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P Hussman Peak PE SO SU Market Timing Strategy Weekly
P Hussman Peak PE SO SU 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 Hussman Peak PE SO SU Market Timing Strategy Weekly | 0.0% | 0.0% | 0.6% | 0.7% | 4.2% | 6.7% |
VFINX (Vanguard (S&P 500) Index) | 5.7% | 22.7% | 7.9% | 13.4% | 12.6% | 14.5% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 1.7% | 12.8% | 2.3% | 7.6% | 7.7% | 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 | 0.6 | 0.7 | 4.2 | 6.7 | 5.4 | 5.3 | 0.0 | 0.2 | 1.4 | 1.3 | 0.6 | 0.2 | 0.0 | 0.0 | 24.3 | 16.0 | 1.9 | 15.1 | 26.4 | 15.5 | 3.0 | 3.3 | 2.2 | 0.9 | 0.7 | 1.1 | 2.3 |
Sharpe Ratio | NA | 0.13 | 0.31 | 0.25 | 0.63 | NA | NA | 0.44 | 0.02 | 0.05 | 1.02 | 2.0 | 0.06 | 0.91 | -0.2 | 0.14 | 2.33 | 1.25 | 0.08 | 0.83 | 0.99 | 0.93 | 1.06 | 2.84 | 0.96 | 0.31 | 0.05 | 0.01 | 0.01 |
Draw Down(%) | NA | 0.0 | 0.0 | 0.0 | 9.7 | NA | NA | 27.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 5.6 | 9.7 | 18.6 | 15.7 | 27.1 | 8.9 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation(%) | NA | 0.0 | 0.0 | 0.0 | 6.0 | NA | NA | 10.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 10.4 | 12.7 | 23.1 | 17.9 | 26.6 | 15.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Treynor Ratio | NA | 0.28 | -2.48 | -1.3 | 0.28 | NA | NA | 0.17 | 0.15 | -0.26 | 45.77 | -4.69 | -0.39 | 1.18 | 1.87 | 0.22 | 0.28 | 0.16 | 0.02 | 0.15 | 0.26 | 1.02 | -99.96 | -138.52 | 2.35 | 0.5 | 0.62 | -0.12 | -0.03 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.01 | NA | NA | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.08 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Beta | NA | 0.0 | 0.0 | 0.0 | 0.14 | NA | NA | 0.26 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.88 | 1.0 | 1.0 | 1.0 | 1.0 | 0.14 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
RSquared | NA | 0.0 | 0.0 | 0.0 | 0.13 | NA | NA | 0.26 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.0 | 0.01 | 0.87 | 1.0 | 1.0 | 1.0 | 1.0 | 0.14 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Sortino Ratio | NA | NA | NA | 5.5 | 0.95 | NA | NA | 0.63 | NA | NA | NA | NA | 0.19 | 33.38 | -4.94 | NA | 3.46 | 1.89 | 0.11 | 1.18 | 1.42 | 1.39 | 384.86 | 378.86 | 271.07 | 79.74 | 3.61 | 0.81 | NA |
Yield(%) | N/A | 0.03 | 0.64 | 0.74 | 0.86 | N/A | N/A | 1.49 | 0.02 | 0.23 | 1.42 | 1.34 | 0.63 | 0.21 | 0.03 | 0.02 | 1.64 | 2.45 | 2.04 | 2.01 | 2.36 | 1.84 | 3.02 | 3.3 | 2.19 | 0.95 | 0.69 | 1.11 | 2.33 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Strategies
Asset Allocation Strategy | Hussman Peak PE Market Timing Strategy |