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Static Portfolio
High Yield Bond Surrogate
High Yield Bond Surrogate (Static Portfolio)
live (public) 0.46% May 16
Buy and Hold (Annually Rebalance)
Stocks NAESX 30%
Treasury VFITX 70%
Simulated from 06/21/1996
Holdings (As of 05/16/2024)
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
SmallStk | NAESX (VANGUARD SMALL-CAP INDEX FUND INVESTOR SHARES) | 0.77% | 45.15% |
Treasury | VFITX (VANGUARD INTERMEDIATE-TERM TREASURY FUND INVESTOR SHARES) | 0.20% | 54.85% |
* Day change on 05/16/2024.
Performance (As of 05/16/2024)
Since 06/21/1996
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
High Yield Bond Surrogate | 1.7% | 10.0% | -0.7% | 3.7% | 3.7% | 5.5% |
VFINX (Vanguard (S&P 500) Index) | 11.7% | 29.3% | 9.9% | 15.0% | 12.9% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 17.4% | 3.9% | 8.6% | 8.0% | 9.8% |
* 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 06/21/1996 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.6 | 1.7 | 10.0 | -0.7 | 3.7 | 3.7 | 5.5 | 5.4 | 6.1 | 9.9 | -13.5 | 5.4 | 11.9 | 12.9 | -3.2 | 4.8 | 6.0 | 0.1 | 5.4 | 8.8 | 7.2 | 6.0 | 13.3 | 7.8 | -1.7 | 7.9 | 6.9 | 3.8 | 8.5 | 13.9 | 3.5 | 6.2 | 9.1 | 3.9 | 6.6 | 13.5 | 6.9 |
Sharpe Ratio | NA | 0.04 | 0.69 | -0.31 | 0.22 | 0.36 | NA | NA | 0.68 | 0.64 | -1.18 | 0.71 | 1.09 | 2.57 | -0.84 | 1.31 | 1.32 | 0.01 | 1.27 | 1.73 | 1.67 | 0.8 | 1.94 | 0.94 | -0.3 | 0.99 | 0.65 | 0.32 | 1.22 | 2.5 | 0.41 | 0.57 | 0.54 | 0.11 | 0.53 | 1.92 | 0.82 |
Draw Down(%) | NA | 4.8 | 8.8 | 19.2 | 19.2 | 19.2 | NA | NA | 19.2 | 9.6 | 17.2 | 4.4 | 13.7 | 1.7 | 8.5 | 1.7 | 2.5 | 3.7 | 2.6 | 4.1 | 2.4 | 5.3 | 4.3 | 8.0 | 12.2 | 2.3 | 4.1 | 3.6 | 6.3 | 3.6 | 5.5 | 4.7 | 8.8 | 4.8 | 7.0 | 4.5 | 3.8 |
Standard Deviation(%) | NA | 8.7 | 9.0 | 9.9 | 9.5 | 7.4 | NA | NA | 6.8 | 8.8 | 12.6 | 7.6 | 10.7 | 4.5 | 5.4 | 3.2 | 4.4 | 4.4 | 4.2 | 5.1 | 4.3 | 7.4 | 6.8 | 8.2 | 8.9 | 4.9 | 5.5 | 5.2 | 6.2 | 5.3 | 5.7 | 6.8 | 9.4 | 6.1 | 6.1 | 5.2 | 6.2 |
Treynor Ratio | NA | 0.01 | 0.11 | -0.06 | 0.06 | 0.08 | NA | NA | 0.18 | 0.11 | -0.32 | 0.12 | 0.43 | 0.42 | -0.17 | 0.13 | 0.24 | 0.0 | 0.2 | 0.24 | 0.27 | 0.22 | 0.43 | 0.36 | -0.16 | 0.22 | 0.08 | 0.04 | 0.19 | 0.75 | 0.17 | 0.2 | 0.17 | 0.03 | 0.2 | 0.49 | 0.13 |
Alpha | NA | -0.05 | -0.02 | -0.02 | -0.01 | 0.0 | NA | NA | 0.01 | -0.01 | -0.02 | -0.02 | 0.02 | 0.02 | -0.01 | 0.0 | 0.01 | 0.0 | 0.01 | 0.0 | 0.01 | 0.02 | 0.03 | 0.01 | 0.02 | 0.02 | 0.0 | 0.0 | 0.02 | 0.03 | 0.02 | 0.03 | 0.03 | -0.01 | 0.0 | 0.02 | 0.01 |
Beta | NA | 0.54 | 0.55 | 0.47 | 0.36 | 0.33 | NA | NA | 0.25 | 0.49 | 0.47 | 0.47 | 0.27 | 0.27 | 0.27 | 0.31 | 0.24 | 0.2 | 0.27 | 0.36 | 0.26 | 0.27 | 0.31 | 0.21 | 0.16 | 0.22 | 0.46 | 0.39 | 0.4 | 0.18 | 0.14 | 0.2 | 0.29 | 0.22 | 0.16 | 0.2 | 0.4 |
RSquared | NA | 0.51 | 0.5 | 0.68 | 0.65 | 0.62 | NA | NA | 0.51 | 0.53 | 0.8 | 0.64 | 0.77 | 0.58 | 0.73 | 0.42 | 0.52 | 0.49 | 0.51 | 0.63 | 0.62 | 0.71 | 0.67 | 0.51 | 0.58 | 0.51 | 0.69 | 0.6 | 0.53 | 0.33 | 0.38 | 0.39 | 0.46 | 0.43 | 0.29 | 0.5 | 0.58 |
Sortino Ratio | NA | 0.05 | 1.01 | -0.43 | 0.3 | 0.49 | NA | NA | 0.96 | 0.97 | -1.59 | 1.0 | 1.41 | 4.01 | -1.08 | 1.95 | 1.98 | 0.01 | 1.86 | 2.47 | 2.54 | 1.15 | 2.91 | 1.41 | -0.41 | 1.38 | 0.96 | 0.46 | 1.71 | 3.86 | 0.58 | 0.85 | 0.78 | 0.16 | 0.77 | 2.81 | 1.24 |
Yield(%) | N/A | 1.18 | 3.17 | 2.01 | 2.3 | 1.99 | N/A | N/A | 3.96 | 2.43 | 1.49 | 1.29 | 3.53 | 2.06 | 1.35 | 0.37 | 2.58 | 2.15 | 1.81 | 1.8 | 2.5 | 4.73 | 3.8 | 5.49 | 4.73 | 3.67 | 3.62 | 4.03 | 3.54 | 4.63 | 5.22 | 4.6 | 8.83 | 7.28 | 6.59 | 6.55 | 4.99 |
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 | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/21/1996
Strategies
Asset Allocation Strategy | Rebalance for Static Portfolios |