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P Goldman Sachs Global Tactical Benchmarks Based Major Asset Index Funds
P Goldman Sachs Global Tactical Benchmarks Based Major Asset Index Funds
live (public) 0.15% May 16
This portfolio uses the following index funds in Benchmarks parameter:
VFINX, VGTSX, VEIEX, VGSIX, VUSTX, VBMFX, VBMFX, VBMFX, CASH, CASH, CASH
It uses the exact funds in Funds parameter that are used to invest.
It chooses 3 funds in Funds whose corresponding benchmark funds have the highest trend scores.
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Asset1 | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 0.11% | 33.33% |
Asset2 | VGTSX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES) | 0.05% | 33.33% |
Asset3 | VGSIX (VANGUARD REIT INDEX FUND INVESTOR SHARES) | 0.77% | 33.34% |
* Day change on 03/28/2024.
Performance (As of 05/16/2024)
Since 12/31/2003
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Goldman Sachs Global Tactical Benchmarks Based Major Asset Index Funds | 3.4% | 7.3% | 0.4% | 6.0% | 4.9% | 7.9% |
VFINX (Vanguard (S&P 500) Index) | 11.7% | 29.3% | 9.9% | 14.8% | 13.0% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 17.4% | 3.9% | 8.5% | 8.0% | 9.8% |
* 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 12/31/2003 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.1 | 3.4 | 7.3 | 0.4 | 6.0 | 4.9 | 7.9 | 10.2 | 9.7 | 1.5 | -11.1 | 17.3 | 16.6 | 7.9 | -6.2 | 24.1 | 3.8 | -11.4 | 11.0 | 12.9 | 8.5 | 6.9 | 16.6 | 25.8 | -3.2 | 19.1 | 30.7 | 13.3 | 23.3 | 0.0 |
Sharpe Ratio | NA | 0.19 | 0.35 | -0.2 | 0.41 | 0.38 | NA | NA | 0.73 | -0.31 | -1.31 | 1.46 | 1.21 | 0.83 | -0.63 | 3.4 | 0.41 | -1.16 | 1.28 | 1.15 | 1.08 | 0.47 | 0.92 | 1.53 | -0.55 | 0.85 | 2.04 | 1.05 | 1.88 | NA |
Draw Down(%) | NA | 6.1 | 10.2 | 17.6 | 17.6 | 20.3 | NA | NA | 20.3 | 11.1 | 12.5 | 5.8 | 12.8 | 5.0 | 16.4 | 2.0 | 5.4 | 17.9 | 6.2 | 10.7 | 5.3 | 12.7 | 13.1 | 7.3 | 9.4 | 12.8 | 14.9 | 8.4 | 15.1 | 0.0 |
Standard Deviation(%) | NA | 10.6 | 9.9 | 9.6 | 10.8 | 10.0 | NA | NA | 11.9 | 9.1 | 9.5 | 11.8 | 13.5 | 7.8 | 11.8 | 6.9 | 8.7 | 9.9 | 8.6 | 11.2 | 7.8 | 14.7 | 17.9 | 16.8 | 7.5 | 18.9 | 13.5 | 10.6 | 11.8 | NA |
Treynor Ratio | NA | 0.03 | 0.05 | -0.06 | 0.22 | 0.14 | NA | NA | 0.29 | -0.06 | -0.55 | 0.22 | 6.98 | 0.3 | -0.12 | 0.28 | 0.11 | -0.31 | 0.18 | 0.14 | 0.2 | 0.23 | 0.2 | 1.11 | 1.47 | 0.15 | 0.26 | 0.15 | 0.36 | NA |
Alpha | NA | -0.06 | -0.05 | -0.02 | 0.01 | 0.0 | NA | NA | 0.02 | -0.05 | -0.03 | -0.01 | 0.06 | 0.0 | -0.02 | 0.02 | 0.0 | -0.05 | 0.01 | -0.05 | 0.01 | 0.03 | 0.02 | 0.07 | -0.02 | 0.05 | 0.05 | 0.03 | 0.06 | NA |
Beta | NA | 0.81 | 0.7 | 0.35 | 0.2 | 0.27 | NA | NA | 0.29 | 0.49 | 0.23 | 0.77 | 0.02 | 0.22 | 0.6 | 0.83 | 0.32 | 0.37 | 0.62 | 0.92 | 0.41 | 0.3 | 0.84 | 0.23 | -0.03 | 1.07 | 1.05 | 0.75 | 0.61 | NA |
RSquared | NA | 0.77 | 0.67 | 0.4 | 0.15 | 0.23 | NA | NA | 0.22 | 0.49 | 0.33 | 0.72 | 0.0 | 0.12 | 0.75 | 0.67 | 0.23 | 0.34 | 0.65 | 0.83 | 0.45 | 0.22 | 0.71 | 0.13 | 0.02 | 0.82 | 0.61 | 0.54 | 0.34 | NA |
Sortino Ratio | NA | 0.26 | 0.49 | -0.27 | 0.56 | 0.52 | NA | NA | 1.02 | -0.42 | -1.69 | 2.07 | 1.67 | 1.13 | -0.81 | 5.44 | 0.57 | -1.48 | 1.75 | 1.59 | 1.54 | 0.65 | 1.31 | 2.29 | -0.78 | 1.16 | 3.06 | 1.52 | 2.63 | NA |
Yield(%) | N/A | 0.64 | 3.81 | 2.74 | 2.67 | 2.6 | N/A | N/A | 3.0 | 3.54 | 2.07 | 1.94 | 3.08 | 2.67 | 2.23 | 0.16 | 3.3 | 2.96 | 3.79 | 2.37 | 3.17 | 3.28 | 2.69 | 5.42 | 3.58 | 2.48 | 3.34 | 3.87 | 3.5 | 0.0 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2003
Strategies
Asset Allocation Strategy | Goldman Sachs Global Tactical Asset Allocation Benchmark Based |