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David Swensen Six ETF Asset Individual Investor Plan
David Swensen Six ETF Asset Individual Investor Plan Asset Allocation Composite Moderate
David Swensen Six ETF Asset Individual Investor Plan Asset Allocation Composite Moderate
live (public) 0.15% May 16
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
US Equity | VTI (Vanguard Total Stock Market Index Fund ETF Shares) | 0.07% | Vanguard Total Stock Market ETF | 21.37% |
CASH | CASH (CASH) | 0.0% | Money Market | 39.29% |
Real Estate | VNQ (Vanguard Real Estate Index Fund ETF Shares) | 0.71% | Vanguard REIT Index ETF | 9.59% |
Emerging Market Equity | VWO (Vanguard FTSE Emerging Markets Index Fund ETF Shares) | 0.34% | Vanguard Emerging Markets Stock ETF | 8.56% |
International Equity | VEA (Vanguard FTSE Developed Markets Index Fund ETF Shares) | 0.20% | Vanguard MSCI EAFE ETF | 21.19% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/16/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
David Swensen Six ETF Asset Individual Investor Plan Asset Allocation Composite Moderate | 5.0% | 13.7% | 0.9% | 5.1% | 3.9% | 5.0% |
VFINX (Vanguard (S&P 500) Index) | 11.7% | 29.3% | 9.9% | 15.0% | 12.9% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 17.4% | 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 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(%) | 1.1 | 5.0 | 13.7 | 0.9 | 5.1 | 3.9 | 5.0 | 5.1 | 5.0 | 12.8 | -17.4 | 11.6 | 9.7 | 14.0 | -5.5 | 13.1 | 3.9 | -5.0 | 4.2 | 10.7 | 10.7 | -2.7 | 2.1 | 14.1 | -2.4 | 5.1 | 12.1 | 4.7 | 8.0 | 15.1 | -1.6 | 2.3 |
Sharpe Ratio | NA | 0.53 | 1.36 | -0.16 | 0.4 | 0.35 | NA | NA | 0.48 | 1.08 | -1.69 | 1.54 | 1.01 | 2.0 | -0.8 | 2.99 | 0.53 | -0.63 | 0.63 | 1.41 | 1.22 | -0.17 | 0.19 | 1.36 | -0.75 | 0.18 | 1.4 | 0.4 | 1.05 | 2.2 | -0.96 | 0.01 |
Draw Down(%) | NA | 3.1 | 7.0 | 18.1 | 18.1 | 18.1 | NA | NA | 18.1 | 7.0 | 18.1 | 3.4 | 6.8 | 3.6 | 11.1 | 1.3 | 3.9 | 10.5 | 5.3 | 6.4 | 7.4 | 14.6 | 9.0 | 5.3 | 6.3 | 7.1 | 4.4 | 4.2 | 5.1 | 2.5 | 3.4 | 0.0 |
Standard Deviation(%) | NA | 6.8 | 7.3 | 8.8 | 8.6 | 7.9 | NA | NA | 8.2 | 7.9 | 11.2 | 7.5 | 9.4 | 6.3 | 8.6 | 4.2 | 7.1 | 8.0 | 6.6 | 7.6 | 8.7 | 15.8 | 10.4 | 10.3 | 4.4 | 11.4 | 6.3 | 6.2 | 6.7 | 6.6 | 2.8 | 0.0 |
Treynor Ratio | NA | 0.07 | 0.18 | -0.03 | 0.12 | 0.08 | NA | NA | 0.15 | 0.16 | -0.48 | 0.22 | 0.77 | 0.27 | -0.14 | 0.23 | 0.1 | -0.12 | 0.08 | 0.17 | 0.16 | -0.04 | 0.05 | 0.79 | -1.89 | 0.03 | 0.15 | 0.04 | 0.12 | 0.59 | -1.41 | -0.03 |
Alpha | NA | -0.01 | -0.01 | -0.02 | 0.0 | 0.0 | NA | NA | 0.01 | -0.01 | -0.05 | -0.01 | 0.03 | 0.0 | -0.01 | 0.01 | 0.0 | -0.02 | -0.01 | -0.03 | 0.01 | -0.01 | -0.01 | 0.04 | -0.01 | 0.01 | 0.01 | 0.01 | 0.01 | 0.03 | -0.01 | 0.0 |
Beta | NA | 0.51 | 0.56 | 0.44 | 0.28 | 0.33 | NA | NA | 0.27 | 0.55 | 0.39 | 0.53 | 0.12 | 0.47 | 0.48 | 0.54 | 0.36 | 0.43 | 0.54 | 0.64 | 0.65 | 0.67 | 0.43 | 0.18 | 0.02 | 0.69 | 0.6 | 0.59 | 0.59 | 0.24 | 0.02 | 0.0 |
RSquared | NA | 0.77 | 0.79 | 0.76 | 0.48 | 0.55 | NA | NA | 0.41 | 0.83 | 0.73 | 0.86 | 0.21 | 0.88 | 0.91 | 0.74 | 0.46 | 0.71 | 0.87 | 0.88 | 0.91 | 0.96 | 0.55 | 0.22 | 0.03 | 0.95 | 0.93 | 0.96 | 0.96 | 0.4 | 0.03 | 0.0 |
Sortino Ratio | NA | 0.76 | 2.04 | -0.21 | 0.55 | 0.48 | NA | NA | 0.66 | 1.61 | -2.16 | 2.21 | 1.33 | 2.84 | -1.02 | 4.8 | 0.7 | -0.84 | 0.88 | 2.02 | 1.84 | -0.23 | 0.27 | 1.93 | -0.97 | 0.25 | 2.1 | 0.57 | 1.5 | 3.44 | -1.2 | NA |
Yield(%) | N/A | 1.11 | 3.71 | 2.73 | 2.33 | 2.05 | N/A | N/A | 1.86 | 3.61 | 2.09 | 1.56 | 1.3 | 2.55 | 2.15 | 2.01 | 1.6 | 1.22 | 1.81 | 1.73 | 1.8 | 1.57 | 1.1 | 1.54 | 0.81 | 2.61 | 2.74 | 1.95 | 1.45 | 1.17 | 1.03 | 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 David Swensen Six ETF Asset Individual Investor Plan