Using total return bond fund portfolio P_46880 (Schwab Total Return Bond) as cash. See portfolio P Shiller Cyclically Adjusted PE 10 SO SU Stock Market Timing Strategy Weekly that uses cash. Equity fund is S&P 500 (SPY).
If CAPE10 > 1.5, sell SPY and buy P_46880 (Schwab Total Return Bond)
Else if CAPE10 < 0.83, sell P_46880 (Schwab Total Return Bond) and buy SPY
Also see newsletter April 13, 2015: Total Return Bond Funds As Smart Cash for the discussion on using total return bond fund portfolio as cash substitute.
Historical Returns
The return data shown below all delayed by 3 months. Their latest dates are all the same: 08/31/2021.
AR inception is since 07/01/2001.
AR inception is since 07/01/2001.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|
| P Shiller Cyclically Adjusted PE 10 SO SU Stock Market Timing Strategy Weekly Total Return Bond Funds As Cash | NA | 7.81% | 8.25% | 6.38% | 9.02% | 10.46% | 10.65% |
| VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | NA | 31.33% | 18.08% | 17.96% | 16.22% | 10.80% | 9.20% |
| VBINX (VANGUARD BALANCED INDEX FUND INVESTOR SHARES) | NA | 17.59% | 12.62% | 11.69% | 10.77% | 8.42% | 7.78% |
| 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 Shiller Cyc...s As Cash | 0.33 | 7.81 | 8.25 | 6.38 | 9.02 | 10.46 | 10.65 | 10.81 | NA | NA | NA | NA | 3.61 | 10.21 | 10.46 | -0.83 | 8.56 | 7.47 | -1.34 | 5.25 | 28.98 | 15.99 | 1.89 | 15.06 | 49.95 | -1.67 | 8.69 | 11.00 | 4.01 | 7.60 | 28.84 | 8.25 | 4.93 | 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) | 0.84 | 31.33 | 18.08 | 17.96 | 16.22 | 10.80 | 9.20 | 8.73 | 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) | 0.60 | 17.59 | 12.62 | 11.69 | 10.77 | 8.42 | 7.78 | 7.58 | 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 Shiller Cyc...s As Cash | NA | 203.31 | 178.71 | 159.51 | 120.95 | NA | NA | 99.32 | NA | NA | NA | NA | 98.68 | 190.91 | 237.84 | -122.42 | 319.67 | 202.15 | -41.61 | 174.11 | 269.66 | 125.24 | 8.04 | 83.45 | 215.80 | -36.42 | 130.34 | 223.42 | 58.96 | 94.15 | 530.19 | 173.18 | 75.95 | 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 | 31.69 | 45.85 | 76.08 | 60.69 | NA | NA | 44.79 | -127.73 | 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 | -22.08 | 1.88 | 41.47 | 45.65 | NA | NA | 56.54 | -115.34 | 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 Shiller Cyc...s As Cash | NA | 3.50 | 4.20 | 3.61 | 6.79 | NA | NA | 9.82 | NA | NA | NA | NA | 3.63 | 5.22 | 3.81 | 1.75 | 2.48 | 3.59 | 3.29 | 3.01 | 10.73 | 12.73 | 23.10 | 17.94 | 23.10 | 7.13 | 4.37 | 3.46 | 3.12 | 7.07 | 5.31 | 4.12 | 5.37 | 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 | 13.73 | 17.13 | 19.68 | 17.93 | NA | NA | 18.02 | 16.47 | 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 | 9.66 | 11.79 | 12.74 | 11.13 | NA | NA | 10.98 | 10.28 | 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 Shiller Cyc...s As Cash | NA | 2.22 | 7.82 | 7.82 | 9.69 | NA | NA | 18.61 | NA | NA | NA | NA | 2.22 | 7.82 | 2.37 | 1.75 | 0.93 | 3.38 | 3.64 | 3.49 | 5.55 | 9.69 | 18.61 | 15.70 | 12.57 | 7.29 | 3.09 | 2.91 | 2.81 | 7.56 | 6.18 | 5.11 | 4.14 | 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 | 10.05 | 22.14 | 24.59 | 33.83 | NA | NA | 55.25 | 10.05 | 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 | 9.07 | 17.70 | 23.05 | 23.05 | NA | NA | 35.97 | 5.98 | 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 Shiller Cyc...s As Cash | NA | 0.00 | 0.00 | 0.00 | 0.47 | NA | NA | 0.55 | NA | NA | NA | NA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.63 | 2.45 | 2.04 | 2.01 | 2.91 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 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 07/01/2001 to 11/04/2021, the worst annualized return of 3-year rolling returns is 3.08%.
From 07/01/2001 to 11/04/2021, the worst annualized return of 5-year rolling returns is 3.35%.
From 07/01/2001 to 11/04/2021, the worst annualized return of 10-year rolling returns is 7.76%.