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P Composite Momentum Scoring Global Risk Assets
P Composite Momentum Scoring Global Risk Assets
live (public) 1.31% June 13
Use MPIQ composite market indicator to decide risk asset exposure. Investors should consider using these index funds' corresponding ETFs to invest in a real account.
Delayed
Holdings (As of 03/31/2025)
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| Asset | Fund in this portfolio | Price change* | Percentage |
|---|---|---|---|
| Asset0 | VEIEX (VANGUARD EMERGING MARKETS STOCK INDEX FUND INVESTOR SHARES) | 0.35% | 50.00% |
| Asset1 | VGTSX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES) | 0.75% | 50.00% |
| CASH | CASH (CASH) | 0.0% | 0.50% |
* Day change on 03/31/2025.
Previous
Performance (As of 06/13/2025)
Since 12/31/1996
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| P Composite Momentum Scoring Global Risk Assets | -1.2% | 3.5% | 0.6% | 11.6% | 7.6% | 11.0% |
| VFINX (Vanguard (S&P 500) Index) | 2.2% | 11.3% | 18.4% | 16.2% | 12.9% | 14.0% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.4% | 8.8% | 11.8% | 8.8% | 8.1% | 9.1% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 Yr | 20 Yr | Since 12/31/1996 |
2024 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -1.4 | -1.2 | 3.5 | 0.6 | 11.6 | 7.6 | 11.0 | 10.1 | 13.0 | 12.8 | 13.6 | 10.8 | 17.3 | -24.7 | 26.1 | 9.0 | 28.3 | -4.0 | 24.7 | 11.4 | -5.5 | 16.2 | 19.8 | 16.5 | 2.1 | 27.1 | 28.3 | 0.9 | 26.8 | 25.3 | 17.2 | 19.2 | 45.3 | 0.1 | -1.6 | -3.7 | 39.3 | 14.8 | 21.6 | 0.0 |
| Sharpe Ratio | NA | 0.3 | 0.47 | 0.47 | 0.56 | 0.46 | NA | NA | NA | NA | 0.79 | 0.62 | 1.16 | -1.18 | 1.92 | 0.29 | 2.63 | -0.37 | 3.4 | 0.84 | -0.36 | 1.57 | 1.74 | 1.32 | 0.08 | 1.28 | 1.5 | -1.11 | 1.12 | 1.39 | 1.29 | 1.27 | 5.34 | -0.37 | -0.72 | -0.56 | 2.75 | 0.66 | 1.47 | NA |
| Draw Down(%) | NA | 14.5 | 16.7 | 19.5 | 30.9 | 34.0 | NA | NA | NA | NA | 34.0 | 6.5 | 10.9 | 30.9 | 7.2 | 34.0 | 4.2 | 16.5 | 2.4 | 10.3 | 19.4 | 6.5 | 10.5 | 8.6 | 20.0 | 13.9 | 8.8 | 0.0 | 14.9 | 20.6 | 8.6 | 19.6 | 3.1 | 3.3 | 6.5 | 12.5 | 8.7 | 20.5 | 8.6 | 0.0 |
| Standard Deviation(%) | NA | 17.6 | 14.9 | 14.7 | 15.6 | 16.4 | NA | NA | NA | NA | 15.2 | 11.5 | 11.8 | 22.1 | 13.6 | 30.1 | 10.2 | 14.8 | 7.1 | 13.3 | 15.2 | 10.3 | 11.3 | 12.5 | 26.3 | 21.1 | 18.8 | 0.0 | 21.0 | 15.8 | 11.6 | 14.4 | 8.3 | 2.8 | 5.7 | 14.1 | 13.0 | 17.0 | 12.2 | NA |
| Treynor Ratio | NA | 0.09 | 0.16 | 0.36 | 0.77 | -2.37 | NA | NA | NA | NA | 14.55 | 2.07 | 2.9 | -6.11 | -2.75 | -0.34 | -3.66 | 11.79 | -14.6 | -1.94 | -1.1 | -2.85 | -4.57 | -10.93 | -0.13 | -2.98 | 101.36 | -227.42 | -2.09 | 0.7 | 0.89 | 0.64 | 7.66 | -7.05 | 22.51 | -0.39 | 1.49 | 1.05 | 2.03 | NA |
| Alpha | NA | 0.04 | 0.01 | 0.02 | 0.03 | 0.04 | NA | NA | NA | NA | 0.05 | 0.03 | 0.05 | -0.11 | 0.11 | 0.07 | 0.1 | -0.02 | 0.09 | 0.05 | -0.02 | 0.06 | 0.08 | 0.06 | 0.02 | 0.11 | 0.11 | 0.0 | 0.09 | 0.07 | 0.05 | 0.06 | 0.14 | 0.0 | -0.02 | -0.02 | 0.11 | 0.04 | 0.06 | NA |
| Beta | NA | 0.58 | 0.44 | 0.19 | 0.11 | -0.03 | NA | NA | NA | NA | 0.01 | 0.03 | 0.05 | 0.04 | -0.09 | -0.26 | -0.07 | 0.0 | -0.02 | -0.06 | 0.05 | -0.06 | -0.04 | -0.02 | -0.16 | -0.09 | 0.0 | 0.0 | -0.11 | 0.31 | 0.17 | 0.29 | 0.06 | 0.0 | 0.0 | 0.2 | 0.24 | 0.11 | 0.09 | NA |
| RSquared | NA | 0.71 | 0.34 | 0.05 | 0.02 | 0.0 | NA | NA | NA | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.09 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.02 | 0.01 | 0.0 | 0.0 | 0.01 | 0.04 | 0.02 | 0.05 | 0.01 | 0.0 | 0.0 | 0.1 | 0.11 | 0.02 | 0.02 | NA |
| Sortino Ratio | NA | 0.41 | 0.64 | 0.67 | 0.78 | 0.62 | NA | NA | NA | NA | 1.1 | 0.86 | 1.72 | -1.56 | 2.78 | 0.37 | 3.84 | -0.48 | 5.42 | 1.19 | -0.49 | 2.29 | 2.5 | 1.95 | 0.11 | 1.9 | 2.22 | -2.49 | 1.54 | 1.98 | 1.84 | 1.76 | 9.89 | -0.54 | -0.96 | -0.74 | 4.26 | 0.93 | 2.06 | NA |
| Yield(%) | N/A | 0.7 | 2.0 | 2.4 | 2.8 | 3.7 | 6.4 | 6.4 | 12.6 | 12.6 | 0.0 | 1.7 | 2.6 | 1.9 | 2.0 | 2.0 | 3.3 | 2.7 | 3.1 | 3.1 | 2.7 | 3.9 | 2.8 | 2.8 | 2.4 | 2.4 | 2.7 | 0.9 | 3.7 | 3.6 | 4.6 | 3.8 | 6.1 | 2.9 | 1.7 | 3.1 | 3.0 | 2.0 | 1.3 | 0.0 |
| Dividend Growth(%) | N/A | -57.9 | -9.1 | 17.8 | 19.5 | 151.6 | N/A | N/A | N/A | N/A | N/A | -22.8 | 3.2 | 21.4 | 8.4 | -22.2 | 14.7 | 10.8 | 10.7 | 5.7 | -15.6 | 60.8 | 15.2 | 19.8 | 28.3 | 14.6 | 194.9 | -68.6 | 25.1 | -4.5 | 40.7 | -6.3 | 109.9 | 66.5 | -47.9 | 45.6 | 73.8 | 85.4 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/1996
Strategies
| Asset Strategy | Composite Momentum Scoring |
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