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MyPlanIQ
Static Portfolio
Value VTV and Momentum MTUM
Value VTV and Momentum MTUM (Static Portfolio)
live (public) 1.35% May 06
Buy and Hold (Annually Rebalance)
Value VTV 50%
Momentum MTUM 50%
Simulated from 04/19/2013
Holdings (As of 05/06/2024)
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Value | VTV (Vanguard Value Index Fund ETF Shares) | 0.67% | 49.23% |
Momentum | MTUM (iShares MSCI USA Momentum Factor ETF) | 2.03% | 50.77% |
* Day change on 05/06/2024.
Performance (As of 05/06/2024)
Since 04/19/2013
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Value VTV and Momentum MTUM | 12.3% | 24.5% | 5.6% | 10.9% | 11.8% | |
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) | 3.5% | 15.3% | 2.8% | 7.7% | 7.7% | 9.6% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 04/19/2013 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.2 | 12.3 | 24.5 | 5.6 | 10.9 | 11.8 | 12.5 | 8.4 | -10.7 | 20.0 | 16.5 | 26.0 | -3.4 | 26.9 | 10.9 | 4.0 | 13.9 | 19.1 |
Sharpe Ratio | NA | 0.86 | 1.8 | 0.21 | 0.45 | 0.62 | 0.68 | 0.35 | -0.57 | 1.3 | 0.48 | 2.12 | -0.26 | 3.66 | 0.86 | 0.26 | 1.14 | 1.78 |
Draw Down(%) | NA | 5.8 | 9.1 | 22.9 | 35.2 | 35.2 | 35.2 | 9.1 | 21.7 | 7.6 | 35.2 | 5.7 | 19.4 | 2.1 | 10.2 | 11.4 | 8.1 | 5.6 |
Standard Deviation(%) | NA | 12.9 | 11.5 | 16.0 | 20.7 | 17.4 | 17.0 | 11.9 | 21.0 | 15.3 | 34.2 | 11.6 | 18.1 | 7.2 | 12.4 | 15.3 | 12.2 | 10.7 |
Treynor Ratio | NA | 0.11 | 0.22 | 0.04 | 0.1 | 0.11 | 0.12 | 0.05 | -0.15 | 0.18 | 0.17 | 0.27 | -0.04 | 0.25 | 0.12 | 0.04 | 0.13 | 0.2 |
Alpha | NA | 0.04 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | -0.04 | 0.02 | -0.03 | 0.0 | 0.0 | 0.01 | 0.02 | 0.01 | 0.02 | 0.01 | 0.01 |
Beta | NA | 1.04 | 0.93 | 0.86 | 0.93 | 0.95 | 0.95 | 0.79 | 0.83 | 1.1 | 0.98 | 0.9 | 1.05 | 1.04 | 0.93 | 0.98 | 1.06 | 0.95 |
RSquared | NA | 0.93 | 0.88 | 0.86 | 0.92 | 0.93 | 0.94 | 0.75 | 0.9 | 0.88 | 0.97 | 0.95 | 0.98 | 0.93 | 0.96 | 0.98 | 0.97 | 0.93 |
Sortino Ratio | NA | 1.39 | 2.78 | 0.29 | 0.61 | 0.85 | 0.93 | 0.49 | -0.78 | 1.89 | 0.63 | 3.03 | -0.34 | 5.85 | 1.21 | 0.36 | 1.59 | 2.71 |
Yield(%) | N/A | 0.75 | 1.9 | 1.79 | 2.08 | 2.04 | 1.99 | 1.33 | 1.9 | 2.3 | 2.14 | 2.01 | 1.89 | 2.03 | 2.17 | 1.88 | 1.84 | 1.6 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/19/2013
Strategies
Asset Allocation Strategy | Rebalance for Static Portfolios |