 | 0.09 | -0.47 | 0.5 | NA | 0.57 | 1.05 | -0.55 | -0.62 | -0.52 | -1.21 | 0.24 | 0.44 | 1.8 | 0.49 | 2.98 | -0.77 | 0.82 | 1.1 | 1.34 | 0.9 | 0.44 |
Yield(%) | N/A | 13.58 | 4.53 | 2.72 | 3.06 | N/A | 4.28 | 13.57 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 1.69 | 0.0 | 0.0 | 15.27 | 0.0 | 1.11 | 31.36 | 3.72 | 1.49 | 0.28 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/02/2001
Strategies
Asset Strategy | Moving Average with Signal and Frequency and Cash Substitute |