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P Shiller Cyclically Adjusted PE 10 SO SU Stock Market Timing Strategy Weekly
P Shiller Cyclically Adjusted PE 10 SO SU Stock Market Timing Strategy Weekly
live (public) 0.00% November 04
Since Whilshire total stock market index is no longer available. We now change it to S&P 500.
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 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Shiller Cyclically Adjusted PE 10 SO SU Stock Market Timing Strategy Weekly | 0.0% | 0.0% | 4.0% | 2.7% | 5.6% | 7.8% |
VFINX (Vanguard (S&P 500) Index) | 6.7% | 24.3% | 8.6% | 13.4% | 12.4% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.5% | 13.6% | 2.7% | 7.6% | 7.6% | 9.6% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 4.0 | 2.7 | 5.6 | 7.8 | 6.2 | 6.1 | 0.0 | 1.4 | 10.6 | 1.3 | 0.6 | 0.2 | 0.0 | 0.0 | 28.3 | 16.0 | 1.9 | 15.1 | 47.3 | 0.9 | 3.0 | 3.3 | 2.2 | 0.9 | 0.7 | 1.1 | 2.3 |
Sharpe Ratio | NA | 0.13 | 1.39 | 1.07 | 0.84 | NA | NA | 0.58 | 0.02 | 0.74 | 2.38 | 2.2 | 0.06 | 0.91 | -0.2 | 0.14 | 2.64 | 1.25 | 0.08 | 0.83 | 2.05 | 0.15 | 1.06 | 2.84 | 0.96 | 0.31 | 0.05 | 0.01 | 0.01 |
Draw Down(%) | NA | 0.0 | 2.0 | 2.0 | 9.7 | NA | NA | 18.6 | 0.0 | 0.8 | 2.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 5.6 | 9.7 | 18.6 | 15.7 | 12.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation(%) | NA | 0.0 | 2.4 | 1.9 | 6.2 | NA | NA | 9.0 | 0.0 | 1.6 | 3.9 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 10.7 | 12.7 | 23.1 | 17.9 | 23.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Treynor Ratio | NA | 0.28 | 3.0 | 2.08 | 0.36 | NA | NA | 0.24 | 0.15 | 5.57 | 1.0 | -13.69 | -0.39 | 1.18 | 1.87 | 0.22 | 0.3 | 0.16 | 0.02 | 0.15 | 0.63 | -27.72 | -99.96 | -138.52 | 2.35 | 0.5 | 0.62 | -0.12 | -0.03 |
Alpha | NA | 0.0 | 0.01 | 0.01 | 0.01 | NA | NA | 0.01 | 0.0 | 0.0 | 0.03 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.08 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Beta | NA | 0.0 | 0.01 | 0.01 | 0.14 | NA | NA | 0.21 | 0.0 | 0.0 | 0.09 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.93 | 1.0 | 1.0 | 1.0 | 0.75 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
RSquared | NA | 0.0 | 0.01 | 0.01 | 0.14 | NA | NA | 0.21 | 0.0 | 0.0 | 0.09 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.93 | 1.0 | 1.0 | 1.0 | 0.76 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Sortino Ratio | NA | NA | 2.42 | 1.87 | 1.26 | NA | NA | 0.83 | NA | 1.35 | 4.09 | NA | 0.19 | 33.38 | -4.94 | NA | 3.94 | 1.89 | 0.11 | 1.18 | 3.2 | 55.73 | 384.86 | 378.86 | 271.07 | 79.74 | 3.61 | 0.81 | NA |
Yield(%) | N/A | 0.03 | 0.55 | 0.68 | 0.83 | N/A | N/A | 1.46 | 0.02 | 0.21 | 1.16 | 1.34 | 0.63 | 0.21 | 0.03 | 0.02 | 1.64 | 2.45 | 2.04 | 2.01 | 2.86 | 0.93 | 3.02 | 3.3 | 2.19 | 0.95 | 0.69 | 1.11 | 2.33 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Strategies
Asset Allocation Strategy | Shiller Cyclically Adjusted PE 10 Stock Market Timing Strategy |