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P S and P Currency Trend Indicators
P S and P Currency Trend Indicators
live (public) 0.05% May 13
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Yen | FXY (Invesco CurrencyShares® Japanese Yen Trust) | 0.03% | -34.00% |
Pound | FXB (Invesco CurrencyShares® British Pound Sterling Trust) | 0.13% | 14.00% |
Franc | FXF (Invesco CurrencyShares® Swiss Franc Trust) | 0.35% | -5.00% |
Aussie | FXA (Invesco CurrencyShares® Australian Dollar Trust) | 0.23% | -5.00% |
Canadian | FXC (Invesco CurrencyShares® Canadian Dollar Trust) | 0.28% | 5.00% |
* Day change on 03/28/2024.
Performance (As of 05/13/2024)
Since 10/01/2007
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P S and P Currency Trend Indicators | -0.6% | -0.7% | -1.1% | -0.7% | 0.2% | 0.4% |
VFINX (Vanguard (S&P 500) Index) | 9.9% | 28.2% | 9.5% | 14.4% | 12.7% | 14.7% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.8% | 16.0% | 3.5% | 8.2% | 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 | Since 10/01/2007 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.5 | -0.6 | -0.7 | -1.1 | -0.7 | 0.2 | 0.4 | 1.2 | -12.1 | 10.9 | 1.0 | 2.2 | -5.8 | 0.5 | -2.6 | 6.2 | -2.1 | 3.2 | 6.9 | -0.6 | 1.6 | -3.6 | -1.6 | 17.7 | 2.5 |
Sharpe Ratio | NA | -0.49 | -1.12 | -0.44 | -0.35 | -0.16 | NA | 0.08 | -1.4 | 1.5 | 0.3 | 0.46 | -2.77 | -0.21 | -0.7 | 1.19 | -0.52 | 0.89 | 1.34 | -0.2 | 0.27 | -0.65 | -0.2 | 2.16 | 0.3 |
Draw Down(%) | NA | 2.7 | 5.3 | 16.4 | 16.4 | 16.4 | NA | 16.4 | 14.8 | 4.7 | 2.2 | 2.4 | 6.4 | 2.8 | 4.3 | 3.9 | 4.1 | 3.9 | 4.3 | 5.5 | 3.4 | 6.0 | 6.7 | 3.3 | 4.1 |
Standard Deviation(%) | NA | 4.0 | 4.0 | 7.9 | 6.5 | 5.5 | NA | 5.8 | 11.7 | 6.3 | 3.1 | 4.2 | 2.6 | 3.8 | 4.6 | 5.1 | 4.2 | 3.6 | 5.1 | 3.3 | 5.9 | 5.7 | 8.5 | 7.8 | 6.5 |
Treynor Ratio | NA | -0.79 | -2.7 | 3.96 | 2.13 | 1.15 | NA | -1.25 | -2.78 | -2.08 | 0.32 | -0.5 | -10.18 | -0.48 | -2.1 | -2.74 | 4.78 | 3.99 | 6.3 | -0.59 | 18.9 | 30.94 | 0.63 | 18.18 | 0.27 |
Alpha | NA | -0.02 | -0.02 | -0.01 | -0.01 | 0.0 | NA | 0.0 | -0.06 | 0.04 | 0.0 | 0.01 | -0.03 | 0.0 | -0.01 | 0.03 | -0.01 | 0.01 | 0.03 | 0.0 | 0.01 | -0.01 | 0.0 | 0.06 | 0.02 |
Beta | NA | 0.03 | 0.02 | -0.01 | -0.01 | -0.01 | NA | 0.0 | 0.06 | -0.05 | 0.03 | -0.04 | 0.01 | 0.02 | 0.02 | -0.02 | 0.0 | 0.01 | 0.01 | 0.01 | 0.0 | 0.0 | -0.03 | 0.01 | 0.07 |
RSquared | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | NA | 0.0 | 0.01 | 0.04 | 0.04 | 0.04 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.05 |
Sortino Ratio | NA | -0.56 | -1.4 | -0.48 | -0.39 | -0.19 | NA | 0.1 | -1.45 | 2.13 | 0.42 | 0.67 | -3.42 | -0.29 | -0.96 | 1.81 | -0.69 | 1.39 | 1.96 | -0.27 | 0.37 | -0.86 | -0.27 | 3.35 | 0.41 |
Yield(%) | N/A | 0.48 | 0.95 | 0.39 | 0.23 | 0.12 | N/A | 0.13 | 0.6 | 0.03 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.05 | 0.1 | 0.2 | 0.1 | 0.15 | 0.0 | 0.42 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/01/2007
Strategies
Asset Allocation Strategy | S and P Currency Trend Indicators |