The reason we chose the above assets is because their representative indices (or index funds) have longest history. Bear in mind that REITs (VGSIX) only started in 1996. It can certainly help (to improve the performance) if it had older history.
1. Overall Performance Comparison
The following shows how the portfolio has performed, compared with S&P 500 (using Vanguard 500 VFINX) and Vanguard Balanced Index fund (VBINX)
Portfolio Performance Comparison (as of 12/07/2012)
| Ticker/Portfolio Name | Since Inception | YTD Return** | 1Yr AR | 1Yr Sharpe | 3Yr AR | 3Yr Sharpe | 5Yr AR | 5Yr Sharpe | 10Yr AR | 10Yr Sharpe |
|---|---|---|---|---|---|---|---|---|---|---|
| VFINX (3/30/2987) | 8.7% | 15.0% | 14.9% | 110.9% | 10.9% | 58.5% | 1.0% | 2.6% | 6.5% | 25.7% |
| VBINX (6/20/1996) | 6.9% | 10.8% | 10.9% | 140.3% | 9.3% | 85.8% | 3.7% | 22.4% | 6.8% | 46.4% |
| P Relative Strength Trend Following Six Assets (6/28/1991) | 11.4% | 9.6% | 6.1% | 63.9% | 8.0% | 56.4% | 6.2% | 43.5% | 11.6% | 80.6% |
*: NOT annualized
**YTD: Year to Date
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Diversified Asset Allocation Portfolios For Your Plans
