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Israelsen 7Twelve
Israelsen 7Twelve Asset Allocation Composite Moderate
Israelsen 7Twelve Asset Allocation Composite Moderate
live (public) 0.06% May 10
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
General Bond | AGG (iShares Core U.S. Aggregate Bond ETF) | 0.12% | iShares Barclays Aggregate Bond | 38.67% |
US Equity | VTI (Vanguard Total Stock Market Index Fund ETF Shares) | 0.07% | Vanguard Total Stock Market ETF | 10.97% |
US Equity | VO (Vanguard Mid-Cap Index Fund ETF Shares) | 0.22% | Vanguard Mid Cap ETF | 11.13% |
CASH | CASH (CASH) | 0.0% | Cash | 0.13% |
Real Estate | VNQ (Vanguard Real Estate Index Fund ETF Shares) | 0.71% | Vanguard REIT ETF | 10.05% |
Emerging Market Equity | VWO (Vanguard FTSE Emerging Markets Index Fund ETF Shares) | 0.34% | Vanguard Emerging Markets Stock ETF | 8.67% |
International Equity | EFA (iShares MSCI EAFE ETF) | 0.22% | iShares MSCI EAFE Index | 20.38% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/10/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Israelsen 7Twelve Asset Allocation Composite Moderate | 1.3% | 7.2% | -1.6% | 3.7% | 4.5% | 6.5% |
VFINX (Vanguard (S&P 500) Index) | 10.0% | 28.0% | 9.2% | 14.4% | 12.7% | 14.7% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.7% | 16.0% | 3.3% | 8.2% | 7.9% | 9.7% |
* 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 | 1.3 | 7.2 | -1.6 | 3.7 | 4.5 | 6.5 | 6.7 | 6.5 | 4.7 | -14.3 | 9.0 | 11.6 | 19.1 | -4.1 | 11.1 | 10.3 | -3.9 | 7.4 | 11.9 | 12.8 | -0.4 | 9.6 | 15.6 | 3.3 | 4.3 | 13.5 | 6.0 | 9.2 | 17.7 | 1.1 | 2.3 |
Sharpe Ratio | NA | 0.0 | 0.42 | -0.45 | 0.23 | 0.43 | NA | NA | 0.62 | 0.06 | -1.6 | 1.08 | 1.05 | 2.82 | -0.61 | 2.27 | 1.24 | -0.54 | 1.15 | 1.46 | 1.53 | -0.02 | 0.84 | 1.33 | 0.19 | 0.12 | 1.33 | 0.61 | 1.18 | 2.67 | 0.01 | 0.01 |
Draw Down(%) | NA | 4.2 | 7.4 | 18.7 | 18.7 | 18.7 | NA | NA | 18.7 | 7.4 | 15.0 | 3.7 | 14.0 | 2.6 | 11.3 | 2.0 | 6.5 | 9.2 | 4.4 | 7.6 | 5.9 | 16.0 | 7.9 | 5.4 | 13.3 | 6.7 | 6.4 | 4.0 | 4.7 | 2.4 | 0.0 | 0.0 |
Standard Deviation(%) | NA | 8.6 | 8.0 | 8.5 | 8.9 | 8.1 | NA | NA | 8.8 | 7.7 | 9.8 | 8.3 | 10.8 | 6.3 | 8.7 | 4.6 | 8.2 | 7.3 | 6.5 | 8.1 | 8.3 | 17.2 | 11.3 | 11.7 | 12.7 | 10.9 | 7.7 | 6.3 | 7.0 | 6.4 | 0.0 | 0.0 |
Treynor Ratio | NA | 0.0 | 0.06 | -0.1 | 0.08 | 0.12 | NA | NA | 0.22 | 0.01 | -0.53 | 0.16 | 0.98 | 0.39 | -0.11 | 0.22 | 0.29 | -0.12 | 0.15 | 0.18 | 0.21 | -0.01 | 0.24 | 1.0 | 2.02 | 0.02 | 0.14 | 0.07 | 0.14 | 0.73 | -0.13 | -0.03 |
Alpha | NA | -0.05 | -0.03 | -0.02 | 0.0 | 0.0 | NA | NA | 0.02 | -0.03 | -0.04 | -0.02 | 0.04 | 0.02 | -0.01 | 0.01 | 0.03 | -0.02 | 0.01 | -0.02 | 0.02 | 0.0 | 0.02 | 0.04 | 0.01 | 0.0 | 0.01 | 0.01 | 0.01 | 0.04 | 0.0 | 0.0 |
Beta | NA | 0.57 | 0.57 | 0.37 | 0.25 | 0.29 | NA | NA | 0.25 | 0.47 | 0.3 | 0.56 | 0.12 | 0.45 | 0.47 | 0.48 | 0.35 | 0.33 | 0.51 | 0.66 | 0.61 | 0.71 | 0.4 | 0.15 | 0.01 | 0.64 | 0.71 | 0.57 | 0.6 | 0.23 | 0.0 | 0.0 |
RSquared | NA | 0.6 | 0.67 | 0.58 | 0.35 | 0.42 | NA | NA | 0.31 | 0.64 | 0.54 | 0.76 | 0.14 | 0.8 | 0.85 | 0.48 | 0.32 | 0.5 | 0.8 | 0.81 | 0.89 | 0.93 | 0.41 | 0.13 | 0.0 | 0.88 | 0.84 | 0.86 | 0.91 | 0.38 | 0.0 | 0.0 |
Sortino Ratio | NA | 0.0 | 0.59 | -0.61 | 0.31 | 0.58 | NA | NA | 0.85 | 0.08 | -2.02 | 1.52 | 1.35 | 4.24 | -0.79 | 3.56 | 1.71 | -0.71 | 1.62 | 2.06 | 2.32 | -0.03 | 1.2 | 1.95 | 0.24 | 0.16 | 2.03 | 0.89 | 1.68 | 4.33 | 0.81 | NA |
Yield(%) | N/A | 1.12 | 3.76 | 2.72 | 2.5 | 2.41 | N/A | N/A | 2.54 | 3.26 | 1.99 | 1.84 | 1.93 | 2.81 | 2.43 | 2.34 | 2.17 | 2.21 | 2.48 | 2.37 | 3.38 | 2.37 | 2.76 | 2.97 | 4.29 | 3.48 | 3.41 | 2.66 | 1.42 | 1.3 | 1.11 | 2.31 |
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 12/31/2000
Portfolio Description
The risk profile of this portfolio is 40%. The total allocation of the fixed income asset should be at least 40%.
The portfolio’s stock (risk asset) allocation can be dynamically reduced when stock or risk asset markets are in a downtrend.
This portfolio belongs to Israelsen 7Twelve