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P SMA 200d VUSTX Total Return Bond As Cash Monthly
P SMA 200d VUSTX Total Return Bond As Cash Monthly
live (public) 0.01% May 03
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
CEF | VUSTX (VANGUARD LONG-TERM TREASURY FUND INVESTOR SHARES) | 0.0% | 99.43% |
CASH | CASH (CASH) | 0.0% | 0.57% |
* Day change on 03/28/2024.
Performance (As of 05/03/2024)
Since 01/02/2001
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P SMA 200d VUSTX Total Return Bond As Cash Monthly | -8.6% | -13.0% | -4.8% | 3.8% | 3.3% | 5.0% |
VFINX (Vanguard (S&P 500) Index) | 7.9% | 27.1% | 8.5% | 13.5% | 12.5% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.5% | 15.3% | 2.8% | 7.7% | 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(%) | 0.5 | -8.6 | -13.0 | -4.8 | 3.8 | 3.3 | 5.0 | 4.8 | 5.1 | -3.9 | -2.8 | 3.9 | 22.5 | 14.1 | -7.2 | 8.1 | 6.4 | -7.1 | 17.9 | -7.9 | 3.5 | 33.2 | 8.9 | -6.9 | 11.5 | 6.1 | 3.1 | 5.3 | 5.2 | 5.9 | 14.9 | 4.3 |
Sharpe Ratio | NA | -0.74 | -1.62 | -0.77 | 0.19 | 0.21 | NA | NA | 0.39 | -0.81 | -0.9 | 0.44 | 1.2 | 1.1 | -1.93 | 1.06 | 0.62 | -0.61 | 1.9 | -1.28 | 0.28 | 2.11 | 0.68 | -0.53 | 0.85 | 0.4 | -0.03 | 0.45 | 0.53 | 0.58 | 1.44 | 0.2 |
Draw Down(%) | NA | 9.5 | 13.9 | 18.4 | 18.4 | 18.4 | NA | NA | 18.4 | 12.3 | 5.6 | 6.2 | 14.2 | 8.0 | 8.0 | 5.0 | 9.3 | 14.9 | 4.8 | 11.0 | 8.7 | 9.7 | 13.0 | 14.6 | 7.0 | 5.1 | 4.8 | 5.6 | 10.1 | 12.8 | 5.8 | 9.5 |
Standard Deviation(%) | NA | 13.2 | 10.4 | 9.3 | 11.9 | 10.5 | NA | NA | 10.4 | 10.1 | 4.7 | 8.9 | 18.5 | 11.6 | 4.4 | 7.0 | 10.1 | 11.7 | 9.4 | 6.2 | 12.2 | 15.7 | 12.9 | 13.0 | 12.4 | 7.6 | 5.8 | 6.8 | 8.0 | 9.1 | 9.6 | 9.8 |
Treynor Ratio | NA | -0.48 | -0.93 | -7.99 | -0.15 | -0.15 | NA | NA | -0.24 | -0.71 | 7.0 | -0.57 | -0.88 | -0.32 | 6.68 | -0.37 | -0.25 | 0.56 | -0.51 | -5.58 | -0.06 | -0.73 | -0.24 | 0.54 | -0.89 | -0.19 | -0.02 | 0.98 | -3.4 | -0.29 | -0.72 | -0.33 |
Alpha | NA | -0.13 | -0.08 | -0.03 | 0.02 | 0.02 | NA | NA | 0.02 | -0.04 | -0.02 | 0.02 | 0.11 | 0.09 | -0.03 | 0.04 | 0.04 | -0.03 | 0.09 | -0.03 | 0.05 | 0.13 | 0.06 | -0.01 | 0.02 | 0.02 | 0.0 | 0.01 | 0.02 | 0.04 | 0.04 | 0.01 |
Beta | NA | 0.2 | 0.18 | 0.01 | -0.15 | -0.15 | NA | NA | -0.17 | 0.11 | -0.01 | -0.07 | -0.25 | -0.39 | -0.01 | -0.2 | -0.24 | -0.13 | -0.35 | 0.01 | -0.62 | -0.45 | -0.37 | -0.13 | -0.12 | -0.16 | 0.08 | 0.03 | -0.01 | -0.18 | -0.19 | -0.06 |
RSquared | NA | 0.03 | 0.04 | 0.0 | 0.07 | 0.06 | NA | NA | 0.1 | 0.02 | 0.0 | 0.01 | 0.22 | 0.18 | 0.0 | 0.04 | 0.1 | 0.03 | 0.18 | 0.0 | 0.42 | 0.45 | 0.27 | 0.07 | 0.16 | 0.11 | 0.02 | 0.0 | 0.0 | 0.12 | 0.28 | 0.02 |
Sortino Ratio | NA | -0.9 | -2.04 | -1.01 | 0.27 | 0.3 | NA | NA | 0.55 | -1.07 | -1.1 | 0.63 | 1.82 | 1.59 | -2.27 | 1.52 | 0.91 | -0.83 | 2.83 | -1.47 | 0.39 | 3.3 | 0.97 | -0.75 | 1.26 | 0.6 | -0.04 | 0.64 | 0.78 | 0.75 | 2.01 | 0.28 |
Yield(%) | N/A | 1.15 | 1.9 | 1.11 | 1.62 | 1.96 | N/A | N/A | 3.7 | 1.3 | 0.16 | 0.8 | 2.62 | 3.15 | 0.68 | 1.65 | 2.07 | 2.32 | 4.72 | 0.49 | 5.57 | 7.0 | 6.79 | 5.96 | 4.99 | 4.82 | 3.73 | 4.58 | 4.57 | 3.9 | 6.61 | 5.5 |
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 |