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Static Portfolio
Global Equal Weight Stock Bond Benchmark Portfolio
Global Equal Weight Stock Bond Benchmark Portfolio (Static Portfolio)
live (public) 0.66% April 26
Buy and Hold (Annually Rebalance)
USStocks VFINX 22.4%
EuropeStocks VEURX 22.3%
PacificStocks VPACX 22.3%
USBonds VBMFX 33%
Simulated from 11/01/1990
Holdings (As of 04/26/2024)
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
USStocks | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 1.02% | 36.83% |
EuropeStocks | VEURX (VANGUARD EUROPEAN STOCK INDEX FUND INVESTOR SHARES) | 0.68% | 23.51% |
PacificStocks | VPACX (VANGUARD PACIFIC STOCK INDEX FUND INVESTOR SHARES) | 0.44% | 19.76% |
USBonds | VBMFX (VANGUARD TOTAL BOND MARKET INDEX FUND INVESTOR SHARES) | 0.22% | 19.90% |
* Day change on 04/26/2024.
Performance (As of 04/26/2024)
Since 11/01/1990
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Global Equal Weight Stock Bond Benchmark Portfolio | 3.1% | 13.7% | 2.2% | 6.5% | 5.6% | 7.6% |
VFINX (Vanguard (S&P 500) Index) | 7.3% | 27.5% | 8.3% | 13.5% | 12.6% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.7% | 15.1% | 2.4% | 7.6% | 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 11/01/1990 |
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 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.9 | 3.1 | 13.7 | 2.2 | 6.5 | 5.6 | 7.6 | 6.0 | 7.0 | 17.7 | -16.4 | 11.7 | 11.7 | 19.8 | -8.5 | 16.2 | 4.9 | 0.4 | 2.3 | 15.7 | 13.0 | -3.1 | 10.0 | 19.4 | -24.3 | 7.8 | 14.9 | 9.0 | 12.7 | 25.0 | -8.4 | -9.5 | -6.7 | 20.7 | 16.6 | 9.8 | 8.9 | 20.4 | 2.7 | 19.9 | -0.3 | 17.1 | 2.1 |
Sharpe Ratio | NA | 0.22 | 1.06 | 0.0 | 0.36 | 0.39 | NA | NA | 0.47 | 1.37 | -1.05 | 1.28 | 0.55 | 2.48 | -0.98 | 3.47 | 0.49 | 0.04 | 0.33 | 1.88 | 1.38 | -0.2 | 0.81 | 1.15 | -1.07 | 0.44 | 1.34 | 1.02 | 1.42 | 2.68 | -0.75 | -1.05 | -1.08 | 2.04 | 1.16 | 0.7 | 0.94 | 2.92 | -0.05 | 2.65 | -0.35 | 1.36 | 0.12 |
Draw Down(%) | NA | 4.8 | 9.6 | 24.6 | 24.6 | 24.6 | NA | NA | 40.1 | 9.6 | 24.5 | 4.5 | 24.6 | 4.4 | 15.5 | 1.9 | 7.1 | 10.0 | 6.5 | 7.3 | 8.6 | 13.7 | 10.9 | 18.8 | 35.3 | 7.0 | 9.3 | 4.5 | 7.3 | 8.1 | 16.8 | 18.1 | 9.8 | 4.7 | 13.0 | 7.6 | 4.1 | 2.7 | 6.5 | 5.0 | 8.8 | 5.7 | 3.0 |
