Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
Static Portfolio
MPIQ Global Strategic Allocation Moderate
MPIQ Global Strategic Allocation Moderate (Static Portfolio)
live (public) 0.66% May 06
Buy and Hold (Annually Rebalance)
Stocks P_73286 60%
Bonds P_46880 40%
Simulated from 01/02/2001
Holdings (As of 05/06/2024)
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Stocks | P_73286 (MPIQ AllStk) | 0.73% | 68.23% |
Bonds | P_46880 (Schwab Total Return Bond) | 0.01% | 31.77% |
* Day change on 05/06/2024.
Performance (As of 05/06/2024)
Since 01/02/2001
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
MPIQ Global Strategic Allocation Moderate | 3.4% | 12.0% | 3.2% | 7.5% | 7.2% | 9.9% |
VFINX (Vanguard (S&P 500) Index) | 9.2% | 27.2% | 9.1% | 13.9% | 12.6% | 14.4% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.4% | 15.7% | 3.2% | 8.0% | 7.8% | 9.6% |
* 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(%) | 1.0 | 3.4 | 12.0 | 3.2 | 7.5 | 7.2 | 9.9 | 8.4 | 8.2 | 13.8 | -14.0 | 18.2 | 10.4 | 20.9 | -4.4 | 14.4 | 9.0 | -0.8 | 10.9 | 12.3 | 16.7 | 2.5 | 17.7 | 28.4 | -24.4 | 4.9 | 18.9 | 7.8 | 14.6 | 32.2 | -4.2 | 0.6 |
Sharpe Ratio | NA | 0.25 | 0.95 | 0.08 | 0.46 | 0.58 | NA | NA | 0.61 | 1.03 | -1.09 | 2.27 | 0.49 | 3.04 | -0.68 | 2.89 | 1.08 | -0.09 | 1.59 | 1.6 | 2.04 | 0.16 | 1.36 | 1.41 | -1.05 | 0.17 | 2.13 | 0.84 | 1.8 | 4.37 | -0.53 | -0.2 |
Draw Down(%) | NA | 4.6 | 8.7 | 19.0 | 24.9 | 24.9 | NA | NA | 40.5 | 8.7 | 19.0 | 4.2 | 24.9 | 2.8 | 9.9 | 2.2 | 5.6 | 8.8 | 4.6 | 7.9 | 6.7 | 13.0 | 9.7 | 18.4 | 34.6 | 7.6 | 5.9 | 4.4 | 8.7 | 4.6 | 14.4 | 10.7 |
Standard Deviation(%) | NA | 8.6 | 8.6 | 10.7 | 12.9 | 10.6 | NA | NA | 11.6 | 9.2 | 14.1 | 8.0 | 20.7 | 6.4 | 8.5 | 4.8 | 8.2 | 9.0 | 6.8 | 7.7 | 8.2 | 15.2 | 12.9 | 20.1 | 24.0 | 11.3 | 7.3 | 6.7 | 7.6 | 7.2 | 9.9 | 8.5 |
Treynor Ratio | NA | 0.03 | 0.12 | 0.02 | 0.1 | 0.11 | NA | NA | 0.13 | 0.15 | -0.28 | 0.32 | 0.18 | 0.43 | -0.12 | 0.27 | 0.16 | -0.01 | 0.19 | 0.19 | 0.27 | 0.04 | 0.26 | 0.4 | -0.45 | 0.03 | 0.24 | 0.1 | 0.26 | 0.82 | -0.15 | -0.05 |
Alpha | NA | -0.03 | -0.02 | -0.01 | 0.0 | 0.0 | NA | NA | 0.01 | -0.01 | -0.02 | 0.01 | 0.0 | 0.03 | -0.01 | 0.02 | 0.01 | 0.0 | 0.02 | -0.02 | 0.03 | 0.01 | 0.03 | 0.04 | -0.01 | 0.01 | 0.03 | 0.02 | 0.03 | 0.07 | 0.02 | 0.01 |
Beta | NA | 0.66 | 0.68 | 0.57 | 0.57 | 0.56 | NA | NA | 0.56 | 0.65 | 0.55 | 0.56 | 0.58 | 0.45 | 0.48 | 0.5 | 0.57 | 0.54 | 0.56 | 0.64 | 0.61 | 0.64 | 0.69 | 0.7 | 0.57 | 0.67 | 0.66 | 0.57 | 0.52 | 0.38 | 0.36 | 0.37 |
RSquared | NA | 0.84 | 0.83 | 0.86 | 0.9 | 0.88 | NA | NA | 0.87 | 0.84 | 0.9 | 0.84 | 0.95 | 0.78 | 0.91 | 0.5 | 0.83 | 0.88 | 0.87 | 0.86 | 0.9 | 0.96 | 0.92 | 0.91 | 0.94 | 0.91 | 0.81 | 0.78 | 0.59 | 0.82 | 0.88 | 0.88 |
Sortino Ratio | NA | 0.35 | 1.39 | 0.11 | 0.62 | 0.78 | NA | NA | 0.85 | 1.54 | -1.47 | 3.31 | 0.63 | 4.62 | -0.87 | 4.21 | 1.53 | -0.12 | 2.33 | 2.26 | 3.15 | 0.22 | 1.97 | 2.07 | -1.38 | 0.23 | 3.37 | 1.24 | 2.61 | 7.28 | -0.74 | -0.28 |
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 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/02/2001
Strategies
Asset Allocation Strategy | Rebalance for Static Portfolios |