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P Diversified Timing Asset Allocation Portfolio With Total Return Bonds (Static Portfolio)
live (public) 1.45% April 30
Buy and Hold (Annually Rebalance)
USStocks P_61056 20%
IntlStocks P_61057 20%
REITs P_61058 20%
Commodities P_67946 20%
LongTermTreasuryBonds P_61060 20%
Simulated from 01/02/2001
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Implementation of this portfolio:
1). whenever a component of the 5 holdings go to the total return bond portfolio, you check on the total return bond portfolio P_46880(Schwab Total Return Bond) (or whatever total return bond portfolio you choose in your brokerage) and find out its current holding. You then purchase the bond fund for this portion.
2). You can find out the ACTUAL holdings of sub portfolios (such as P_46880(Schwab Total Return Bond)) by clicking on 'Holdings of Sub Portfolios' button on this page.
3). CAUTION: since brokerages have minimum holding periods, you might not be able to sell a bond fund to switch to the position such as stocks when it calls for. For that purpose, you might want to a). pay transaction fee b). find a brokerage that charges no such fees (for example interactive brokers does NOT impose 90 days or so holding period to charge brokerage specific redemption/transaction fee). Most if not all total return bond funds used have ONLY 30 days minimum holding period (fund specfic minimum holding period). So if a brokerage does NOT impose its own (not fund specific) minimum holding period, you should be able to make a transaction monthly. c). use bond ETFs instead. Refer to a portfolio like P Bond ETF Momentum Monthly or just use BOND or BND.
| Asset | Fund in this portfolio | Price change* | Percentage |
|---|---|---|---|
| USStocks | P_61056 (P SMA 200d VFINX Total Return Bond As Cash Monthly) | 1.57% | 23.18% |
| IntlStocks | P_61057 (P SMA 200d VGTSX Total Return Bond As Cash Monthly) | 1.25% | 20.43% |
| REITs | P_61058 (P SMA 200d VGSIX Total Return Bond As Cash Monthly) | 1.75% | 18.02% |
| Commodities | P_67946 (P SMA 200d PCRAX Total Return Bond As Cash Monthly) | 1.79% | 21.61% |
| LongTermTreasuryBonds | P_61060 (P SMA 200d VUSTX Total Return Bond As Cash Monthly) | 0.75% | 16.76% |
* Day change on 04/30/2024.
Previous
Since 06/30/2004
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| P Diversified Timing Asset Allocation Portfolio With Total Return Bonds | -0.5% | 0.7% | 1.2% | 5.9% | 5.0% | 7.3% |
| VFINX (Vanguard (S&P 500) Index) | 6.6% | 24.7% | 8.1% | 13.4% | 12.4% | 14.5% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.6% | 14.0% | 2.5% | 7.6% | 7.6% | 9.6% |
* YTD: Year to Date
** AR: Annualized Return
| Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 06/30/2004 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.8 | -0.5 | 0.7 | 1.2 | 5.9 | 5.0 | 7.3 | 7.4 | 3.8 | -7.8 | 19.7 | 11.3 | 9.0 | -2.0 | 11.3 | 8.0 | -5.9 | 10.8 | 6.3 | 8.4 | 1.7 | 16.1 | 25.3 | -7.3 | 7.8 | 13.7 | 11.4 | 12.6 |
| Sharpe Ratio | NA | -0.19 | -0.38 | -0.12 | 0.49 | 0.52 | NA | 0.73 | -0.06 | -1.06 | 1.95 | 1.17 | 1.28 | -0.49 | 2.0 | 1.07 | -0.84 | 1.99 | 0.84 | 1.35 | 0.14 | 1.28 | 1.97 | -0.82 | 0.52 | 1.2 | 1.17 | 1.8 |
| Draw Down(%) | NA | 4.2 | 7.9 | 10.9 | 11.8 | 11.8 | NA | 17.8 | 8.3 | 9.3 | 5.8 | 11.8 | 2.8 | 6.2 | 2.6 | 5.4 | 10.6 | 3.3 | 8.9 | 4.8 | 12.0 | 9.3 | 4.7 | 17.8 | 7.4 | 8.1 | 4.7 | 2.6 |
| Standard Deviation(%) | NA | 9.2 | 8.1 | 8.9 | 8.7 | 7.6 | NA | 8.7 | 7.7 | 8.6 | 10.1 | 9.5 | 5.9 | 6.7 | 5.3 | 7.3 | 7.0 | 5.4 | 7.4 | 6.2 | 11.9 | 12.5 | 12.8 | 10.1 | 9.1 | 8.7 | 7.8 | 6.6 |
| Treynor Ratio | NA | -0.82 | -0.7 | 0.37 | 3.55 | 1.02 | NA | 4.1 | -0.53 | 2.33 | -2.65 | 2.27 | -19.88 | -0.13 | 0.24 | -4.88 | -2.24 | -12.04 | -18.26 | 8.52 | -0.48 | -7.48 | 63.61 | -35.91 | -1.1 | 0.61 | 2.2 | -1.39 |
| Alpha | NA | -0.02 | -0.01 | 0.0 | 0.02 | 0.01 | NA | 0.03 | 0.0 | -0.04 | 0.08 | 0.04 | 0.03 | -0.01 | 0.01 | 0.03 | -0.02 | 0.04 | 0.03 | 0.03 | 0.01 | 0.06 | 0.09 | -0.03 | 0.02 | 0.03 | 0.04 | 0.09 |
| Beta | NA | 0.02 | 0.04 | -0.03 | 0.01 | 0.04 | NA | 0.02 | 0.01 | -0.04 | -0.07 | 0.05 | 0.0 | 0.25 | 0.44 | -0.02 | 0.03 | -0.01 | 0.0 | 0.01 | -0.04 | -0.02 | 0.0 | 0.0 | -0.04 | 0.17 | 0.04 | -0.09 |
| RSquared | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | NA | 0.0 | 0.0 | 0.01 | 0.01 | 0.03 | 0.0 | 0.4 | 0.31 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.04 | 0.0 | 0.02 |
| Sortino Ratio | NA | -0.24 | -0.52 | -0.17 | 0.67 | 0.71 | NA | 1.03 | -0.09 | -1.41 | 2.79 | 1.55 | 1.83 | -0.63 | 2.71 | 1.5 | -1.12 | 2.91 | 1.12 | 1.99 | 0.19 | 1.85 | 3.02 | -1.07 | 0.7 | 1.84 | 1.72 | 3.0 |
| Yield(%) | 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 |
| 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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/30/2004
| Asset Allocation Strategy | Rebalance for Static Portfolios |
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