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MyPlanIQ
Static Portfolio
Conservative Core Satellite
Conservative Core Satellite (Static Portfolio)
live (public) 0.02% March 26
Buy and Hold (Annually Rebalance)
Conservative-Static P_68733 50%
Balanced-Active P_69402 50%
Simulated from 01/02/2001
Holdings (As of 03/26/2024)
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Conservative-Static | P_68733 (Schwab Conservative Total Return Dividend Portfolio) | 0.05% | 48.61% |
Balanced-Active | P_69402 (50 To 70 Percent Tactical Balanced Portfolio) | 0.01% | 51.39% |
* Day change on 03/26/2024.
Performance (As of 03/26/2024)
Since 01/02/2001
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Conservative Core Satellite | 4.4% | 11.2% | 4.4% | 7.3% | 6.6% | 9.7% |
VFINX (Vanguard (S&P 500) Index) | 10.4% | 33.9% | 11.9% | 15.1% | 12.9% | 15.4% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.6% | 21.3% | 5.3% | 9.0% | 8.1% | 10.3% |
* 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 01/02/2001 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.4 | 4.4 | 11.2 | 4.4 | 7.3 | 6.6 | 9.7 | 8.6 | 9.0 | 7.3 | -9.7 | 14.8 | 11.3 | 13.9 | -2.4 | 13.5 | 9.6 | -1.5 | 10.1 | 16.0 | 15.5 | 4.4 | 17.0 | 25.9 | -5.8 | 6.1 | 14.2 | 4.0 | 10.7 | 31.9 | 3.5 | 3.4 |
Sharpe Ratio | NA | 0.59 | 1.16 | 0.33 | 0.76 | 0.83 | NA | NA | 1.17 | 0.44 | -1.68 | 2.09 | 1.07 | 2.5 | -0.49 | 3.76 | 1.74 | -0.22 | 1.6 | 2.5 | 2.28 | 0.45 | 2.11 | 3.15 | -0.9 | 0.36 | 1.88 | 0.32 | 1.44 | 5.43 | 0.68 | 0.41 |
Draw Down(%) | NA | 1.1 | 6.9 | 10.5 | 14.7 | 14.7 | NA | NA | 14.7 | 6.9 | 10.5 | 3.6 | 14.7 | 2.0 | 9.6 | 1.1 | 3.8 | 6.9 | 3.8 | 5.7 | 5.4 | 9.8 | 7.5 | 4.7 | 11.6 | 5.9 | 4.2 | 4.2 | 6.7 | 4.6 | 4.2 | 2.1 |
Standard Deviation(%) | NA | 6.1 | 6.4 | 6.7 | 7.5 | 6.8 | NA | NA | 6.8 | 6.9 | 6.6 | 7.1 | 10.4 | 5.0 | 7.5 | 3.4 | 5.4 | 7.0 | 6.3 | 6.4 | 6.8 | 9.8 | 8.0 | 8.2 | 7.5 | 8.6 | 5.8 | 5.6 | 6.8 | 5.7 | 3.5 | 2.6 |
Treynor Ratio | NA | 0.07 | 0.15 | 0.07 | 0.21 | 0.18 | NA | NA | 0.32 | 0.07 | -0.51 | 0.3 | 0.48 | 0.4 | -0.09 | 0.28 | 0.31 | -0.04 | 0.19 | 0.29 | 0.3 | 0.13 | 0.47 | 1.19 | -0.62 | 0.06 | 0.2 | 0.03 | 0.19 | 1.55 | 0.56 | 0.43 |
Alpha | NA | -0.01 | -0.02 | 0.0 | 0.01 | 0.01 | NA | NA | 0.02 | -0.02 | -0.03 | 0.01 | 0.02 | 0.02 | 0.0 | 0.02 | 0.02 | -0.01 | 0.01 | 0.0 | 0.03 | 0.02 | 0.04 | 0.07 | -0.01 | 0.01 | 0.02 | 0.0 | 0.02 | 0.09 | 0.01 | 0.01 |
Beta | NA | 0.51 | 0.49 | 0.3 | 0.28 | 0.31 | NA | NA | 0.25 | 0.45 | 0.22 | 0.49 | 0.23 | 0.31 | 0.42 | 0.46 | 0.3 | 0.41 | 0.54 | 0.56 | 0.52 | 0.35 | 0.36 | 0.22 | 0.11 | 0.52 | 0.55 | 0.51 | 0.5 | 0.2 | 0.04 | 0.03 |
RSquared | NA | 0.83 | 0.77 | 0.63 | 0.61 | 0.66 | NA | NA | 0.51 | 0.73 | 0.63 | 0.83 | 0.6 | 0.6 | 0.9 | 0.8 | 0.55 | 0.84 | 0.95 | 0.92 | 0.94 | 0.68 | 0.65 | 0.52 | 0.36 | 0.93 | 0.91 | 0.91 | 0.68 | 0.36 | 0.1 | 0.04 |
Sortino Ratio | NA | 0.92 | 1.75 | 0.46 | 1.03 | 1.13 | NA | NA | 1.63 | 0.64 | -2.07 | 2.98 | 1.37 | 3.62 | -0.62 | 5.97 | 2.55 | -0.31 | 2.32 | 3.64 | 3.58 | 0.58 | 2.99 | 5.07 | -1.21 | 0.48 | 2.96 | 0.46 | 2.08 | 9.37 | 0.96 | 0.59 |
Yield(%) | 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 01/02/2001
Strategies
Asset Allocation Strategy | Rebalance for Static Portfolios |