Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
Advanced Investors
Advanced Strategies
P Composite Momentum Scoring Global Risk Assets With Nasdaq 100
P Composite Momentum Scoring Global Risk Assets With Nasdaq 100
live (public) 0.20% May 16
Use MPIQ Comp Indicator to decide equity exposure and use momentum for fund selection.
Delayed
Holdings (As of 03/28/2024)
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 | QQQ (Invesco QQQ Trust) | 0.18% | 50.00% |
Asset1 | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 0.11% | 50.00% |
* Day change on 03/28/2024.
Performance (As of 05/16/2024)
Since 12/31/1996
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Composite Momentum Scoring Global Risk Assets With Nasdaq 100 | 7.0% | 27.6% | 5.4% | 11.1% | 10.9% | 13.1% |
VFINX (Vanguard (S&P 500) Index) | 11.6% | 30.7% | 9.8% | 15.0% | 12.8% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 18.2% | 3.8% | 8.6% | 7.9% | 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 12/31/1996 |
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(%) | 2.1 | 7.0 | 27.6 | 5.4 | 11.1 | 10.9 | 13.1 | 14.2 | 13.5 | 21.3 | -24.0 | 26.6 | 22.8 | 25.3 | -3.8 | 27.8 | 9.7 | -3.6 | 14.1 | 26.6 | 18.9 | 2.0 | 16.3 | 23.3 | -2.7 | 26.7 | 25.1 | 15.7 | 11.9 | 41.3 | 11.4 | 7.6 | -15.7 | 39.4 | 5.5 | 21.6 | 0.0 |
Sharpe Ratio | NA | 0.4 | 1.74 | 0.21 | 0.61 | 0.68 | NA | NA | 0.8 | 1.32 | -1.44 | 1.72 | 1.22 | 2.07 | -0.28 | 3.37 | 0.92 | -0.25 | 1.13 | 2.41 | 1.45 | 0.08 | 0.91 | 1.21 | -0.33 | 1.16 | 1.41 | 1.17 | 0.75 | 3.24 | 1.71 | 0.8 | -0.74 | 2.81 | 0.16 | 1.48 | NA |
Draw Down(%) | NA | 6.1 | 9.9 | 28.2 | 28.2 | 28.2 | NA | NA | 28.2 | 9.9 | 25.2 | 9.9 | 13.3 | 8.6 | 19.4 | 3.1 | 7.4 | 15.3 | 10.8 | 9.6 | 10.0 | 19.1 | 12.4 | 8.8 | 13.7 | 13.3 | 20.7 | 8.7 | 19.9 | 4.6 | 3.3 | 5.4 | 24.6 | 8.7 | 18.9 | 8.6 | 0.0 |
Standard Deviation(%) | NA | 14.0 | 13.7 | 14.7 | 15.6 | 14.4 | NA | NA | 15.2 | 12.9 | 17.6 | 15.5 | 18.4 | 11.5 | 18.2 | 8.0 | 10.4 | 14.4 | 12.5 | 11.0 | 13.0 | 25.1 | 17.9 | 19.2 | 10.9 | 20.5 | 15.5 | 11.6 | 14.7 | 12.5 | 6.0 | 6.6 | 26.6 | 12.9 | 13.6 | 12.2 | NA |
Treynor Ratio | NA | 0.05 | 0.21 | 0.05 | 0.21 | 0.28 | NA | NA | 0.95 | 0.2 | -0.46 | 0.26 | 1.19 | 0.3 | -0.4 | -1.85 | -1.88 | -0.41 | 7.96 | -4.93 | 22.19 | -0.18 | -3.89 | 82.66 | -1.29 | -2.86 | 0.75 | 0.82 | 0.41 | -76.11 | -8.24 | -13.51 | -2.36 | 1.49 | 0.21 | 2.04 | NA |
Alpha | NA | -0.06 | -0.02 | -0.01 | 0.01 | 0.02 | NA | NA | 0.04 | 0.0 | -0.07 | -0.01 | 0.07 | 0.0 | -0.01 | 0.11 | 0.04 | -0.01 | 0.05 | 0.1 | 0.07 | 0.02 | 0.07 | 0.09 | -0.01 | 0.09 | 0.07 | 0.05 | 0.03 | 0.14 | 0.04 | 0.02 | -0.07 | 0.11 | 0.0 | 0.06 | NA |
Beta | NA | 1.17 | 1.14 | 0.68 | 0.45 | 0.35 | NA | NA | 0.13 | 0.84 | 0.56 | 1.03 | 0.19 | 0.8 | 0.13 | -0.15 | -0.05 | 0.09 | 0.02 | -0.05 | 0.01 | -0.11 | -0.04 | 0.0 | 0.03 | -0.08 | 0.29 | 0.16 | 0.26 | -0.01 | -0.01 | 0.0 | 0.08 | 0.24 | 0.1 | 0.09 | NA |
RSquared | NA | 0.94 | 0.94 | 0.64 | 0.38 | 0.19 | NA | NA | 0.03 | 0.73 | 0.59 | 0.76 | 0.13 | 0.75 | 0.01 | 0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.04 | 0.02 | 0.04 | 0.0 | 0.0 | 0.0 | 0.0 | 0.12 | 0.02 | 0.02 | NA |
Sortino Ratio | NA | 0.6 | 2.6 | 0.29 | 0.82 | 0.93 | NA | NA | 1.1 | 1.94 | -1.82 | 2.5 | 1.58 | 2.93 | -0.37 | 5.03 | 1.27 | -0.34 | 1.59 | 3.5 | 2.15 | 0.11 | 1.29 | 1.79 | -0.42 | 1.59 | 2.02 | 1.66 | 1.02 | 5.37 | 2.5 | 1.15 | -1.01 | 4.31 | 0.21 | 2.07 | NA |
Yield(%) | N/A | 0.38 | 1.82 | 2.3 | 1.97 | 2.16 | N/A | N/A | 2.81 | 1.9 | 2.54 | 1.71 | 1.33 | 2.52 | 1.66 | 2.18 | 2.69 | 1.8 | 3.58 | 1.95 | 2.76 | 1.81 | 1.94 | 4.35 | 5.04 | 3.02 | 2.65 | 3.18 | 1.95 | 4.93 | 6.12 | 5.86 | 1.18 | 2.99 | 2.61 | 1.3 | 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 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/1996
Strategies
Asset Strategy | Composite Momentum Scoring |