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Static Portfolio
Global US Centric Stock Benchmark Portfolio
Global US Centric Stock Benchmark Portfolio (Static Portfolio)
live (public) 1.20% May 03
Buy and Hold (Annually Rebalance)
USStocks VFINX 66%
EuropeStocks VEURX 17%
PacificStocks VPACX 17%
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% | 76.45% |
EuropeStocks | VEURX (VANGUARD EUROPEAN STOCK INDEX FUND INVESTOR SHARES) | 0.90% | 12.63% |
PacificStocks | VPACX (VANGUARD PACIFIC STOCK INDEX FUND INVESTOR SHARES) | 1.13% | 10.92% |
* 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 US Centric Stock Benchmark Portfolio | 7.3% | 23.9% | 6.8% | 11.3% | 9.9% | 12.2% |
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(%) | 0.9 | 7.3 | 23.9 | 6.8 | 11.3 | 9.9 | 12.2 | 8.6 | 9.2 | 24.3 | -17.9 | 22.9 | 15.6 | 28.0 | -8.2 | 21.5 | 9.0 | 0.8 | 6.9 | 28.2 | 16.7 | -3.1 | 13.3 | 26.6 | -37.7 | 6.8 | 18.0 | 8.5 | 13.8 | 32.4 | -19.2 | -16.0 | -11.8 | 26.2 | 24.6 | 21.2 | 17.0 | 29.4 | 3.2 | 17.1 | 1.9 | 24.0 | 4.8 |
Sharpe Ratio | NA | 0.54 | 1.78 | 0.27 | 0.48 | 0.52 | NA | NA | 0.44 | 1.62 | -0.85 | 1.84 | 0.47 | 2.3 | -0.62 | 3.3 | 0.64 | 0.05 | 0.64 | 2.5 | 1.25 | -0.13 | 0.72 | 0.99 | -0.96 | 0.23 | 1.37 | 0.68 | 1.22 | 2.14 | -0.91 | -0.95 | -0.92 | 1.72 | 1.21 | 1.24 | 1.55 | 3.93 | 0.03 | 2.0 | -0.05 | 1.56 | 0.32 |
Draw Down(%) | NA | 5.4 | 10.4 | 25.7 | 33.5 | 33.5 | NA | NA | 56.3 | 10.4 | 25.7 | 5.4 | 33.5 | 6.2 | 19.0 | 2.2 | 11.1 | 12.9 | 8.2 | 7.3 | 11.5 | 20.3 | 15.6 | 27.6 | 49.1 | 9.8 | 10.6 | 6.7 | 7.6 | 13.2 | 30.1 | 29.8 | 16.7 | 7.4 | 18.9 | 10.0 | 6.4 | 2.3 | 7.7 | 4.1 | 9.0 | 6.1 | 2.8 |
Standard Deviation(%) | NA | 11.2 | 11.3 | 16.4 | 20.1 | 16.8 | NA | NA | 16.9 | 12.4 | 22.8 | 12.4 | 32.6 | 11.6 | 15.4 | 6.3 | 13.8 | 14.9 | 10.8 | 11.3 | 13.4 | 23.9 | 18.4 | 26.7 | 40.4 | 16.1 | 10.7 | 9.4 | 10.6 | 14.8 | 22.3 | 19.3 | 17.2 | 13.4 | 17.6 | 14.3 | 8.7 | 6.5 | 7.9 | 7.5 | 9.0 | 12.9 | 12.9 |
Treynor Ratio | NA | 0.07 | 0.21 | 0.05 | 0.1 | 0.09 | NA | NA | 0.08 | 0.22 | -0.21 | 0.25 | 0.16 | 0.29 | -0.11 | 0.23 | 0.09 | 0.01 | 0.07 | 0.28 | 0.16 | -0.03 | 0.13 | 0.27 | -0.4 | 0.04 | 0.14 | 0.07 | 0.15 | 0.38 | -0.24 | -0.21 | -0.21 | 0.33 | 0.26 | 0.24 | 0.19 | 0.37 | 0.0 | 0.22 | -0.01 | 0.25 | 0.05 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.01 | 0.0 | 0.01 | -0.01 | 0.0 | 0.01 | -0.01 | 0.0 | 0.01 | 0.0 | 0.01 | 0.01 | 0.02 | 0.02 | 0.03 | 0.0 | -0.02 | -0.02 | 0.04 | 0.01 | -0.01 | 0.01 | 0.02 | 0.01 | 0.04 | -0.01 | 0.01 | -0.03 |
Beta | NA | 0.94 | 0.96 | 0.93 | 0.93 | 0.93 | NA | NA | 0.9 | 0.93 | 0.93 | 0.9 | 0.93 | 0.92 | 0.89 | 0.91 | 1.03 | 0.94 | 0.93 | 0.99 | 1.03 | 1.01 | 1.01 | 0.97 | 0.98 | 0.99 | 1.01 | 0.86 | 0.87 | 0.83 | 0.84 | 0.87 | 0.74 | 0.69 | 0.81 | 0.74 | 0.71 | 0.7 | 0.7 | 0.69 | 0.78 | 0.81 | 0.79 |
RSquared | NA | 0.98 | 0.97 | 0.96 | 0.98 | 0.97 | NA | NA | 0.94 | 0.97 | 0.98 | 0.9 | 0.99 | 0.98 | 0.98 | 0.92 | 0.95 | 0.96 | 0.96 | 0.96 | 0.96 | 0.98 | 0.98 | 0.98 | 0.98 | 0.97 | 0.89 | 0.89 | 0.84 | 0.92 | 0.95 | 0.94 | 0.92 | 0.88 | 0.88 | 0.89 | 0.92 | 0.7 | 0.76 | 0.63 | 0.71 | 0.8 | 0.74 |
Sortino Ratio | NA | 0.82 | 2.7 | 0.39 | 0.66 | 0.71 | NA | NA | 0.61 | 2.46 | -1.16 | 2.67 | 0.62 | 3.31 | -0.79 | 5.31 | 0.88 | 0.08 | 0.87 | 3.71 | 1.9 | -0.18 | 1.02 | 1.41 | -1.27 | 0.31 | 2.06 | 0.99 | 1.75 | 3.35 | -1.29 | -1.29 | -1.26 | 2.64 | 1.7 | 1.74 | 2.2 | 6.26 | 0.04 | 3.12 | -0.07 | 2.47 | 0.48 |
Yield(%) | N/A | 0.71 | 2.82 | 2.01 | 1.96 | 1.93 | N/A | N/A | 2.26 | 2.51 | 1.26 | 1.96 | 1.32 | 2.67 | 1.76 | 0.43 | 2.87 | 2.21 | 2.41 | 2.46 | 2.67 | 2.43 | 2.49 | 2.89 | 2.19 | 2.22 | 2.12 | 1.91 | 2.02 | 2.13 | 1.69 | 1.08 | 1.11 | 2.07 | 2.0 | 2.46 | 2.38 | 2.81 | 2.82 | 2.46 | 2.84 | 3.38 | 1.84 |
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 |