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Static Portfolio
Global US Centric Stock Bond Benchmark Portfolio
Global US Centric Stock Bond Benchmark Portfolio (Static Portfolio)
live (public) 0.80% April 26
Buy and Hold (Annually Rebalance)
USStocks VFINX 45%
EuropeStocks VEURX 14%
PacificStocks VPACX 8%
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% | 63.93% |
EuropeStocks | VEURX (VANGUARD EUROPEAN STOCK INDEX FUND INVESTOR SHARES) | 0.68% | 12.75% |
PacificStocks | VPACX (VANGUARD PACIFIC STOCK INDEX FUND INVESTOR SHARES) | 0.44% | 6.12% |
USBonds | VBMFX (VANGUARD TOTAL BOND MARKET INDEX FUND INVESTOR SHARES) | 0.22% | 17.20% |
* 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 US Centric Stock Bond Benchmark Portfolio | 4.7% | 18.7% | 4.5% | 8.7% | 7.6% | 9.4% |
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(%) | 2.1 | 4.7 | 18.7 | 4.5 | 8.7 | 7.6 | 9.4 | 7.1 | 8.3 | 20.5 | -17.2 | 17.4 | 13.2 | 22.6 | -6.2 | 15.2 | 6.9 | 0.6 | 6.6 | 18.3 | 12.7 | 0.5 | 10.7 | 19.6 | -24.3 | 7.2 | 14.0 | 6.1 | 10.7 | 22.4 | -10.9 | -6.6 | -4.1 | 16.1 | 20.0 | 19.2 | 13.6 | 26.3 | 1.0 | 14.3 | 4.3 | 21.3 | 4.5 |
Sharpe Ratio | NA | 0.39 | 1.55 | 0.16 | 0.47 | 0.53 | NA | NA | 0.57 | 1.57 | -1.0 | 1.8 | 0.57 | 2.64 | -0.68 | 3.34 | 0.75 | 0.05 | 0.93 | 2.32 | 1.43 | 0.03 | 0.88 | 1.16 | -1.06 | 0.39 | 1.44 | 0.6 | 1.34 | 2.26 | -0.86 | -0.76 | -0.69 | 1.28 | 1.43 | 1.54 | 1.42 | 4.42 | -0.3 | 2.25 | 0.3 | 1.89 | 0.41 |
Draw Down(%) | NA | 4.8 | 9.3 | 23.7 | 25.4 | 25.4 | NA | NA | 39.2 | 9.3 | 23.7 | 4.4 | 25.4 | 4.0 | 14.1 | 1.7 | 6.6 | 8.6 | 5.3 | 6.0 | 7.4 | 13.0 | 10.0 | 18.5 | 34.4 | 6.5 | 7.0 | 4.5 | 5.8 | 8.5 | 19.0 | 17.8 | 9.2 | 6.1 | 12.9 | 7.0 | 4.6 | 1.6 | 7.1 | 2.8 | 5.4 | 4.0 | 1.9 |
Standard Deviation(%) | NA | 9.2 | 9.6 | 13.4 | 15.1 | 12.2 | NA | NA | 11.4 | 10.3 | 18.6 | 9.6 | 22.7 | 8.0 | 11.0 | 4.4 | 8.9 | 9.6 | 7.1 | 7.9 | 8.8 | 15.3 | 12.1 | 16.8 | 23.9 | 10.7 | 7.5 | 6.5 | 7.2 | 9.6 | 13.9 | 11.8 | 11.9 | 10.0 | 11.7 | 10.2 | 7.1 | 5.1 | 6.4 | 5.4 | 6.2 | 9.3 | 9.2 |
Treynor Ratio | NA | 0.05 | 0.19 | 0.03 | 0.1 | 0.1 | NA | NA | 0.11 | 0.21 | -0.25 | 0.25 | 0.2 | 0.34 | -0.12 | 0.24 | 0.1 | 0.01 | 0.11 | 0.27 | 0.19 | 0.01 | 0.16 | 0.32 | -0.44 | 0.06 | 0.15 | 0.07 | 0.17 | 0.4 | -0.23 | -0.17 | -0.16 | 0.24 | 0.31 | 0.3 | 0.18 | 0.4 | -0.03 | 0.24 | 0.04 | 0.3 | 0.07 |
Alpha | NA | -0.01 | -0.01 | -0.01 | 0.0 | 0.0 | NA | NA | 0.01 | 0.0 | -0.01 | 0.0 | 0.0 | 0.01 | -0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.02 | -0.01 | 0.01 | 0.01 | 0.01 | 0.02 | 0.03 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.0 | 0.0 | 0.02 | 0.0 | 0.03 | 0.0 | 0.02 | 0.0 |
Beta | NA | 0.78 | 0.8 | 0.75 | 0.69 | 0.67 | NA | NA | 0.6 | 0.77 | 0.76 | 0.7 | 0.65 | 0.63 | 0.64 | 0.6 | 0.66 | 0.6 | 0.6 | 0.69 | 0.68 | 0.65 | 0.65 | 0.6 | 0.57 | 0.65 | 0.7 | 0.59 | 0.59 | 0.54 | 0.52 | 0.52 | 0.51 | 0.53 | 0.54 | 0.53 | 0.57 | 0.56 | 0.58 | 0.52 | 0.53 | 0.58 | 0.58 |
RSquared | NA | 0.95 | 0.95 | 0.95 | 0.96 | 0.95 | NA | NA | 0.92 | 0.94 | 0.97 | 0.89 | 0.98 | 0.96 | 0.97 | 0.84 | 0.93 | 0.94 | 0.94 | 0.93 | 0.95 | 0.97 | 0.96 | 0.96 | 0.97 | 0.95 | 0.88 | 0.88 | 0.81 | 0.91 | 0.94 | 0.91 | 0.91 | 0.9 | 0.88 | 0.89 | 0.91 | 0.75 | 0.79 | 0.68 | 0.69 | 0.8 | 0.76 |
Sortino Ratio | NA | 0.58 | 2.37 | 0.23 | 0.64 | 0.73 | NA | NA | 0.8 | 2.4 | -1.36 | 2.61 | 0.75 | 3.88 | -0.87 | 5.41 | 1.03 | 0.08 | 1.31 | 3.42 | 2.2 | 0.04 | 1.26 | 1.66 | -1.4 | 0.52 | 2.17 | 0.88 | 1.92 | 3.52 | -1.23 | -1.05 | -0.95 | 1.96 | 2.04 | 2.21 | 1.99 | 7.26 | -0.41 | 3.57 | 0.43 | 2.98 | 0.65 |
Yield(%) | N/A | 0.79 | 2.92 | 2.02 | 2.02 | 1.99 | N/A | N/A | 3.07 | 2.58 | 1.21 | 1.91 | 1.55 | 2.72 | 1.78 | 0.49 | 2.82 | 2.3 | 2.58 | 2.5 | 2.85 | 2.87 | 2.93 | 3.39 | 3.28 | 3.16 | 3.03 | 2.75 | 2.86 | 2.92 | 2.99 | 3.04 | 2.95 | 3.43 | 3.61 | 3.91 | 3.77 | 4.41 | 4.04 | 4.28 | 4.65 | 5.22 | 1.75 |
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 |