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P LargeCap Growth Value Blend Rotation
P LargeCap Growth Value Blend Rotation
live (public) 0.01% May 17
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Asset0 | VIGRX (VANGUARD GROWTH INDEX FUND INVESTOR SHARES) | 0.18% | 100.00% |
* Day change on 03/28/2024.
Performance (As of 05/17/2024)
Since 03/31/1994
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P LargeCap Growth Value Blend Rotation | 12.9% | 37.1% | 13.6% | 18.9% | 15.4% | 16.2% |
VFINX (Vanguard (S&P 500) Index) | 11.7% | 29.3% | 9.9% | 15.0% | 12.9% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 17.4% | 3.9% | 8.6% | 8.0% | 9.7% |
* 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 03/31/1994 |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.9 | 12.9 | 37.1 | 13.6 | 18.9 | 15.4 | 16.2 | 12.0 | 12.0 | 24.0 | -8.0 | 14.7 | 40.0 | 33.8 | -1.6 | 20.3 | 14.0 | 1.6 | 11.4 | 31.4 | 12.4 | 0.7 | 18.2 | 23.5 | -35.5 | 7.9 | 22.1 | 5.7 | 15.3 | 31.2 | -24.8 | -11.0 | -15.5 | 30.3 | 42.2 | 31.2 | 19.3 | 38.1 | 6.4 |
Sharpe Ratio | NA | 0.71 | 2.13 | 0.68 | 0.79 | 0.78 | NA | NA | 0.54 | 1.31 | -0.49 | 0.86 | 1.11 | 2.42 | -0.16 | 2.54 | 1.03 | 0.1 | 0.96 | 2.76 | 0.93 | 0.03 | 0.99 | 0.91 | -0.88 | 0.32 | 1.99 | 0.33 | 1.34 | 1.81 | -1.02 | -0.66 | -0.79 | 1.27 | 1.75 | 1.44 | 1.28 | 3.93 | 0.39 |
Draw Down(%) | NA | 6.9 | 10.8 | 20.9 | 31.7 | 31.7 | NA | NA | 52.9 | 10.8 | 20.3 | 9.6 | 31.7 | 8.0 | 19.9 | 3.5 | 10.8 | 12.1 | 7.4 | 5.1 | 10.1 | 18.5 | 15.4 | 25.6 | 47.8 | 10.7 | 6.8 | 6.5 | 7.2 | 14.6 | 34.0 | 27.7 | 27.4 | 11.0 | 17.7 | 10.3 | 7.6 | 3.4 | 5.5 |
Standard Deviation(%) | NA | 16.3 | 15.7 | 16.7 | 21.9 | 18.3 | NA | NA | 19.2 | 15.1 | 19.1 | 17.1 | 35.9 | 13.4 | 17.9 | 7.7 | 13.4 | 15.9 | 11.9 | 11.4 | 13.3 | 23.8 | 18.3 | 25.8 | 41.5 | 15.5 | 9.5 | 10.7 | 10.7 | 16.8 | 25.4 | 20.2 | 24.6 | 21.2 | 22.2 | 19.2 | 12.3 | 8.7 | 10.3 |
Treynor Ratio | NA | 0.09 | 0.26 | 0.13 | 0.18 | 0.15 | NA | NA | 0.11 | 0.19 | -0.13 | 0.12 | 0.38 | 0.31 | -0.03 | 0.18 | 0.14 | 0.02 | 0.11 | 0.31 | 0.12 | 0.01 | 0.18 | 0.25 | -0.37 | 0.05 | 0.21 | 0.04 | 0.16 | 0.31 | -0.28 | -0.16 | -0.23 | 0.25 | 0.41 | 0.3 | 0.18 | 0.37 | 0.05 |
Alpha | NA | -0.02 | 0.0 | 0.02 | 0.02 | 0.01 | NA | NA | 0.01 | -0.01 | 0.02 | -0.06 | 0.07 | 0.0 | 0.01 | -0.01 | 0.01 | 0.0 | -0.01 | 0.0 | -0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.01 | 0.03 | 0.0 | 0.02 | 0.01 | -0.02 | -0.01 | -0.03 | 0.03 | 0.04 | 0.0 | 0.0 | 0.01 | 0.01 |
Beta | NA | 1.35 | 1.26 | 0.87 | 0.97 | 0.99 | NA | NA | 0.96 | 1.03 | 0.74 | 1.18 | 1.03 | 1.03 | 1.02 | 1.06 | 1.0 | 1.02 | 1.03 | 1.01 | 1.03 | 1.02 | 1.01 | 0.95 | 0.97 | 0.94 | 0.91 | 0.99 | 0.9 | 0.98 | 0.92 | 0.86 | 0.86 | 1.07 | 0.96 | 0.92 | 0.9 | 0.92 | 0.88 |
RSquared | NA | 0.9 | 0.85 | 0.81 | 0.87 | 0.89 | NA | NA | 0.9 | 0.8 | 0.88 | 0.81 | 0.94 | 0.93 | 0.93 | 0.86 | 0.96 | 0.98 | 0.95 | 0.96 | 0.97 | 0.98 | 0.98 | 0.96 | 0.94 | 0.93 | 0.91 | 0.92 | 0.88 | 0.93 | 0.92 | 0.88 | 0.68 | 0.84 | 0.93 | 0.92 | 0.9 | 0.82 | 0.81 |
Sortino Ratio | NA | 1.12 | 3.22 | 0.97 | 1.09 | 1.07 | NA | NA | 0.74 | 1.91 | -0.68 | 1.21 | 1.49 | 3.42 | -0.21 | 3.88 | 1.45 | 0.13 | 1.34 | 4.14 | 1.38 | 0.04 | 1.39 | 1.28 | -1.15 | 0.43 | 3.09 | 0.47 | 1.94 | 2.78 | -1.42 | -0.89 | -1.08 | 1.88 | 2.49 | 2.08 | 1.81 | 6.47 | 0.55 |
Yield(%) | N/A | 0.24 | 0.92 | 1.55 | 1.26 | 1.42 | N/A | N/A | 1.97 | 1.19 | 2.15 | 0.85 | 0.77 | 1.1 | 1.44 | 1.5 | 2.67 | 1.17 | 1.2 | 2.64 | 1.52 | 1.39 | 1.51 | 1.66 | 1.21 | 1.59 | 2.63 | 2.05 | 2.45 | 2.33 | 1.14 | 5.15 | 2.92 | 4.09 | 1.48 | 2.76 | 2.51 | 1.96 | 1.76 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/31/1994
Strategies
Asset Allocation Strategy | Momentum Scoring |