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P Shiller Cyclically Adjusted PE 10 Stock Market Timing Strategy Weekly
P Shiller Cyclically Adjusted PE 10 Stock Market Timing Strategy Weekly
live (public) 0.00% November 04
Delayed
Holdings (As of 09/30/2021)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Safe | CASH (CASH) | 0.0% | 100.00% |
* Day change on 09/30/2021.
Performance (As of 11/04/2021)
Since 12/31/1970
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Shiller Cyclically Adjusted PE 10 Stock Market Timing Strategy Weekly | 0.0% | 0.0% | 4.1% | 4.0% | 3.1% | 2.9% |
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% | 7.9% | 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 12/31/1970 |
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 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | 1979 | 1978 | 1977 | 1976 | 1975 | 1974 | 1973 | 1972 | 1971 | 1970 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 4.1 | 4.0 | 3.1 | 2.9 | 2.8 | 4.8 | 0.0 | 1.2 | 11.1 | 1.3 | 0.6 | 6.9 | 0.0 | 0.0 | 7.5 | 3.5 | 1.1 | 5.4 | 17.3 | -13.2 | 3.0 | 3.2 | 2.2 | 0.9 | 3.2 | 2.7 | 2.3 | 4.1 | 3.3 | 3.3 | 3.6 | 3.5 | 7.8 | 1.3 | 3.9 | 3.5 | 12.4 | 0.3 | 15.5 | 8.7 | 5.2 | 8.9 | 21.9 | -0.4 | 22.2 | 12.9 | -8.4 | 29.2 | 19.3 | 3.1 | -4.8 | 17.1 | 28.4 | -25.5 | -7.4 | 6.2 | 7.8 | 0.0 |
Sharpe Ratio | NA | 0.13 | 0.9 | 1.01 | 0.95 | NA | NA | 0.2 | 0.02 | 0.18 | 2.42 | 2.2 | 0.06 | 2.14 | -0.2 | 0.28 | 2.33 | 0.89 | 0.16 | 1.05 | 1.12 | -0.89 | 1.06 | -0.04 | 0.96 | 0.31 | 0.78 | 0.34 | 0.01 | 0.05 | 2.27 | 1.55 | 10.2 | 10.11 | 3.37 | -0.59 | 0.8 | 0.43 | 2.11 | -0.78 | 2.27 | 0.59 | 0.08 | 0.66 | 2.37 | -0.63 | 1.45 | 0.32 | -1.39 | 1.29 | 0.82 | -0.11 | -1.13 | 1.25 | 1.36 | -1.31 | -1.51 | 1.19 | 0.74 | NA |
Draw Down(%) | NA | 0.0 | 4.7 | 4.7 | 4.7 | NA | NA | 35.9 | 0.0 | 4.7 | 2.0 | 0.0 | 0.0 | 1.1 | 0.0 | 0.0 | 1.8 | 3.2 | 5.7 | 4.6 | 16.3 | 21.0 | 0.0 | 0.5 | 0.0 | 0.0 | 3.3 | 3.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.3 | 2.4 | 1.3 | 1.5 | 2.5 | 8.6 | 1.6 | 3.1 | 13.9 | 4.8 | 6.0 | 13.9 | 6.0 | 18.4 | 18.5 | 19.1 | 7.4 | 11.7 | 8.7 | 2.0 | 11.2 | 31.1 | 8.2 | 1.2 | 3.6 | 0.0 |
Standard Deviation(%) | NA | 0.0 | 3.8 | 3.3 | 2.9 | NA | NA | 8.6 | 0.0 | 5.3 | 4.0 | 0.0 | 0.0 | 3.1 | 0.0 | 0.0 | 3.2 | 3.8 | 6.9 | 5.1 | 15.4 | 15.8 | 0.0 | 0.6 | 0.0 | 0.0 | 3.2 | 4.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 1.2 | 2.7 | 2.3 | 2.5 | 4.1 | 6.4 | 4.3 | 6.7 | 13.7 | 7.1 | 7.1 | 11.3 | 11.2 | 16.6 | 13.3 | 16.3 | 14.9 | 17.1 | 7.5 | 10.9 | 17.9 | 23.8 | 8.2 | 2.8 | 6.6 | NA |
Treynor Ratio | NA | 0.21 | 0.42 | 0.44 | 0.32 | NA | NA | 0.09 | 0.08 | 0.1 | 1.02 | -11.27 | -0.12 | 1.01 | 0.89 | 0.4 | 0.29 | 0.13 | 0.04 | 0.2 | 0.32 | -0.38 | 17.0 | -0.02 | 4.21 | 0.45 | 0.16 | 0.11 | -0.02 | -0.1 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Alpha | NA | 0.0 | 0.01 | 0.01 | 0.01 | NA | NA | 0.01 | 0.0 | -0.01 | 0.03 | 0.0 | 0.0 | 0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.02 | 0.0 | 0.0 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Beta | NA | 0.0 | 0.08 | 0.07 | 0.09 | NA | NA | 0.2 | 0.0 | 0.1 | 0.09 | 0.0 | 0.0 | 0.07 | 0.0 | 0.0 | 0.26 | 0.25 | 0.26 | 0.26 | 0.53 | 0.37 | 0.0 | 0.01 | 0.0 | 0.0 | 0.15 | 0.14 | 0.0 | 0.0 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
RSquared | NA | 0.01 | 0.24 | 0.2 | 0.25 | NA | NA | 0.09 | 0.0 | 0.39 | 0.09 | 0.0 | 0.0 | 0.08 | 0.0 | 0.01 | 0.83 | 0.78 | 0.89 | 0.94 | 0.92 | 0.92 | 0.0 | 0.05 | 0.0 | 0.01 | 0.63 | 0.6 | 0.0 | 0.0 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Sortino Ratio | NA | NA | 1.32 | 1.6 | 1.46 | NA | NA | 0.29 | NA | 0.25 | 4.23 | NA | 0.19 | 7.03 | -4.94 | NA | 3.47 | 1.32 | 0.22 | 1.55 | 1.72 | -1.19 | 384.88 | -0.07 | 271.08 | 79.75 | 1.21 | 0.51 | NA | 10.56 | NA | NA | NA | NA | 6.94 | -0.77 | 1.11 | 0.62 | 3.58 | -1.02 | 3.32 | 0.8 | 0.1 | 0.87 | 3.93 | -0.96 | 2.14 | 0.5 | -1.77 | 1.82 | 1.39 | -0.14 | -1.45 | 5.5 | 3.4 | -1.68 | -1.65 | 2.68 | 1.46 | NA |
Yield(%) | N/A | 0.03 | 0.55 | 0.69 | 0.37 | N/A | N/A | 1.46 | 0.02 | 0.22 | 1.16 | 1.34 | 0.63 | 0.19 | 0.03 | 0.02 | 0.03 | 0.04 | 0.02 | 0.07 | 0.05 | 0.7 | 3.02 | 3.27 | 2.19 | 0.95 | 0.62 | 1.01 | 2.33 | 4.09 | 3.25 | 3.34 | 3.56 | 3.54 | 3.5 | 2.1 | 1.5 | 1.75 | 2.86 | 3.0 | 3.66 | 2.52 | 2.51 | 2.0 | 1.3 | 0.17 | 0.83 | 0.0 | 0.0 | 0.06 | 0.0 | 0.07 | 0.58 | 0.89 | 0.76 | 1.31 | 2.6 | 1.78 | 1.66 | 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 | 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 12/31/1970
Strategies
Asset Allocation Strategy | Shiller Cyclically Adjusted PE 10 Stock Market Timing Strategy |