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Static Portfolio
P GS Global Tactical Include Emerging Market Diversified Bonds and Minimum Stocks
P GS Global Tactical Include Emerging Market Diversified Bonds and Minimum Stocks (Static Portfolio)
live (public) 0.01% May 20
Buy and Hold (Annually Rebalance)
CoreUSStocks VTSMX 10%
CoreUSREITs VGSIX 5%
CoreIntlStocks VGTSX 4%
CoreEmStocks VEIEX 1%
SatelliteTactical P_5198 80%
Simulated from 12/31/1997
Holdings (As of 05/20/2024)
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
CoreUSStocks | VTSMX (VANGUARD TOTAL STOCK MARKET INDEX FUND INVESTOR SHARES) | 0.13% | 10.83% |
CoreUSREITs | VGSIX (VANGUARD REIT INDEX FUND INVESTOR SHARES) | 0.64% | 3.82% |
CoreIntlStocks | VGTSX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES) | 0.05% | 4.02% |
CoreEmStocks | VEIEX (VANGUARD EMERGING MARKETS STOCK INDEX FUND INVESTOR SHARES) | 0.07% | 0.94% |
SatelliteTactical | P_5198 (P GS Global Tactical Include Emerging Market Diversified Bonds) | 0.03% | 80.39% |
* Day change on 05/20/2024.
Performance (As of 05/20/2024)
Since 12/31/1997
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P GS Global Tactical Include Emerging Market Diversified Bonds and Minimum Stocks | 13.2% | 21.0% | 4.2% | 8.1% | 6.6% | 9.1% |
VFINX (Vanguard (S&P 500) Index) | 12.1% | 28.7% | 10.5% | 15.2% | 12.9% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 17.0% | 3.9% | 8.6% | 8.0% | 9.8% |
* 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 12/31/1997 |
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(%) | 1.9 | 13.2 | 21.0 | 4.2 | 8.1 | 6.6 | 9.1 | 9.9 | 10.5 | 8.0 | -15.1 | 19.2 | 10.7 | 11.2 | -7.2 | 22.8 | 6.8 | -5.2 | 11.5 | 15.5 | 11.5 | 1.1 | 14.7 | 23.7 | -8.7 | 18.6 | 23.0 | 12.6 | 17.3 | 37.0 | 8.6 | 6.0 | 0.2 | 25.2 | 11.7 | 0.0 |
Sharpe Ratio | NA | 0.71 | 1.41 | 0.17 | 0.58 | 0.54 | NA | NA | 0.84 | 0.46 | -1.51 | 1.62 | 0.81 | 1.41 | -0.73 | 3.45 | 0.79 | -0.53 | 1.41 | 1.43 | 1.73 | 0.08 | 0.83 | 1.54 | -0.9 | 0.94 | 1.51 | 1.11 | 1.49 | 5.44 | 1.0 | 0.51 | -0.36 | 2.06 | 1.09 | NA |
Draw Down(%) | NA | 6.0 | 10.1 | 18.0 | 18.1 | 19.6 | NA | NA | 21.0 | 10.1 | 15.9 | 5.8 | 18.1 | 3.7 | 17.0 | 1.9 | 6.1 | 14.0 | 5.6 | 10.4 | 4.5 | 15.1 | 13.0 | 9.6 | 19.0 | 11.7 | 15.8 | 6.7 | 13.6 | 4.4 | 12.3 | 7.3 | 10.2 | 7.3 | 8.8 | 0.0 |
Standard Deviation(%) | NA | 16.5 | 12.2 | 10.8 | 11.2 | 10.2 | NA | NA | 10.9 | 8.1 | 10.9 | 11.9 | 12.9 | 6.9 | 11.8 | 6.4 | 8.3 | 9.9 | 8.1 | 10.8 | 6.6 | 13.6 | 17.5 | 15.3 | 10.6 | 16.6 | 13.1 | 9.4 | 11.0 | 6.7 | 7.5 | 7.3 | 11.0 | 10.7 | 7.7 | NA |
Treynor Ratio | NA | 0.14 | 0.24 | 0.04 | 0.21 | 0.15 | NA | NA | 0.28 | 0.08 | -0.46 | 0.24 | 0.61 | 0.6 | -0.14 | 0.27 | 0.19 | -0.13 | 0.2 | 0.17 | 0.51 | 0.03 | 0.17 | 0.68 | -0.79 | 0.17 | 0.19 | 0.18 | 0.31 | 3.16 | 0.67 | 0.2 | -0.12 | 0.47 | 0.33 | NA |
Alpha | NA | 0.03 | 0.0 | 0.0 | 0.01 | 0.01 | NA | NA | 0.03 | -0.02 | -0.04 | -0.01 | 0.03 | 0.02 | -0.02 | 0.02 | 0.01 | -0.02 | 0.02 | -0.04 | 0.03 | 0.0 | 0.01 | 0.05 | -0.02 | 0.06 | 0.03 | 0.04 | 0.04 | 0.11 | 0.04 | 0.03 | 0.0 | 0.05 | 0.01 | NA |
Beta | NA | 0.86 | 0.72 | 0.45 | 0.31 | 0.36 | NA | NA | 0.33 | 0.49 | 0.36 | 0.8 | 0.17 | 0.16 | 0.62 | 0.81 | 0.34 | 0.42 | 0.58 | 0.9 | 0.22 | 0.33 | 0.84 | 0.35 | 0.12 | 0.92 | 1.03 | 0.59 | 0.53 | 0.12 | 0.11 | 0.19 | 0.34 | 0.47 | 0.25 | NA |
RSquared | NA | 0.34 | 0.45 | 0.51 | 0.34 | 0.39 | NA | NA | 0.34 | 0.64 | 0.64 | 0.78 | 0.22 | 0.09 | 0.8 | 0.71 | 0.29 | 0.44 | 0.67 | 0.86 | 0.19 | 0.31 | 0.74 | 0.39 | 0.22 | 0.78 | 0.62 | 0.41 | 0.28 | 0.09 | 0.15 | 0.31 | 0.47 | 0.64 | 0.44 | NA |
Sortino Ratio | NA | 1.56 | 2.63 | 0.26 | 0.82 | 0.76 | NA | NA | 1.18 | 0.65 | -1.94 | 2.32 | 1.04 | 1.96 | -0.92 | 5.55 | 1.1 | -0.7 | 1.98 | 2.0 | 2.57 | 0.1 | 1.18 | 2.29 | -1.19 | 1.27 | 2.21 | 1.58 | 2.07 | 9.45 | 1.44 | 0.69 | -0.48 | 3.09 | 1.44 | NA |
Yield(%) | N/A | 0.09 | 0.52 | 0.46 | 0.48 | 0.52 | N/A | N/A | 0.56 | 0.51 | 0.39 | 0.46 | 0.44 | 0.6 | 0.51 | 0.56 | 0.6 | 0.5 | 0.65 | 0.56 | 0.59 | 0.47 | 0.48 | 0.66 | 0.49 | 0.52 | 0.57 | 0.6 | 0.6 | 0.67 | 0.53 | 0.54 | 0.66 | 0.71 | 0.61 | 0.0 |
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 | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/1997
Strategies
Asset Allocation Strategy | Rebalance for Static Portfolios |