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Static Portfolio
Global Equal Weight Stock REITs Benchmark Portfolio
Global Equal Weight Stock REITs Benchmark Portfolio (Static Portfolio)
live (public) 1.05% May 03
Buy and Hold (Annually Rebalance)
USStocks VFINX 25%
USREITs VGSIX 25%
EuropeStocks VEURX 25%
PacificStocks VPACX 25%
Simulated from 07/01/1996
Holdings (As of 05/03/2024)
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
USStocks | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 1.26% | 38.59% |
USREITs | VGSIX (VANGUARD REIT INDEX FUND INVESTOR SHARES) | 0.71% | 19.52% |
EuropeStocks | VEURX (VANGUARD EUROPEAN STOCK INDEX FUND INVESTOR SHARES) | 0.90% | 21.42% |
PacificStocks | VPACX (VANGUARD PACIFIC STOCK INDEX FUND INVESTOR SHARES) | 1.13% | 20.47% |
* Day change on 05/03/2024.
Performance (As of 05/03/2024)
Since 07/01/1996
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Global Equal Weight Stock REITs Benchmark Portfolio | 3.3% | 16.4% | 3.0% | 7.5% | 6.8% | 10.3% |
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 07/01/1996 |
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(%) | 1.3 | 3.3 | 16.4 | 3.0 | 7.5 | 6.8 | 10.3 | 7.5 | 7.4 | 19.7 | -19.7 | 22.0 | 8.9 | 25.7 | -10.1 | 16.9 | 6.8 | 0.8 | 7.3 | 19.0 | 18.0 | -3.9 | 16.7 | 28.3 | -38.4 | 1.5 | 23.6 | 12.6 | 20.3 | 36.0 | -11.0 | -11.1 | -5.7 | 22.5 | 11.5 | 12.1 | 10.0 |
Sharpe Ratio | NA | 0.18 | 1.06 | 0.05 | 0.3 | 0.35 | NA | NA | 0.32 | 1.2 | -0.98 | 1.88 | 0.26 | 2.49 | -0.87 | 2.28 | 0.47 | 0.05 | 0.75 | 1.59 | 1.35 | -0.15 | 0.8 | 0.83 | -0.86 | -0.09 | 1.77 | 1.06 | 1.75 | 2.86 | -0.69 | -0.9 | -0.81 | 1.96 | 0.54 | 0.81 | 1.28 |
Draw Down(%) | NA | 6.0 | 11.9 | 28.3 | 35.5 | 35.5 | NA | NA | 60.6 | 11.9 | 28.3 | 5.8 | 35.5 | 5.3 | 17.7 | 3.2 | 11.4 | 12.6 | 7.8 | 10.5 | 11.1 | 21.5 | 15.0 | 30.8 | 53.7 | 11.0 | 11.2 | 5.6 | 11.1 | 11.1 | 23.4 | 23.2 | 11.3 | 5.8 | 19.5 | 9.7 | 4.4 |
Standard Deviation(%) | NA | 11.4 | 11.9 | 15.9 | 19.8 | 16.4 | NA | NA | 18.3 | 12.8 | 21.5 | 11.7 | 33.1 | 9.8 | 13.2 | 7.2 | 14.0 | 14.2 | 9.8 | 11.9 | 13.3 | 25.4 | 20.8 | 33.8 | 45.7 | 17.5 | 11.5 | 9.8 | 11.1 | 12.3 | 17.4 | 15.0 | 12.2 | 9.8 | 15.1 | 10.7 | 6.4 |
Treynor Ratio | NA | 0.02 | 0.14 | 0.01 | 0.07 | 0.07 | NA | NA | 0.07 | 0.17 | -0.25 | 0.27 | 0.09 | 0.33 | -0.16 | 0.21 | 0.07 | 0.01 | 0.09 | 0.19 | 0.18 | -0.04 | 0.15 | 0.24 | -0.36 | -0.01 | 0.21 | 0.13 | 0.26 | 0.58 | -0.2 | -0.22 | -0.24 | 0.57 | 0.15 | 0.21 | 0.2 |
Alpha | NA | -0.04 | -0.02 | -0.01 | -0.01 | -0.01 | NA | NA | 0.0 | -0.01 | -0.02 | 0.0 | -0.02 | 0.02 | -0.03 | 0.01 | -0.01 | 0.01 | -0.01 | -0.03 | 0.02 | -0.01 | 0.01 | 0.0 | 0.02 | -0.01 | 0.03 | 0.04 | 0.05 | 0.06 | 0.01 | -0.02 | -0.02 | 0.05 | -0.01 | -0.01 | 0.04 |
Beta | NA | 0.86 | 0.92 | 0.86 | 0.89 | 0.87 | NA | NA | 0.84 | 0.91 | 0.85 | 0.82 | 0.92 | 0.73 | 0.73 | 0.77 | 0.97 | 0.85 | 0.78 | 0.99 | 0.98 | 1.06 | 1.11 | 1.19 | 1.08 | 1.04 | 0.99 | 0.79 | 0.74 | 0.61 | 0.6 | 0.6 | 0.41 | 0.34 | 0.55 | 0.4 | 0.41 |
RSquared | NA | 0.81 | 0.82 | 0.89 | 0.92 | 0.89 | NA | NA | 0.8 | 0.85 | 0.92 | 0.84 | 0.94 | 0.87 | 0.9 | 0.52 | 0.83 | 0.86 | 0.83 | 0.84 | 0.89 | 0.94 | 0.94 | 0.93 | 0.94 | 0.9 | 0.74 | 0.69 | 0.55 | 0.71 | 0.79 | 0.75 | 0.56 | 0.38 | 0.54 | 0.46 | 0.57 |
Sortino Ratio | NA | 0.25 | 1.56 | 0.06 | 0.39 | 0.47 | NA | NA | 0.44 | 1.79 | -1.35 | 2.71 | 0.34 | 3.66 | -1.09 | 3.29 | 0.65 | 0.07 | 1.05 | 2.29 | 2.03 | -0.21 | 1.14 | 1.19 | -1.15 | -0.12 | 2.69 | 1.62 | 2.51 | 4.56 | -0.99 | -1.21 | -1.13 | 3.01 | 0.75 | 1.11 | 1.96 |
Yield(%) | N/A | 0.96 | 3.63 | 2.66 | 2.63 | 2.54 | N/A | N/A | 3.05 | 3.16 | 1.68 | 2.67 | 1.95 | 3.3 | 2.39 | 0.47 | 3.84 | 2.75 | 3.23 | 3.05 | 3.31 | 2.96 | 3.42 | 3.93 | 2.89 | 2.94 | 3.1 | 3.16 | 3.18 | 3.6 | 3.12 | 2.65 | 2.78 | 3.29 | 3.14 | 3.25 | 2.08 |
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 07/01/1996
Strategies
Asset Allocation Strategy | Rebalance for Static Portfolios |