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P Large and Small Cap Stocks Switch
P Large and Small Cap Stocks Switch
live (public) 0.99% May 24
Annual switch between VFINX (Vanguard 500 Large Stock Index) and NAESX (Vanguard Small Cap Index) based on previous year's performance.
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Asset0 | NAESX (VANGUARD SMALL-CAP INDEX FUND INVESTOR SHARES) | 0.39% | 100.00% |
* Day change on 03/28/2024.
Performance (As of 05/24/2024)
Since 01/01/1992
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Large and Small Cap Stocks Switch | 3.5% | 22.9% | 1.8% | 10.3% | 9.4% | 13.0% |
VFINX (Vanguard (S&P 500) Index) | 11.8% | 30.7% | 9.7% | 15.2% | 12.8% | 14.7% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.8% | 18.2% | 3.6% | 8.7% | 7.9% | 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 01/02/1992 |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.3 | 3.5 | 22.9 | 1.8 | 10.3 | 9.4 | 13.0 | 9.5 | 10.9 | 19.9 | -18.2 | 17.6 | 18.2 | 31.3 | -4.9 | 14.9 | 12.3 | 1.2 | 7.4 | 37.6 | 15.8 | -2.8 | 27.7 | 26.5 | -37.0 | 5.4 | 15.6 | 7.4 | 19.9 | 28.5 | -20.0 | 3.1 | -2.7 | 21.1 | 28.6 | 33.2 | 22.9 | 37.4 | -0.5 | 18.7 | 8.2 |
Sharpe Ratio | NA | 0.13 | 1.13 | -0.03 | 0.38 | 0.44 | NA | NA | 0.46 | 0.85 | -0.81 | 0.95 | 0.52 | 2.4 | -0.36 | 1.4 | 0.92 | 0.08 | 0.51 | 2.76 | 1.24 | -0.09 | 1.16 | 0.97 | -0.93 | 0.15 | 0.81 | 0.36 | 1.18 | 1.63 | -0.84 | 0.03 | -0.23 | 0.99 | 1.24 | 1.63 | 1.64 | 4.33 | -0.36 | 2.01 | 0.6 |
Draw Down(%) | NA | 7.8 | 15.8 | 27.9 | 33.8 | 33.8 | NA | NA | 55.3 | 15.8 | 24.6 | 10.1 | 33.8 | 6.6 | 19.4 | 5.3 | 10.3 | 12.0 | 11.9 | 5.9 | 9.6 | 28.4 | 19.9 | 27.2 | 47.7 | 9.9 | 13.1 | 9.2 | 12.4 | 13.8 | 36.6 | 25.8 | 25.7 | 11.8 | 19.2 | 10.8 | 7.5 | 2.5 | 11.5 | 5.7 | 5.6 |
Standard Deviation(%) | NA | 15.9 | 16.9 | 19.9 | 23.0 | 19.1 | NA | NA | 19.9 | 18.5 | 24.2 | 18.5 | 34.5 | 12.5 | 17.1 | 10.2 | 13.1 | 15.5 | 14.3 | 13.6 | 12.7 | 31.5 | 23.8 | 27.2 | 41.0 | 16.0 | 15.2 | 14.5 | 16.0 | 17.0 | 25.0 | 23.4 | 29.8 | 18.1 | 20.4 | 18.2 | 11.8 | 7.8 | 9.5 | 8.3 | 9.7 |
Treynor Ratio | NA | 0.02 | 0.17 | -0.01 | 0.08 | 0.08 | NA | NA | 0.09 | 0.13 | -0.2 | 0.15 | 0.18 | 0.3 | -0.06 | 0.11 | 0.12 | 0.01 | 0.06 | 0.33 | 0.16 | -0.02 | 0.22 | 0.26 | -0.39 | 0.02 | 0.09 | 0.04 | 0.15 | 0.27 | -0.25 | 0.01 | -0.07 | 0.19 | 0.28 | 0.34 | 0.22 | 0.38 | -0.05 | 0.28 | NA |
Alpha | NA | -0.09 | -0.04 | -0.03 | -0.02 | -0.01 | NA | NA | 0.0 | -0.03 | 0.0 | -0.05 | 0.0 | 0.0 | 0.0 | -0.04 | 0.0 | 0.0 | -0.03 | 0.0 | 0.0 | -0.02 | 0.03 | 0.0 | -0.01 | 0.0 | -0.01 | 0.01 | 0.02 | 0.0 | -0.01 | 0.06 | 0.03 | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 | -0.01 | 0.05 | NA |
Beta | NA | 1.14 | 1.15 | 1.04 | 1.04 | 1.03 | NA | NA | 1.0 | 1.17 | 0.99 | 1.14 | 1.03 | 1.0 | 1.0 | 1.3 | 1.0 | 1.0 | 1.13 | 1.14 | 1.0 | 1.31 | 1.26 | 1.02 | 0.98 | 0.99 | 1.34 | 1.24 | 1.27 | 1.01 | 0.83 | 0.91 | 0.91 | 0.96 | 0.89 | 0.88 | 0.88 | 0.88 | 0.65 | 0.59 | NA |
RSquared | NA | 0.66 | 0.6 | 0.82 | 0.89 | 0.91 | NA | NA | 0.85 | 0.69 | 0.99 | 0.65 | 1.0 | 1.0 | 1.0 | 0.74 | 1.0 | 1.0 | 0.79 | 0.85 | 1.0 | 0.93 | 0.9 | 0.99 | 0.97 | 0.96 | 0.78 | 0.78 | 0.78 | 0.96 | 0.77 | 0.75 | 0.51 | 0.92 | 0.95 | 0.95 | 0.94 | 0.93 | 0.51 | 0.4 | NA |
Sortino Ratio | NA | 0.17 | 1.7 | -0.04 | 0.52 | 0.6 | NA | NA | 0.64 | 1.25 | -1.1 | 1.37 | 0.69 | 3.44 | -0.47 | 2.05 | 1.31 | 0.11 | 0.7 | 4.0 | 1.88 | -0.12 | 1.67 | 1.39 | -1.23 | 0.2 | 1.2 | 0.51 | 1.68 | 2.49 | -1.16 | 0.05 | -0.32 | 1.48 | 1.74 | 2.36 | 2.34 | 7.25 | -0.47 | 2.64 | 0.87 |
Yield(%) | N/A | 0.3 | 2.2 | 1.5 | 2.1 | 2.5 | 5.0 | 4.3 | 2.43 | 2.3 | 1.3 | 1.3 | 1.7 | 2.3 | 1.4 | 0.3 | 2.6 | 2.0 | 1.4 | 1.6 | 2.3 | 1.1 | 1.3 | 2.5 | 1.9 | 1.9 | 1.2 | 1.1 | 1.2 | 1.7 | 1.0 | 1.2 | 14.2 | 2.1 | 1.9 | 2.8 | 2.7 | 3.2 | 3.8 | 7.1 | 3.1 |
Dividend Growth(%) | N/A | -84.9 | 39.8 | 21.7 | 71.5 | 183.0 | 116.8 | N/A | N/A | 44.3 | 14.8 | -9.0 | -3.5 | 55.0 | 451.0 | -87.2 | 31.7 | 58.8 | 16.1 | -21.5 | 99.8 | 11.1 | -35.0 | -13.8 | 2.6 | 76.8 | 24.7 | 10.5 | -15.0 | 46.4 | -13.7 | -92.0 | 698.8 | 39.9 | -6.4 | 27.7 | 16.1 | -16.2 | -37.1 | 145.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/01/1992
Strategies
Asset Allocation Strategy | Momentum Scoring |