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P Composite Momentum Market VFINX
P Composite Momentum Market VFINX
live (public) 0.11% March 28
MPIQ Market composite indicator for VFINX (S&P 500 index fund).
Delayed
Holdings (As of 01/31/2024)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
STOCKS | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 1.61% | 100.00% |
* Day change on 01/31/2024.
Performance (As of 03/28/2024)
Since 01/13/1997
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Composite Momentum Market VFINX | 10.8% | 35.2% | 11.6% | 14.1% | 12.1% | 14.2% |
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) | 6.7% | 21.5% | 5.0% | 9.0% | 8.2% | 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 01/13/1997 |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.6 | 10.8 | 35.2 | 11.6 | 14.1 | 12.1 | 14.2 | 12.5 | 11.6 | 26.6 | -18.2 | 28.5 | 12.9 | 27.4 | -4.5 | 21.7 | 11.8 | 1.2 | 13.5 | 32.2 | 15.8 | 2.0 | 21.3 | 22.9 | 0.9 | 5.4 | 15.6 | 4.8 | 10.7 | 22.9 | -11.0 | -4.3 | -8.3 | 21.1 | 28.6 | 25.6 |
Sharpe Ratio | NA | 0.91 | 2.71 | 0.54 | 0.6 | 0.63 | NA | NA | 0.65 | 1.71 | -0.81 | 2.16 | 0.37 | 2.11 | -0.34 | 3.15 | 0.89 | 0.08 | 1.19 | 2.9 | 1.24 | 0.08 | 1.29 | 1.7 | 0.15 | 0.15 | 1.23 | 0.25 | 0.88 | 2.01 | -1.73 | -0.76 | -0.59 | 0.99 | 1.24 | 1.22 |
Draw Down(%) | NA | 1.7 | 10.0 | 24.6 | 33.8 | 33.8 | NA | NA | 33.8 | 10.0 | 24.6 | 5.1 | 33.8 | 6.6 | 19.4 | 2.6 | 10.3 | 12.0 | 7.3 | 5.6 | 9.6 | 18.7 | 12.1 | 6.9 | 0.0 | 9.9 | 7.5 | 7.0 | 7.5 | 4.4 | 11.7 | 9.6 | 15.9 | 11.8 | 19.2 | 10.8 |
Standard Deviation(%) | NA | 10.9 | 11.6 | 17.3 | 21.1 | 17.7 | NA | NA | 15.8 | 13.1 | 24.2 | 13.2 | 34.1 | 12.3 | 17.1 | 6.7 | 13.1 | 15.5 | 11.4 | 11.1 | 12.7 | 23.4 | 16.4 | 13.4 | 0.0 | 16.0 | 10.0 | 10.3 | 11.1 | 11.0 | 7.0 | 8.7 | 20.9 | 18.1 | 20.4 | 18.2 |
Treynor Ratio | NA | 0.1 | 0.31 | 0.09 | 0.13 | 0.15 | NA | NA | 0.5 | 0.22 | -0.2 | 0.29 | 0.13 | 0.27 | -0.34 | -1.59 | -1.33 | 0.23 | -14.52 | -5.17 | 7.39 | -0.17 | -3.3 | 89.49 | 31.56 | -0.14 | 85.16 | -0.27 | 35.75 | -3.29 | 6.08 | 2.5 | 32.76 | -35.5 | -6.19 | -5.14 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | NA | NA | 0.04 | 0.0 | 0.0 | 0.0 | -0.02 | -0.01 | -0.01 | 0.09 | 0.05 | 0.01 | 0.05 | 0.12 | 0.06 | 0.02 | 0.09 | 0.08 | 0.0 | 0.02 | 0.05 | 0.01 | 0.04 | 0.09 | -0.05 | -0.03 | -0.04 | 0.07 | 0.1 | 0.09 |
Beta | NA | 1.0 | 1.0 | 1.0 | 0.98 | 0.73 | NA | NA | 0.2 | 1.0 | 1.0 | 1.0 | 0.97 | 0.97 | 0.17 | -0.13 | -0.09 | 0.05 | -0.01 | -0.06 | 0.02 | -0.11 | -0.06 | 0.0 | 0.0 | -0.17 | 0.0 | -0.1 | 0.0 | -0.07 | -0.02 | -0.03 | 0.0 | -0.01 | -0.04 | -0.04 |
RSquared | NA | 1.0 | 1.0 | 1.0 | 0.98 | 0.54 | NA | NA | 0.06 | 1.0 | 1.0 | 0.98 | 0.97 | 0.97 | 0.03 | 0.02 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.0 | 0.0 | 0.03 | 0.0 | 0.01 | 0.0 | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Sortino Ratio | NA | 1.58 | 4.33 | 0.77 | 0.81 | 0.86 | NA | NA | 0.9 | 2.59 | -1.1 | 3.16 | 0.49 | 3.01 | -0.44 | 4.94 | 1.25 | 0.11 | 1.65 | 4.39 | 1.88 | 0.11 | 1.87 | 2.48 | NA | 0.2 | 1.86 | 0.36 | 1.27 | 3.14 | -2.14 | -1.06 | -0.82 | 1.48 | 1.74 | 1.75 |
Yield(%) | N/A | 0.0 | 1.73 | 1.63 | 1.73 | 1.88 | N/A | N/A | 1.85 | 2.19 | 1.26 | 1.48 | 1.62 | 2.37 | 1.81 | 2.01 | 2.17 | 1.97 | 1.98 | 2.2 | 2.31 | 1.92 | 1.47 | 1.93 | 0.93 | 1.93 | 1.85 | 1.8 | 1.92 | 1.6 | 1.35 | 1.71 | 1.35 | 2.14 | 1.95 | 2.79 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/13/1997
Strategies
Asset Strategy | MPIQ One Indicator |