Standard Deviation(%) | NA | 8.8 | 9.4 | 12.4 | 13.9 | 11.4 | NA | NA | 11.1 | 9.8 | 17.0 | 9.2 | 20.7 | 7.4 | 10.0 | 4.5 | 9.6 | 9.6 | 6.9 | 8.4 | 9.3 | 15.7 | 12.3 | 16.8 | 23.7 | 11.0 | 8.7 | 6.7 | 8.2 | 9.1 | 12.6 | 11.3 | 10.0 | 8.5 | 11.5 | 9.0 | 5.7 | 5.7 | 6.3 | 6.7 | 7.7 | 9.8 | 11.1 |
Treynor Ratio | NA | 0.03 | 0.14 | 0.0 | 0.08 | 0.08 | NA | NA | 0.1 | 0.2 | -0.27 | 0.18 | 0.2 | 0.33 | -0.18 | 0.29 | 0.07 | 0.01 | 0.04 | 0.23 | 0.19 | -0.05 | 0.16 | 0.33 | -0.46 | 0.08 | 0.16 | 0.14 | 0.23 | 0.57 | -0.23 | -0.27 | -0.32 | 0.58 | 0.33 | 0.2 | 0.15 | 0.48 | -0.01 | 0.56 | -0.07 | 0.29 | 0.03 |
Alpha | NA | -0.02 | -0.02 | -0.01 | -0.01 | -0.01 | NA | NA | 0.01 | 0.0 | -0.02 | -0.02 | 0.0 | 0.01 | -0.02 | 0.02 | -0.01 | 0.0 | -0.01 | -0.01 | 0.01 | -0.01 | 0.01 | 0.02 | -0.01 | 0.02 | 0.02 | 0.02 | 0.03 | 0.05 | 0.0 | -0.02 | -0.03 | 0.04 | 0.02 | -0.01 | 0.0 | 0.02 | 0.01 | 0.06 | -0.01 | 0.01 | -0.04 |
Beta | NA | 0.68 | 0.72 | 0.67 | 0.61 | 0.6 | NA | NA | 0.52 | 0.68 | 0.67 | 0.64 | 0.57 | 0.56 | 0.55 | 0.53 | 0.66 | 0.56 | 0.54 | 0.68 | 0.68 | 0.64 | 0.64 | 0.58 | 0.55 | 0.64 | 0.72 | 0.5 | 0.52 | 0.42 | 0.42 | 0.44 | 0.33 | 0.3 | 0.4 | 0.32 | 0.37 | 0.34 | 0.4 | 0.32 | 0.38 | 0.47 | 0.44 |
RSquared | NA | 0.81 | 0.82 | 0.87 | 0.89 | 0.87 | NA | NA | 0.74 | 0.81 | 0.91 | 0.83 | 0.93 | 0.88 | 0.89 | 0.63 | 0.81 | 0.83 | 0.8 | 0.82 | 0.86 | 0.9 | 0.88 | 0.9 | 0.91 | 0.87 | 0.68 | 0.59 | 0.48 | 0.63 | 0.74 | 0.69 | 0.55 | 0.4 | 0.5 | 0.43 | 0.58 | 0.22 | 0.39 | 0.17 | 0.23 | 0.46 | 0.31 |
Sortino Ratio | NA | 0.32 | 1.58 | -0.01 | 0.48 | 0.53 | NA | NA | 0.66 | 2.08 | -1.45 | 1.8 | 0.71 | 3.68 | -1.24 | 5.88 | 0.66 | 0.06 | 0.45 | 2.72 | 2.1 | -0.26 | 1.16 | 1.64 | -1.42 | 0.59 | 1.98 | 1.55 | 2.01 | 4.23 | -1.06 | -1.43 | -1.47 | 3.18 | 1.67 | 1.0 | 1.3 | 4.44 | -0.07 | 4.15 | -0.49 | 2.06 | 0.18 |
Yield(%) | N/A | 0.86 | 3.28 | 2.41 | 2.33 | 2.2 | N/A | N/A | 3.13 | 2.88 | 1.55 | 2.31 | 1.65 | 2.98 | 2.03 | 0.46 | 2.96 | 2.43 | 2.83 | 2.65 | 3.09 | 3.15 | 3.29 | 3.63 | 3.43 | 3.33 | 3.18 | 2.79 | 2.9 | 3.2 | 3.36 | 2.99 | 2.99 | 3.35 | 3.59 | 3.63 | 3.5 | 4.1 | 3.78 | 4.04 | 4.43 | 4.65 | 1.4 |
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 | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/01/1990
Strategies
Asset Allocation Strategy | Rebalance for Static Portfolios |