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Static Portfolio
Global Equal Weight Stock Benchmark Portfolio
Global Equal Weight Stock Benchmark Portfolio (Static Portfolio)
live (public) 1.12% May 03
Buy and Hold (Annually Rebalance)
USStocks VFINX 33.4%
EuropeStocks VEURX 33.3%
PacificStocks VPACX 33.3%
Simulated from 11/01/1990
Holdings (As of 05/03/2024)
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
USStocks | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 1.26% | 45.61% |
EuropeStocks | VEURX (VANGUARD EUROPEAN STOCK INDEX FUND INVESTOR SHARES) | 0.90% | 29.17% |
PacificStocks | VPACX (VANGUARD PACIFIC STOCK INDEX FUND INVESTOR SHARES) | 1.13% | 25.22% |
* Day change on 05/03/2024.
Performance (As of 05/03/2024)
Since 11/01/1990
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Global Equal Weight Stock Benchmark Portfolio | 6.2% | 18.9% | 4.6% | 9.0% | 7.3% | 9.8% |
VFINX (Vanguard (S&P 500) Index) | 7.9% | 27.1% | 8.5% | 13.5% | 12.5% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.5% | 15.3% | 2.8% | 7.7% | 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(%) | 1.3 | 6.2 | 18.9 | 4.6 | 9.0 | 7.3 | 9.8 | 7.2 | 7.5 | 21.5 | -17.0 | 16.6 | 13.3 | 24.6 | -11.4 | 23.1 | 5.9 | 0.5 | 0.6 | 24.6 | 17.5 | -8.0 | 11.8 | 26.6 | -38.6 | 8.0 | 20.2 | 12.1 | 16.8 | 36.1 | -16.2 | -19.7 | -14.5 | 31.4 | 20.6 | 10.0 | 11.4 | 21.5 | 5.1 | 24.9 | -4.1 | 17.9 | 1.5 |
Sharpe Ratio | NA | 0.45 | 1.34 | 0.15 | 0.39 | 0.39 | NA | NA | 0.35 | 1.43 | -0.85 | 1.36 | 0.42 | 2.13 | -0.9 | 3.46 | 0.38 | 0.03 | 0.06 | 2.06 | 1.21 | -0.32 | 0.61 | 0.99 | -0.97 | 0.3 | 1.38 | 1.03 | 1.36 | 2.52 | -0.85 | -1.18 | -1.26 | 2.4 | 0.98 | 0.51 | 1.15 | 2.25 | 0.26 | 2.44 | -0.59 | 1.02 | 0.05 |
Draw Down(%) | NA | 5.4 | 11.0 | 27.2 | 33.4 | 33.4 | NA | NA | 57.8 | 11.0 | 27.2 | 5.7 | 33.4 | 6.9 | 20.9 | 2.4 | 11.9 | 14.7 | 10.4 | 8.9 | 13.5 | 21.9 | 16.8 | 28.2 | 50.6 | 10.6 | 13.5 | 6.6 | 9.6 | 13.2 | 27.4 | 31.3 | 18.2 | 6.0 | 20.9 | 11.1 | 5.6 | 3.8 | 7.1 | 6.7 | 13.0 | 9.8 | 4.2 |
