Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
Advanced Investors
Advanced Strategies
P Composite Momentum Scoring Industries ETFs
P Composite Momentum Scoring Industries ETFs
live (public) 0.30% March 28
Use MPIQ composite market indicator to decide stock exposure.
This portfolio can be an alternative to P Composite Momentum Scoring Fidelity Select Funds
Delayed
Holdings (As of 01/31/2024)
sign up and login first and then customize a new portfolio for the latest current holdings
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Asset0 | IGV (iShares Expanded Tech-Software Sector ETF) | 2.19% | 50.00% |
Asset1 | SOXX (iShares Semiconductor ETF) | 1.45% | 50.00% |
* Day change on 01/31/2024.
Performance (As of 03/28/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Composite Momentum Scoring Industries ETFs | 105.1% | 113.0% | 11.7% | 21.2% | 22.2% | 20.1% |
VFINX (Vanguard (S&P 500) Index) | 10.8% | 34.6% | 11.4% | 15.3% | 13.0% | 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 01/02/2001 |
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(%) | 0.9 | 105.1 | 113.0 | 11.7 | 21.2 | 22.2 | 20.1 | 17.7 | 16.9 | -10.2 | -10.3 | -22.8 | 92.8 | 16.4 | 3.2 | 56.1 | 40.0 | 2.5 | 6.1 | 37.6 | 35.9 | -10.6 | 26.3 | 4.3 | -1.3 | 19.2 | 8.0 | 15.9 | 6.4 | 31.7 | 9.3 | 6.4 |
Sharpe Ratio | NA | 0.74 | 1.51 | 0.2 | 0.48 | 0.65 | NA | NA | 0.62 | -0.66 | -0.39 | -0.65 | 3.21 | 0.87 | 0.07 | 3.08 | 1.77 | 0.14 | 0.33 | 2.12 | 1.69 | -0.37 | 1.45 | 0.19 | -0.19 | 0.76 | 0.29 | 0.77 | 0.33 | 1.53 | 1.13 | 0.62 |
Draw Down(%) | NA | 10.4 | 23.3 | 51.3 | 59.5 | 59.5 | NA | NA | 59.5 | 30.0 | 35.8 | 40.1 | 14.3 | 13.9 | 26.6 | 9.1 | 12.3 | 15.8 | 14.9 | 10.4 | 10.8 | 30.6 | 12.3 | 18.2 | 15.4 | 15.0 | 18.1 | 13.7 | 12.9 | 10.7 | 5.8 | 5.4 |
Standard Deviation(%) | NA | 141.3 | 72.2 | 47.8 | 41.3 | 32.5 | NA | NA | 25.5 | 21.7 | 29.8 | 35.3 | 28.8 | 17.2 | 25.0 | 18.0 | 22.5 | 17.5 | 18.5 | 17.7 | 21.2 | 28.8 | 18.1 | 22.8 | 11.8 | 21.4 | 16.2 | 17.7 | 16.7 | 20.2 | 7.3 | 6.6 |
Treynor Ratio | NA | -0.99 | 1.49 | 0.14 | 0.44 | 0.37 | NA | NA | 0.36 | -0.15 | -0.25 | -0.13 | 4.56 | 0.36 | 0.02 | 0.3 | 1.31 | 0.03 | 0.05 | 0.28 | 0.28 | -0.11 | 0.45 | 0.14 | 0.37 | 0.15 | 0.04 | 0.12 | 0.05 | 0.54 | -0.9 | -0.59 |
Alpha | NA | 1.83 | 0.34 | 0.06 | 0.08 | 0.07 | NA | NA | 0.06 | -0.13 | 0.0 | -0.26 | 0.26 | 0.02 | 0.04 | 0.04 | 0.13 | 0.01 | -0.04 | -0.02 | 0.05 | -0.05 | 0.06 | -0.01 | -0.02 | 0.05 | -0.03 | 0.04 | -0.02 | 0.06 | 0.02 | 0.01 |
Beta | NA | -1.05 | 0.73 | 0.66 | 0.45 | 0.58 | NA | NA | 0.44 | 0.96 | 0.48 | 1.76 | 0.2 | 0.42 | 1.21 | 1.82 | 0.3 | 0.76 | 1.3 | 1.35 | 1.27 | 1.0 | 0.58 | 0.3 | -0.06 | 1.09 | 1.16 | 1.16 | 1.09 | 0.57 | -0.09 | -0.07 |
RSquared | NA | 0.0 | 0.01 | 0.03 | 0.03 | 0.07 | NA | NA | 0.08 | 0.34 | 0.15 | 0.43 | 0.06 | 0.09 | 0.69 | 0.46 | 0.03 | 0.46 | 0.64 | 0.71 | 0.58 | 0.67 | 0.34 | 0.13 | 0.04 | 0.67 | 0.52 | 0.46 | 0.52 | 0.23 | 0.11 | 0.05 |
Sortino Ratio | NA | 5.67 | 6.52 | 0.47 | 0.96 | 1.2 | NA | NA | 1.02 | -0.89 | -0.51 | -0.87 | 4.64 | 1.19 | 0.1 | 4.73 | 2.61 | 0.18 | 0.44 | 3.02 | 2.54 | -0.47 | 2.06 | 0.25 | -0.24 | 1.02 | 0.41 | 1.06 | 0.45 | 2.2 | 1.56 | 0.88 |
Yield(%) | N/A | 0.02 | 0.37 | 2.81 | 2.47 | 1.76 | N/A | N/A | 1.91 | 0.44 | 1.97 | 5.93 | 3.08 | 0.82 | 2.01 | 1.32 | 0.89 | 0.56 | 0.73 | 0.8 | 0.76 | 0.27 | 1.22 | 0.99 | 2.7 | 1.44 | 1.79 | 1.55 | 0.0 | 2.33 | 6.42 | 5.86 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Strategies
Asset Strategy | Composite Momentum Scoring |