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P Warren Buffett Total Stock Market Valuation to GNP Ratio Weekly Strategy
P Warren Buffett Total Stock Market Valuation to GNP Ratio Weekly Strategy
live (public) 0.01% June 01
Delayed
Holdings (As of 04/28/2023)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Safe | CASH (CASH) | 0.0% | 100.00% |
* Day change on 04/28/2023.
Performance (As of 06/01/2023)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Warren Buffett Total Stock Market Valuation to GNP Ratio Weekly Strategy | 2.0% | 3.2% | 1.1% | 1.2% | 0.9% | 2.6% |
VFINX (Vanguard (S&P 500) Index) | 6.2% | 25.8% | 8.0% | 13.3% | 12.4% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.0% | 13.9% | 2.3% | 7.5% | 7.6% | 9.6% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.1 | 3.2 | 1.1 | 1.2 | 0.9 | 2.6 | 3.3 | 3.2 | 2.0 | 1.4 | 0.0 | 0.2 | 1.4 | 1.3 | 0.6 | 0.2 | 0.0 | 0.0 | 5.3 | 7.1 | 3.0 | 10.6 | 25.0 | -15.5 | 3.7 | 6.6 | 2.9 | 5.7 | 16.6 | -6.0 | 4.3 |
Sharpe Ratio | NA | 0.0 | 0.01 | 0.06 | 0.3 | NA | NA | 0.25 | 0.0 | 0.0 | -0.02 | 0.05 | 1.02 | 2.2 | 0.06 | 0.93 | -0.2 | 0.28 | 2.18 | 1.39 | 0.27 | 1.06 | 1.2 | -0.63 | 0.15 | 1.22 | 0.26 | 1.44 | 1.67 | -0.56 | 0.39 |
Draw Down(%) | NA | 0.0 | 0.0 | 0.0 | 1.3 | NA | NA | 32.3 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 1.5 | 3.8 | 8.3 | 8.4 | 20.8 | 26.3 | 2.8 | 1.9 | 1.7 | 1.5 | 7.9 | 15.4 | 5.1 |
Standard Deviation(%) | NA | 0.3 | 0.2 | 0.1 | 0.5 | NA | NA | 8.7 | 0.4 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 2.4 | 5.1 | 10.7 | 9.9 | 20.7 | 26.1 | 4.8 | 2.7 | 2.7 | 3.3 | 9.5 | 12.8 | 5.2 |
Treynor Ratio | NA | -0.12 | -0.14 | -1.22 | 0.58 | NA | NA | 0.07 | -0.01 | 0.01 | -0.07 | -0.28 | 59.62 | -13.06 | -0.29 | 1.21 | 1.92 | 0.42 | 0.3 | 0.19 | 0.06 | 0.19 | 0.33 | -0.27 | 0.02 | 0.12 | 0.03 | 0.17 | 0.29 | -0.15 | 0.09 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.02 | 0.04 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.02 | 0.02 |
Beta | NA | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.33 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.18 | 0.38 | 0.45 | 0.54 | 0.76 | 0.61 | 0.3 | 0.27 | 0.26 | 0.28 | 0.54 | 0.47 | 0.22 |
RSquared | NA | 0.0 | 0.0 | 0.0 | 0.01 | NA | NA | 0.55 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.65 | 0.91 | 0.97 | 0.98 | 0.98 | 0.92 | 1.0 | 1.0 | 1.0 | 0.94 | 0.95 | 0.9 | 0.79 |
Sortino Ratio | NA | NA | 115.5 | 677.05 | 0.43 | NA | NA | 0.36 | NA | NA | -0.5 | NA | NA | NA | 0.19 | 33.82 | -4.94 | NA | 3.23 | 2.19 | 0.37 | 1.56 | 1.79 | -0.87 | 0.2 | 1.84 | 0.37 | 2.28 | 2.65 | -0.83 | 0.59 |
Yield(%) | N/A | 3.23 | 1.15 | 1.19 | 0.74 | N/A | N/A | 1.23 | 1.96 | 1.39 | 0.02 | 0.23 | 1.43 | 1.34 | 0.63 | 0.21 | 0.03 | 0.02 | 0.27 | 0.71 | 0.99 | 1.02 | 1.77 | 1.66 | 2.7 | 2.9 | 2.09 | 1.18 | 0.97 | 1.23 | 2.2 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Strategies
Asset Allocation Strategy | Warren Buffett Total Stock Market Value to GNP Ratio Strategy |