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STS Seasonal Timing Using VFINX Bond VBMFX
STS Seasonal Timing Using VFINX Bond VBMFX
live (public) 0.11% May 06
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
asset | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 0.11% | 99.77% |
CASH | CASH (CASH) | 0.0% | 0.23% |
* Day change on 03/28/2024.
Performance (As of 05/06/2024)
Since 07/01/1987
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
STS Seasonal Timing Using VFINX Bond VBMFX | 9.2% | 23.5% | 5.9% | 9.2% | 9.9% | 10.9% |
VFINX (Vanguard (S&P 500) Index) | 9.0% | 29.4% | 9.1% | 13.8% | 12.6% | 14.3% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.5% | 15.3% | 2.8% | 7.7% | 7.7% | 9.5% |
* 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 07/01/1987 |
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 | 1991 | 1990 | 1989 | 1988 | 1987 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.2 | 9.2 | 23.5 | 5.9 | 9.2 | 9.9 | 10.9 | 9.4 | 9.6 | 21.5 | -16.1 | 19.8 | 5.2 | 29.8 | 4.2 | 12.6 | 4.5 | 4.7 | 11.8 | 22.4 | 9.5 | 12.0 | 12.0 | 9.7 | -2.5 | 7.3 | 9.2 | -1.9 | 11.4 | 15.5 | -4.2 | 2.4 | -5.0 | 14.1 | 35.8 | 22.8 | 14.8 | 27.2 | -2.8 | 4.6 | 7.7 | 24.5 | 7.4 | 5.2 | 4.5 | 2.1 |
Sharpe Ratio | NA | 0.71 | 2.07 | 0.28 | 0.42 | 0.54 | NA | NA | 0.58 | 1.5 | -1.1 | 1.74 | 0.15 | 3.26 | 0.11 | 2.07 | 0.41 | 0.44 | 1.32 | 2.36 | 1.06 | 0.84 | 1.09 | 0.39 | -0.23 | 0.36 | 0.85 | -0.57 | 1.26 | 0.99 | -0.41 | 0.0 | -0.52 | 0.83 | 2.93 | 1.29 | 1.25 | 3.56 | -0.75 | 0.4 | 0.74 | 1.93 | 0.64 | -22.31 | -4.77 | 0.71 |
Draw Down(%) | NA | 5.4 | 6.0 | 20.3 | 33.5 | 33.5 | NA | NA | 33.5 | 7.5 | 20.3 | 4.1 | 33.5 | 4.4 | 16.4 | 2.6 | 10.2 | 4.6 | 5.6 | 5.2 | 8.3 | 9.4 | 8.8 | 26.4 | 12.6 | 8.8 | 5.2 | 6.8 | 5.6 | 13.3 | 8.2 | 18.8 | 12.4 | 7.8 | 4.7 | 10.1 | 4.4 | 2.3 | 8.5 | 4.7 | 5.0 | 4.9 | 1.4 | 0.0 | 0.0 | 0.0 |
Standard Deviation(%) | NA | 11.2 | 9.5 | 12.7 | 18.2 | 16.4 | NA | NA | 13.1 | 11.5 | 15.8 | 11.4 | 32.9 | 8.7 | 26.6 | 5.8 | 10.4 | 10.6 | 8.9 | 9.5 | 8.9 | 14.2 | 11.0 | 24.8 | 14.6 | 12.0 | 7.0 | 7.2 | 8.3 | 15.0 | 12.9 | 17.1 | 17.5 | 13.1 | 11.1 | 15.0 | 9.0 | 6.6 | 7.7 | 6.2 | 7.2 | 10.7 | 3.4 | 0.0 | 0.0 | 0.0 |
