Caution: this portfolio sometimes has frequent signals, resulting in many short term tradings. This is not feasible if you are just trading VWEHX, Vanguard High Yield Fund as it will cause too many frequent trades for VWEHX. You should use the signal to trade ETFs such as HYG or JNK.
To use ETF HYG as the underlying trading fund to avoid redemption restriction, please see P High Yield Bond Alpha VWEHX As Signal For HYG.
Historical Returns
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr Ar | 15Yr Ar | 20Yr Ar |
|---|---|---|---|---|---|---|---|
| P High Yield Bond Alpha VWEHX | -0.79% | 14.81% | 4.14% | 4.39% | 4.33% | 5.65% | 7.07% |
| VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | NA | 37.82% | 8.86% | 15.20% | 12.89% | 14.04% | 10.46% |
| VBINX (VANGUARD BALANCED INDEX FUND INVESTOR SHARES) | NA | 23.38% | 1.77% | 7.20% | 7.34% | 8.81% | 7.32% |
| Ticker/Portfolio | Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 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 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | 1979 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | P High Yield ...pha VWEHX | 0.17 | 14.81 | 4.14 | 4.39 | 4.33 | 5.65 | 7.07 | 7.31 | -0.79 | 7.60 | 9.63 | -4.00 | 3.32 | 5.13 | 11.65 | -0.28 | 3.87 | 10.97 | -1.49 | 4.59 | 5.68 | 13.32 | 3.49 | 10.80 | 35.76 | 9.07 | 6.18 | 7.51 | 3.69 | 6.03 | 11.73 | 7.21 | 9.44 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | -1.79 | 37.82 | 8.86 | 15.20 | 12.89 | 14.04 | 10.46 | 8.70 | NA | 24.84 | 26.12 | -18.24 | 28.53 | 18.74 | 31.33 | -4.55 | 21.66 | 11.83 | 1.23 | 13.52 | 32.17 | 15.82 | 1.96 | 14.91 | 26.52 | -37.02 | 5.39 | 15.64 | 4.77 | 10.74 | 28.50 | -22.17 | -12.03 | -9.05 | 21.08 | 28.62 | 33.18 | 22.87 | 37.45 | 1.18 | 10.15 | 8.24 | 32.05 | -3.33 | 28.37 | 14.92 | 3.97 | 9.30 | 22.60 | 3.67 | 17.07 | 19.25 | -8.55 | 27.89 | -2.07 | |
| VBINX (VANGUA...R SHARES) | -1.15 | 23.38 | 1.77 | 7.20 | 7.34 | 8.81 | 7.32 | 6.88 | NA | 10.42 | 14.70 | -17.67 | 12.02 | 15.05 | 21.67 | -2.97 | 13.75 | 8.64 | 0.36 | 9.81 | 17.96 | 11.33 | 4.14 | 13.13 | 20.09 | -22.21 | 6.17 | 11.03 | 4.65 | 10.58 | 19.86 | -9.55 | -3.03 | -0.32 | 15.30 | 19.18 | 21.05 | 12.97 | 28.14 | -1.55 | 11.55 | 3.69 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Sharpe Ratio | P High Yield ...pha VWEHX | NA | 92.98 | 17.44 | 37.69 | 79.37 | NA | NA | 183.71 | -22.68 | 35.87 | 106.12 | -94.99 | 180.25 | 85.45 | 385.80 | -77.94 | 145.97 | 279.32 | -70.06 | 224.22 | 265.92 | 478.74 | 120.86 | 325.22 | 643.39 | 264.42 | 141.01 | 197.81 | 76.56 | 182.86 | 401.09 | 233.10 | 252.17 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | 167.32 | 35.29 | 54.59 | 66.14 | NA | NA | 45.80 | 313.57 | 144.05 | 168.50 | -81.42 | 217.48 | 53.11 | 239.69 | -34.37 | 316.32 | 88.64 | 7.76 | 118.55 | 290.33 | 124.85 | 8.24 | 82.04 | 97.09 | -92.28 | 15.05 | 123.84 | 25.29 | 88.29 | 163.16 | -89.66 | -67.65 | -59.22 | 98.26 | 123.57 | 162.11 | 163.05 | 432.60 | -17.93 | 91.08 | 58.43 | 191.72 | -53.33 | 173.14 | 59.74 | -0.19 | 30.84 | 149.03 | -23.73 | 80.36 | 64.68 | -126.79 | 119.12 | -383.89 | |