Standard Deviation(%) | NA | 10.9 | 11.3 | 15.7 | 19.1 | 16.2 | NA | NA | 16.8 | 12.1 | 21.6 | 12.2 | 30.8 | 10.9 | 14.1 | 6.5 | 15.1 | 14.9 | 10.6 | 11.9 | 14.4 | 24.9 | 19.1 | 26.7 | 40.6 | 16.5 | 12.3 | 9.6 | 11.7 | 14.0 | 20.4 | 18.6 | 14.7 | 11.7 | 17.6 | 12.9 | 6.9 | 7.8 | 8.2 | 9.4 | 11.2 | 13.9 | 15.5 |
Treynor Ratio | NA | 0.06 | 0.17 | 0.03 | 0.09 | 0.07 | NA | NA | 0.07 | 0.2 | -0.21 | 0.19 | 0.15 | 0.28 | -0.16 | 0.27 | 0.05 | 0.01 | 0.01 | 0.25 | 0.16 | -0.08 | 0.12 | 0.28 | -0.41 | 0.05 | 0.17 | 0.14 | 0.21 | 0.53 | -0.25 | -0.3 | -0.37 | 0.71 | 0.28 | 0.14 | 0.19 | 0.45 | 0.05 | 0.55 | -0.12 | 0.21 | 0.01 |
Alpha | NA | 0.0 | -0.01 | -0.01 | 0.0 | -0.01 | NA | NA | 0.0 | 0.0 | 0.0 | -0.02 | 0.0 | 0.0 | -0.03 | 0.02 | -0.01 | 0.0 | -0.03 | -0.01 | 0.01 | -0.03 | 0.0 | 0.02 | -0.01 | 0.02 | 0.02 | 0.03 | 0.04 | 0.06 | 0.0 | -0.05 | -0.05 | 0.07 | 0.01 | -0.02 | 0.0 | 0.02 | 0.02 | 0.07 | -0.03 | 0.0 | -0.08 |
Beta | NA | 0.85 | 0.9 | 0.86 | 0.86 | 0.86 | NA | NA | 0.81 | 0.85 | 0.86 | 0.85 | 0.86 | 0.83 | 0.78 | 0.82 | 1.05 | 0.89 | 0.86 | 0.99 | 1.06 | 1.02 | 1.01 | 0.94 | 0.96 | 0.98 | 1.02 | 0.73 | 0.76 | 0.67 | 0.69 | 0.74 | 0.5 | 0.4 | 0.62 | 0.46 | 0.42 | 0.39 | 0.45 | 0.42 | 0.55 | 0.66 | 0.59 |
RSquared | NA | 0.87 | 0.86 | 0.89 | 0.92 | 0.9 | NA | NA | 0.76 | 0.85 | 0.92 | 0.83 | 0.95 | 0.91 | 0.9 | 0.72 | 0.84 | 0.86 | 0.84 | 0.85 | 0.88 | 0.92 | 0.91 | 0.92 | 0.93 | 0.89 | 0.7 | 0.61 | 0.52 | 0.67 | 0.77 | 0.73 | 0.57 | 0.38 | 0.52 | 0.42 | 0.51 | 0.15 | 0.29 | 0.14 | 0.23 | 0.46 | 0.28 |
Sortino Ratio | NA | 0.67 | 2.01 | 0.21 | 0.52 | 0.52 | NA | NA | 0.48 | 2.16 | -1.19 | 1.92 | 0.55 | 3.08 | -1.13 | 5.77 | 0.51 | 0.04 | 0.08 | 3.0 | 1.82 | -0.42 | 0.87 | 1.4 | -1.3 | 0.41 | 2.03 | 1.57 | 1.94 | 3.95 | -1.2 | -1.59 | -1.69 | 3.71 | 1.41 | 0.7 | 1.6 | 3.35 | 0.38 | 3.74 | -0.81 | 1.53 | 0.07 |
Yield(%) | N/A | 0.8 | 3.27 | 2.5 | 2.37 | 2.22 | N/A | N/A | 2.38 | 2.9 | 1.71 | 2.49 | 1.43 | 3.05 | 2.12 | 0.39 | 3.11 | 2.42 | 2.84 | 2.69 | 3.01 | 2.83 | 3.03 | 3.35 | 2.39 | 2.53 | 2.42 | 2.05 | 2.13 | 2.56 | 2.1 | 1.07 | 1.23 | 2.03 | 2.02 | 2.11 | 2.1 | 2.42 | 2.49 | 2.08 | 2.49 | 2.6 | 1.39 |
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 |