Treynor Ratio | NA | 0.09 | 0.31 | 0.07 | 0.11 | 0.13 | NA | NA | 0.17 | 0.23 | -0.41 | 0.29 | 0.05 | 0.73 | 0.06 | 0.18 | 0.08 | 0.12 | 0.21 | 0.32 | 0.23 | 0.41 | 0.41 | 0.12 | -0.42 | 0.08 | 0.13 | -0.09 | 0.22 | 0.19 | -0.29 | 0.0 | -0.14 | 0.19 | 1.31 | 0.26 | 0.17 | 0.31 | -0.09 | 0.04 | 0.09 | 0.35 | 0.4 | -159.21 | 425.04 | -2.07 |
Alpha | NA | 0.01 | 0.02 | 0.0 | 0.0 | 0.01 | NA | NA | 0.02 | 0.01 | -0.04 | 0.01 | -0.03 | 0.06 | 0.04 | 0.0 | 0.0 | 0.02 | 0.02 | 0.01 | 0.02 | 0.05 | 0.03 | -0.03 | 0.0 | 0.02 | 0.0 | -0.02 | 0.02 | -0.01 | 0.0 | 0.04 | 0.0 | 0.01 | 0.09 | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | 0.02 | 0.03 | 0.01 | 0.0 | 0.0 | 0.0 |
Beta | NA | 0.89 | 0.64 | 0.52 | 0.72 | 0.66 | NA | NA | 0.43 | 0.74 | 0.43 | 0.68 | 0.91 | 0.39 | 0.5 | 0.65 | 0.57 | 0.4 | 0.57 | 0.7 | 0.42 | 0.3 | 0.29 | 0.83 | 0.08 | 0.52 | 0.47 | 0.44 | 0.48 | 0.77 | 0.18 | 0.63 | 0.63 | 0.57 | 0.25 | 0.73 | 0.65 | 0.74 | 0.66 | 0.57 | 0.56 | 0.59 | 0.05 | 0.0 | 0.0 | 0.0 |
RSquared | NA | 0.91 | 0.61 | 0.5 | 0.71 | 0.5 | NA | NA | 0.38 | 0.72 | 0.42 | 0.61 | 0.92 | 0.31 | 0.1 | 0.57 | 0.52 | 0.34 | 0.52 | 0.68 | 0.36 | 0.23 | 0.23 | 0.84 | 0.05 | 0.48 | 0.46 | 0.39 | 0.41 | 0.76 | 0.14 | 0.63 | 0.65 | 0.62 | 0.21 | 0.79 | 0.73 | 0.78 | 0.72 | 0.63 | 0.57 | 0.62 | 0.07 | 0.0 | 0.0 | 0.02 |
Sortino Ratio | NA | 1.11 | 3.29 | 0.41 | 0.57 | 0.75 | NA | NA | 0.82 | 2.33 | -1.53 | 2.6 | 0.2 | 5.09 | 0.15 | 3.35 | 0.58 | 0.65 | 1.87 | 3.48 | 1.57 | 1.22 | 1.44 | 0.55 | -0.32 | 0.48 | 1.22 | -0.77 | 1.89 | 1.5 | -0.57 | 0.01 | -0.7 | 1.24 | 4.61 | 1.81 | 1.76 | 5.95 | -1.0 | 0.55 | 1.1 | 3.15 | 1.06 | -15.17 | -10.92 | 4.41 |
Yield(%) | N/A | 0.65 | 3.19 | 2.24 | 2.08 | 1.98 | N/A | N/A | 2.82 | 2.98 | 1.81 | 1.6 | 1.68 | 2.22 | 2.29 | 0.46 | 2.52 | 1.86 | 2.09 | 2.44 | 2.3 | 2.39 | 2.25 | 2.74 | 3.0 | 3.21 | 2.96 | 3.31 | 3.27 | 2.13 | 3.38 | 2.53 | 3.78 | 4.56 | 4.13 | 4.01 | 4.37 | 4.1 | 4.36 | 4.39 | 3.9 | 5.9 | 1.97 | 0.0 | 0.0 | 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 | 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 07/01/1987
Strategies
Asset Strategy | Sell in May and Go Away Seasonal Timing |