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P SMA 200d VFINX Global Equal Weight Stock REITs Gold Benchmark Portfolio Monthly
P SMA 200d VFINX Global Equal Weight Stock REITs Gold Benchmark Portfolio Monthly
live (public) 0.67% May 14
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
CEF | P_64816 (Global Equal Weight Stock REITs Gold Benchmark Portfolio) | 0.31% | 100.00% |
* Day change on 03/28/2024.
Performance (As of 05/14/2024)
Since 07/01/1996
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P SMA 200d VFINX Global Equal Weight Stock REITs Gold Benchmark Portfolio Monthly | 7.4% | 9.5% | 0.9% | 5.9% | 3.2% | 6.4% |
VFINX (Vanguard (S&P 500) Index) | 11.6% | 30.7% | 9.8% | 15.0% | 12.8% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 18.2% | 3.8% | 8.6% | 7.9% | 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 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(%) | 1.4 | 7.4 | 9.5 | 0.9 | 5.9 | 3.2 | 6.4 | 8.0 | 7.7 | 2.1 | -13.4 | 16.5 | 12.3 | 8.4 | -10.1 | 16.2 | 3.7 | -5.5 | 5.4 | 9.0 | 15.5 | 4.1 | 8.7 | 22.6 | 0.9 | 7.5 | 23.8 | 13.7 | 16.5 | 31.2 | 1.2 | 2.3 | -1.5 | 11.2 | 1.3 | 5.4 | 10.0 |
Sharpe Ratio | NA | 0.59 | 0.57 | -0.15 | 0.43 | 0.23 | NA | NA | 0.63 | -0.23 | -1.81 | 1.58 | 0.94 | 1.03 | -1.09 | 2.51 | 0.41 | -0.53 | 0.66 | 0.79 | 1.3 | 0.3 | 0.61 | 1.51 | 0.15 | 0.29 | 1.74 | 1.32 | 1.71 | 3.87 | 0.04 | 0.01 | -0.67 | 1.04 | -0.21 | 0.22 | 1.91 |
Draw Down(%) | NA | 3.9 | 9.5 | 18.2 | 18.2 | 18.2 | NA | NA | 18.2 | 9.5 | 14.5 | 5.4 | 9.3 | 5.4 | 17.0 | 2.7 | 7.1 | 12.5 | 7.4 | 9.9 | 9.4 | 12.8 | 10.4 | 8.3 | 0.0 | 9.1 | 13.3 | 5.1 | 9.1 | 2.5 | 1.9 | 0.0 | 5.9 | 4.7 | 14.4 | 8.9 | 1.8 |
Standard Deviation(%) | NA | 10.2 | 9.9 | 9.2 | 10.1 | 9.4 | NA | NA | 9.9 | 9.6 | 8.2 | 10.5 | 12.9 | 6.7 | 10.5 | 6.2 | 8.5 | 10.5 | 8.1 | 11.4 | 11.9 | 13.8 | 14.2 | 14.9 | 0.0 | 15.6 | 11.8 | 8.8 | 9.1 | 7.9 | 2.2 | 0.0 | 8.3 | 7.6 | 9.7 | 8.7 | 4.3 |
Treynor Ratio | NA | 0.04 | 0.05 | -0.02 | 0.1 | 0.04 | NA | NA | 0.15 | -0.02 | -0.68 | 0.11 | 0.48 | 0.11 | -0.12 | 0.23 | 0.06 | -0.09 | 0.08 | 0.09 | 0.13 | 0.07 | 0.11 | 2.78 | 0.15 | 0.04 | 0.32 | 0.25 | 0.21 | 2.7 | 0.02 | 0.01 | -0.27 | 0.11 | -0.06 | 0.01 | 0.13 |
Alpha | NA | 0.07 | 0.0 | 0.0 | 0.01 | 0.0 | NA | NA | 0.02 | -0.03 | -0.05 | 0.04 | 0.04 | -0.01 | -0.03 | 0.04 | -0.01 | -0.02 | 0.01 | 0.02 | 0.0 | 0.0 | 0.0 | 0.07 | 0.0 | 0.03 | 0.06 | 0.04 | 0.04 | 0.1 | 0.0 | 0.0 | -0.02 | 0.05 | 0.0 | 0.01 | 0.05 |
Beta | NA | 1.62 | 1.17 | 0.57 | 0.42 | 0.49 | NA | NA | 0.41 | 0.91 | 0.22 | 1.48 | 0.25 | 0.66 | 0.97 | 0.68 | 0.58 | 0.61 | 0.65 | 1.02 | 1.14 | 0.6 | 0.81 | 0.08 | 0.0 | 1.21 | 0.63 | 0.46 | 0.74 | 0.11 | 0.05 | 0.0 | 0.21 | 0.7 | 0.36 | 1.48 | 0.63 |
RSquared | NA | 0.33 | 0.31 | 0.12 | 0.08 | 0.08 | NA | NA | 0.04 | 0.29 | 0.04 | 0.11 | 0.04 | 0.11 | 0.12 | 0.1 | 0.12 | 0.05 | 0.08 | 0.08 | 0.09 | 0.05 | 0.06 | 0.0 | 0.01 | 0.1 | 0.02 | 0.02 | 0.07 | 0.0 | 0.01 | 0.0 | 0.01 | 0.04 | 0.01 | 0.19 | 0.13 |
Sortino Ratio | NA | 0.83 | 0.8 | -0.21 | 0.57 | 0.3 | NA | NA | 0.88 | -0.31 | -2.19 | 2.27 | 1.2 | 1.43 | -1.36 | 3.72 | 0.55 | -0.71 | 0.93 | 1.07 | 1.98 | 0.39 | 0.86 | 2.17 | 55.72 | 0.39 | 2.62 | 2.05 | 2.51 | 7.58 | 0.05 | 5789.83 | -0.95 | 1.55 | -0.27 | 0.3 | 3.31 |
Yield(%) | N/A | 0.0 | 0.29 | 0.53 | 0.35 | 0.22 | N/A | N/A | 0.33 | 0.54 | 0.95 | 0.0 | 0.03 | 0.38 | 0.12 | 0.0 | 0.05 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.03 | 0.05 | 0.93 | 0.0 | 0.0 | 0.0 | 0.1 | 0.26 | 1.0 | 2.33 | 1.01 | 0.29 | 0.48 | 0.0 | 0.3 |
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 Strategy | Moving Average with Signal and Frequency |