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Static Portfolio
50 To 70 Percent AAC Balanced Portfolio
50 To 70 Percent AAC Balanced Portfolio (Static Portfolio)
live (public) 0.68% April 26
Buy and Hold (Annually Rebalance)
Bonds P_46880 30.0%
Tactical P_73834 70.0%
Simulated from 01/02/2001
Holdings (As of 04/26/2024)
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Bonds | P_46880 (Schwab Total Return Bond) | 0.39% | 37.23% |
Tactical | P_73834 (P Composite Momentum Scoring Global Risk Assets) | 0.85% | 62.77% |
* Day change on 04/26/2024.
Performance (As of 04/26/2024)
Since 01/02/2001
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
50 To 70 Percent AAC Balanced Portfolio | 2.3% | -0.9% | -3.0% | 4.7% | 6.9% | 9.5% |
VFINX (Vanguard (S&P 500) Index) | 6.0% | 22.5% | 7.9% | 13.2% | 12.4% | 14.5% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.0% | 14.4% | 2.6% | 7.7% | 7.7% | 9.5% |
* 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(%) | 1.7 | 2.3 | -0.9 | -3.0 | 4.7 | 6.9 | 9.5 | 10.5 | 11.3 | -3.7 | -17.7 | 19.7 | 17.5 | 24.6 | -3.0 | 19.8 | 16.4 | -8.3 | 12.9 | 14.8 | 16.4 | 3.5 | 15.5 | 23.6 | -1.1 | 20.8 | 21.1 | 12.5 | 14.6 | 39.4 | 10.7 | 6.7 |
Sharpe Ratio | NA | 0.15 | -0.36 | -0.47 | 0.28 | 0.6 | NA | NA | 0.97 | -0.61 | -1.62 | 2.04 | 1.52 | 3.08 | -0.42 | 3.72 | 1.99 | -0.87 | 1.66 | 1.74 | 1.78 | 0.19 | 1.15 | 1.76 | -0.24 | 1.14 | 1.55 | 1.2 | 1.24 | 5.88 | 1.89 | 0.76 |
Draw Down(%) | NA | 3.8 | 15.8 | 28.3 | 28.3 | 28.3 | NA | NA | 28.3 | 15.8 | 18.7 | 5.4 | 10.7 | 2.6 | 11.9 | 1.7 | 5.0 | 14.5 | 4.8 | 8.9 | 6.8 | 14.3 | 10.9 | 5.6 | 8.4 | 11.6 | 15.4 | 6.7 | 16.0 | 2.4 | 2.4 | 5.0 |
Standard Deviation(%) | NA | 7.8 | 13.0 | 11.2 | 10.9 | 9.7 | NA | NA | 10.5 | 13.0 | 11.7 | 9.7 | 11.4 | 7.5 | 10.3 | 5.2 | 8.1 | 9.6 | 7.8 | 8.5 | 9.2 | 18.4 | 13.4 | 13.4 | 8.5 | 15.6 | 11.5 | 8.6 | 11.0 | 6.6 | 5.1 | 5.7 |
Treynor Ratio | NA | 0.02 | -0.07 | -0.13 | 0.12 | 0.18 | NA | NA | 0.41 | -0.16 | -0.54 | 0.33 | 1.59 | 0.48 | -0.08 | 0.34 | 0.45 | -0.18 | 0.21 | 0.21 | 0.25 | 0.05 | 0.33 | 1.43 | 0.43 | 0.21 | 0.21 | 0.19 | 0.28 | 6.65 | -1.04 | -0.76 |
Alpha | NA | -0.03 | -0.06 | -0.03 | 0.0 | 0.01 | NA | NA | 0.03 | -0.07 | -0.05 | 0.01 | 0.06 | 0.04 | 0.0 | 0.03 | 0.05 | -0.03 | 0.02 | -0.02 | 0.03 | 0.01 | 0.04 | 0.07 | -0.01 | 0.06 | 0.03 | 0.04 | 0.04 | 0.12 | 0.03 | 0.02 |
Beta | NA | 0.59 | 0.63 | 0.42 | 0.27 | 0.33 | NA | NA | 0.25 | 0.51 | 0.35 | 0.6 | 0.11 | 0.48 | 0.55 | 0.57 | 0.36 | 0.46 | 0.61 | 0.71 | 0.65 | 0.76 | 0.47 | 0.16 | -0.05 | 0.86 | 0.83 | 0.53 | 0.48 | 0.06 | -0.09 | -0.06 |
RSquared | NA | 0.76 | 0.34 | 0.43 | 0.28 | 0.36 | NA | NA | 0.22 | 0.28 | 0.52 | 0.65 | 0.11 | 0.63 | 0.82 | 0.54 | 0.33 | 0.55 | 0.79 | 0.85 | 0.83 | 0.93 | 0.39 | 0.11 | 0.05 | 0.78 | 0.53 | 0.4 | 0.24 | 0.02 | 0.23 | 0.05 |
Sortino Ratio | NA | 0.21 | -0.4 | -0.58 | 0.36 | 0.79 | NA | NA | 1.34 | -0.68 | -2.05 | 2.98 | 2.01 | 4.62 | -0.55 | 6.05 | 2.95 | -1.14 | 2.43 | 2.48 | 2.67 | 0.25 | 1.64 | 2.7 | -0.32 | 1.56 | 2.24 | 1.7 | 1.73 | 10.21 | 2.78 | 1.08 |
Yield(%) | 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 |
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 01/02/2001
Strategies
Asset Allocation Strategy | Rebalance for Static Portfolios |