| VBINX (VANGUA...R SHARES) | NA | 71.05 | -11.97 | 25.17 | 50.51 | NA | NA | 57.90 | 271.94 | 41.44 | 111.33 | -119.10 | 142.11 | 71.50 | 285.34 | -43.90 | 329.21 | 107.95 | 3.85 | 147.07 | 261.51 | 154.65 | 30.31 | 123.20 | 121.00 | -98.17 | 34.78 | 117.15 | 38.04 | 137.91 | 204.46 | -76.83 | -43.65 | -30.73 | 108.09 | 137.09 | 174.84 | 120.29 | 454.07 | -66.00 | 157.21 | 574.16 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Standard Deviation(%) | P High Yield ...pha VWEHX | NA | 2.60 | 4.65 | 4.51 | 3.71 | NA | NA | 3.29 | 0.05 | 2.81 | 5.07 | 5.67 | 1.83 | 5.73 | 2.65 | 2.05 | 2.22 | 3.86 | 2.17 | 2.04 | 2.12 | 2.77 | 2.87 | 3.29 | 5.54 | 3.08 | 2.26 | 2.14 | 1.99 | 2.78 | 2.75 | 2.62 | 2.83 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | 12.89 | 17.52 | 21.47 | 17.88 | NA | NA | 18.02 | 15.57 | 12.67 | 13.09 | 24.19 | 13.11 | 34.69 | 12.48 | 17.11 | 6.68 | 13.11 | 15.51 | 11.39 | 11.07 | 12.74 | 23.36 | 18.07 | 27.22 | 40.99 | 16.02 | 10.04 | 10.29 | 11.10 | 17.04 | 25.96 | 21.55 | 22.20 | 18.17 | 20.48 | 18.21 | 11.77 | 7.77 | 9.92 | 8.83 | 9.93 | 14.69 | 16.06 | 13.09 | 17.07 | 33.80 | 16.55 | 11.67 | 12.80 | 13.62 | 18.09 | 14.61 | 16.53 | 23.80 | |
| VBINX (VANGUA...R SHARES) | NA | 9.35 | 12.04 | 13.68 | 11.10 | NA | NA | 10.99 | 10.99 | 9.23 | 9.47 | 16.06 | 8.44 | 20.63 | 7.10 | 9.80 | 4.00 | 7.81 | 8.67 | 6.66 | 6.86 | 7.35 | 13.57 | 10.59 | 16.52 | 23.49 | 9.17 | 6.65 | 6.52 | 6.99 | 9.38 | 13.87 | 12.48 | 14.34 | 11.17 | 11.57 | 9.98 | 7.81 | 5.35 | 6.83 | 6.00 | 4.65 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Draw Down(%) | P High Yield ...pha VWEHX | NA | 1.61 | 7.96 | 9.46 | 9.46 | NA | NA | 9.46 | 0.00 | 1.61 | 4.46 | 9.46 | 0.98 | 7.37 | 0.81 | 2.03 | 1.81 | 2.26 | 3.98 | 1.31 | 1.92 | 1.36 | 2.97 | 2.06 | 3.31 | 1.37 | 1.89 | 1.40 | 1.36 | 3.70 | 1.76 | 1.55 | 2.04 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | 8.45 | 22.46 | 33.83 | 33.83 | NA | NA | 55.25 | 2.46 | 8.45 | 9.97 | 24.59 | 5.14 | 33.83 | 6.63 | 19.40 | 2.60 | 10.29 | 12.05 | 7.30 | 5.59 | 9.60 | 18.71 | 15.66 | 27.17 | 47.73 | 9.88 | 7.47 | 7.01 | 7.47 | 13.79 | 33.02 | 29.18 | 16.55 | 11.81 | 19.20 | 10.79 | 7.45 | 2.50 | 8.48 | 4.84 | 5.63 | 5.57 | 19.19 | 7.35 | 7.24 | 33.08 | 11.63 | 7.51 | 10.58 | 7.02 | 13.21 | 15.61 | 16.03 | 2.40 | |
| VBINX (VANGUA...R SHARES) | NA | 7.08 | 19.80 | 23.05 | 23.05 | NA | NA | 35.97 | 1.82 | 6.25 | 8.27 | 21.71 | 3.67 | 22.78 | 3.26 | 11.95 | 1.35 | 5.99 | 7.27 | 4.07 | 4.70 | 5.28 | 10.87 | 8.83 | 17.50 | 31.87 | 5.50 | 4.77 | 4.03 | 4.98 | 7.07 | 18.14 | 15.94 | 9.94 | 7.19 | 12.20 | 6.83 | 5.51 | 1.82 | 7.21 | 2.78 | 0.87 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Yield(%) | P High Yield ...pha VWEHX | NA | 6.05 | 4.39 | 4.11 | 3.77 | NA | NA | 4.60 | NA | 2.74 | 5.20 | 2.89 | 3.15 | 3.58 | 4.54 | 3.33 | 3.37 | 4.48 | 2.30 | 3.78 | 3.95 | 5.59 | 3.60 | 5.32 | 8.27 | 3.58 | 4.77 | 5.44 | 4.46 | 6.29 | 4.89 | 4.38 | 5.85 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| VBINX (VANGUA...R SHARES) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
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Rolling Returns
From 12/31/2000 to 01/21/2025, the worst annualized return of 3-year rolling returns is 0.51%.
From 12/31/2000 to 01/21/2025, the worst annualized return of 5-year rolling returns is 2%.
From 12/31/2000 to 01/21/2025, the worst annualized return of 10-year rolling returns is 3.53%.