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P Warren Buffett Total Stock Market Valuation to GNP Ratio SO SU Weekly Strategy
P Warren Buffett Total Stock Market Valuation to GNP Ratio SO SU Weekly Strategy
live (public) 0.01% June 01
This portfolio's buy/sell decision is based on the following two criteria:
- When TotalStockMarketValuation/GNP >1.15, sell 100% S&P 500 SPY and buy 100% CASH.
- When TotalStockMarketValuation/GNP < 0.5, buy 100% S&P 500 SPY
For any other situation, the portfolio holds whatever (S&P 500 SPY or CASH) in the portfolio.
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 07/01/2001
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Warren Buffett Total Stock Market Valuation to GNP Ratio SO SU Weekly Strategy | 2.0% | 3.2% | 1.1% | 1.2% | 3.6% | 8.0% |
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* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 07/02/2001 |
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 | 3.6 | 8.0 | 7.0 | 6.2 | 2.0 | 1.4 | 0.0 | 0.2 | 1.4 | 1.3 | 0.6 | 0.2 | 0.0 | 15.1 | 32.3 | 16.0 | 1.9 | 15.1 | 57.7 | -9.7 | 3.6 | 6.5 | 2.9 | 3.2 | 6.0 | -4.3 | -1.2 |
Sharpe Ratio | NA | 0.0 | 0.01 | 0.06 | 0.64 | NA | NA | 0.57 | 0.0 | 0.0 | 0.02 | 0.05 | 1.02 | 2.0 | 0.06 | 0.91 | -0.2 | 1.34 | 2.91 | 1.25 | 0.08 | 0.83 | 2.71 | -1.2 | 0.14 | 1.24 | 0.27 | 0.87 | 1.6 | -1.01 | -0.42 |
Draw Down(%) | NA | 0.0 | 0.0 | 0.0 | 7.3 | NA | NA | 18.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 7.3 | 5.6 | 9.7 | 18.6 | 15.7 | 7.0 | 12.8 | 2.7 | 1.8 | 1.6 | 1.6 | 2.7 | 7.5 | 5.0 |
Standard Deviation(%) | NA | 0.3 | 0.2 | 0.1 | 4.4 | NA | NA | 9.3 | 0.4 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 11.2 | 11.1 | 12.7 | 23.1 | 17.9 | 21.3 | 8.9 | 4.5 | 2.6 | 2.6 | 2.6 | 3.3 | 5.3 | 4.9 |
Treynor Ratio | NA | -0.1 | -0.13 | -1.12 | 0.44 | NA | NA | 0.17 | -0.01 | 0.01 | 0.06 | -0.26 | 45.59 | -4.69 | -0.47 | 1.19 | 1.85 | 0.15 | 0.32 | 0.16 | 0.02 | 0.15 | 0.82 | -0.5 | 0.02 | 0.12 | 0.03 | 0.1 | 0.27 | -0.27 | -0.09 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.01 | NA | NA | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.11 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Beta | NA | 0.0 | 0.0 | 0.0 | 0.06 | NA | NA | 0.3 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.99 | 1.0 | 1.0 | 1.0 | 1.0 | 0.71 | 0.21 | 0.28 | 0.26 | 0.25 | 0.24 | 0.2 | 0.2 | 0.23 |
RSquared | NA | 0.0 | 0.0 | 0.0 | 0.06 | NA | NA | 0.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.0 | 0.99 | 1.0 | 1.0 | 1.0 | 1.0 | 0.77 | 0.98 | 1.0 | 1.0 | 1.0 | 1.0 | 0.99 | 0.99 | 1.0 |
Sortino Ratio | NA | NA | NA | NA | 0.92 | NA | NA | 0.82 | NA | NA | NA | NA | NA | NA | 0.19 | 33.38 | -4.94 | 1.88 | 4.4 | 1.89 | 0.11 | 1.18 | 4.51 | -1.61 | 0.18 | 1.83 | 0.37 | 1.22 | 2.42 | -1.4 | -0.55 |
Yield(%) | N/A | 3.23 | 1.15 | 1.18 | 1.1 | N/A | N/A | 1.63 | 1.96 | 1.39 | 0.02 | 0.23 | 1.42 | 1.34 | 0.63 | 0.21 | 0.03 | 2.11 | 2.31 | 2.45 | 2.04 | 2.01 | 3.04 | 1.2 | 2.72 | 2.95 | 2.09 | 1.19 | 0.91 | 1.15 | 0.8 |
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 07/01/2001
Strategies
Asset Allocation Strategy | Warren Buffett Total Stock Market Value to GNP Ratio Strategy |