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P Shiller Cyclically Adjusted PE 10 SO SU Stock Market Timing Strategy Weekly Total Return Bond Funds As Cash
P Shiller Cyclically Adjusted PE 10 SO SU Stock Market Timing Strategy Weekly Total Return Bond Funds As Cash
live (public) 0.34% November 04
Using total return bond fund portfolio P_46880 (Schwab Total Return Bond) as cash. See portfolio P Shiller Cyclically Adjusted PE 10 SO SU Stock Market Timing Strategy Weekly that uses cash. Equity fund is S&P 500 (SPY).
If CAPE10 > 1.5, sell SPY and buy P_46880 (Schwab Total Return Bond)
Else if CAPE10 < 0.83, sell P_46880 (Schwab Total Return Bond) and buy SPY
Also see newsletter April 13, 2015: Total Return Bond Funds As Smart Cash for the discussion on using total return bond fund portfolio as cash substitute.
Delayed
Holdings (As of 09/30/2021)
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| Asset | Fund in this portfolio | Price change* | Percentage |
|---|---|---|---|
| Safe | P_46880 (Schwab Total Return Bond) | 0.15% | 100.00% |
* Day change on 09/30/2021.
Previous
Performance (As of 11/04/2021)
Since 07/01/2001
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| P Shiller Cyclically Adjusted PE 10 SO SU Stock Market Timing Strategy Weekly Total Return Bond Funds As Cash | 4.9% | 7.1% | 8.1% | 6.5% | 8.6% | 10.2% |
| VFINX (Vanguard (S&P 500) Index) | 6.0% | 22.5% | 7.9% | 13.2% | 12.4% | 14.5% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.0% | 14.4% | 2.6% | 7.7% | 7.7% | 9.5% |
* YTD: Year to Date
** AR: Annualized Return
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 07/02/2001 |
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.4 | 7.1 | 8.1 | 6.5 | 8.6 | 10.2 | 10.4 | 10.6 | 3.6 | 10.2 | 10.5 | -0.8 | 8.6 | 7.5 | -1.3 | 5.3 | 29.0 | 16.0 | 1.9 | 15.1 | 50.0 | -1.7 | 8.7 | 11.0 | 4.0 | 7.6 | 28.8 | 8.2 | 4.9 |
| Sharpe Ratio | NA | 2.03 | 1.79 | 1.6 | 1.21 | NA | NA | 0.99 | 0.99 | 1.91 | 2.38 | -1.22 | 3.2 | 2.02 | -0.42 | 1.74 | 2.7 | 1.25 | 0.08 | 0.83 | 2.16 | -0.36 | 1.3 | 2.23 | 0.59 | 0.94 | 5.3 | 1.73 | 0.76 |
| Draw Down(%) | NA | 2.2 | 7.8 | 7.8 | 9.7 | NA | NA | 18.6 | 2.2 | 7.8 | 2.4 | 1.8 | 0.9 | 3.4 | 3.6 | 3.5 | 5.6 | 9.7 | 18.6 | 15.7 | 12.6 | 7.3 | 3.1 | 2.9 | 2.8 | 7.6 | 6.2 | 5.1 | 4.1 |
| Standard Deviation(%) | NA | 3.5 | 4.2 | 3.6 | 6.8 | NA | NA | 9.8 | 3.6 | 5.2 | 3.8 | 1.7 | 2.5 | 3.6 | 3.3 | 3.0 | 10.7 | 12.7 | 23.1 | 17.9 | 23.1 | 7.1 | 4.4 | 3.5 | 3.1 | 7.1 | 5.3 | 4.1 | 5.4 |
| Treynor Ratio | NA | 1.85 | 2.75 | 2.73 | 6.01 | NA | NA | 9.94 | 0.74 | 3.63 | 3.79 | 2.12 | -5.81 | 6.08 | -0.41 | 2.82 | -4.26 | 5.42 | -0.18 | -3.41 | -7.58 | -0.61 | 1.62 | 0.82 | 0.19 | 1.05 | 5.83 | 2.87 | -2.68 |
| Alpha | NA | 0.02 | 0.03 | 0.02 | 0.03 | NA | NA | 0.04 | 0.01 | 0.04 | 0.03 | -0.01 | 0.03 | 0.03 | -0.01 | 0.02 | 0.11 | 0.06 | 0.02 | 0.06 | 0.18 | 0.0 | 0.02 | 0.02 | 0.01 | 0.02 | 0.09 | 0.03 | 0.03 |
| Beta | NA | 0.04 | 0.03 | 0.02 | 0.01 | NA | NA | 0.01 | 0.05 | 0.03 | 0.02 | -0.01 | -0.01 | 0.01 | 0.03 | 0.02 | -0.07 | 0.03 | -0.1 | -0.04 | -0.07 | 0.04 | 0.04 | 0.09 | 0.1 | 0.06 | 0.05 | 0.02 | -0.02 |
| RSquared | NA | 0.02 | 0.02 | 0.01 | 0.0 | NA | NA | 0.0 | 0.03 | 0.03 | 0.01 | 0.01 | 0.0 | 0.0 | 0.02 | 0.0 | 0.01 | 0.0 | 0.01 | 0.0 | 0.01 | 0.06 | 0.02 | 0.07 | 0.11 | 0.01 | 0.02 | 0.03 | 0.0 |
| Sortino Ratio | NA | 3.75 | 2.57 | 2.35 | 1.8 | NA | NA | 1.44 | 1.76 | 2.5 | 3.64 | -1.77 | 6.14 | 3.1 | -0.57 | 2.63 | 4.02 | 1.89 | 0.11 | 1.18 | 3.36 | -0.5 | 1.86 | 3.57 | 0.82 | 1.38 | 8.6 | 2.49 | 1.1 |
| Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.47 | N/A | N/A | 0.55 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 1.63 | 2.45 | 2.04 | 2.01 | 2.91 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/01/2001
Strategies
| Asset Allocation Strategy | Shiller Cyclically Adjusted PE 10 Stock Market Timing Strategy |
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