P Diversified Timing On Endowment Asset Allocation Model SMA 10 Months live
For a non-subscriber, the portfolio information is delayed 30 days or more.
Performance:
From 12/31/1998 To 07/30/2010
|
|
1998
|
1999
|
2000
|
2001
|
2002
|
2003
|
2004
|
2005
|
2006
|
2007
|
2008
|
2009
|
2010
|
1 Yr
|
3 Yr
|
5 Yr
|
Inception
|
|
Annualized Return (%)
|
0
|
15.15
|
13.16
|
-9.36
|
1.95
|
26.47
|
17.76
|
13.18
|
13.2
|
8.71
|
-29.93
|
18.17
|
4.63
|
42.96
|
-3.23
|
3.04
|
7
|
|
Sharpe Ratio (%)
|
NA
|
161.44
|
105.28
|
-123.92
|
8.32
|
321.36
|
138.18
|
122.77
|
114.13
|
45.61
|
-111.07
|
70.3
|
29.17
|
220.29
|
-18.59
|
6.53
|
35.23
|
Strategies:
| Asset Name |
Asset Type |
Strategy Name |
Target Percentage |
Actual Percentage |
Total Amount |
Securities |
operation |
|
us
|
No Class
|
STATIC
check
parameters
parameters
[ x ]
Fill the Asset Strategy Parameters
No Parameter with this strategy!
|
100%
|
|
|
Current Securities
|
|
| Symbol |
share nunbers |
price |
is reinvested |
Amount |
Percent in Asset(%) |
Percent in Portfolio(%) |
operation |
|
VFINX
|
404.43
|
101.55
|
Yes
|
41,069.831
|
|
|
|
|
|
inter
|
No Class
|
STATIC
check
parameters
parameters
[ x ]
Fill the Asset Strategy Parameters
No Parameter with this strategy!
|
100%
|
|
|
Current Securities
|
|
| Symbol |
share nunbers |
price |
is reinvested |
Amount |
Percent in Asset(%) |
Percent in Portfolio(%) |
operation |
|
VGTSX
|
2,869.921
|
13.99
|
Yes
|
40,150.197
|
|
|
|
|
|
nareit
|
No Class
|
STATIC
check
parameters
parameters
[ x ]
Fill the Asset Strategy Parameters
No Parameter with this strategy!
|
100%
|
|
|
Current Securities
|
|
| Symbol |
share nunbers |
price |
is reinvested |
Amount |
Percent in Asset(%) |
Percent in Portfolio(%) |
operation |
|
VGSIX
|
2,806.79
|
16.92
|
Yes
|
47,490.882
|
|
|
|
|
|
commodity
|
No Class
|
STATIC
check
parameters
parameters
[ x ]
Fill the Asset Strategy Parameters
No Parameter with this strategy!
|
100%
|
|
|
Current Securities
|
|
| Symbol |
share nunbers |
price |
is reinvested |
Amount |
Percent in Asset(%) |
Percent in Portfolio(%) |
operation |
|
QRAAX
|
12,092.27
|
3.21
|
Yes
|
38,816.187
|
|
|
|
|
|
bonds
|
No Class
|
STATIC
check
parameters
parameters
[ x ]
Fill the Asset Strategy Parameters
No Parameter with this strategy!
|
100%
|
|
|
Current Securities
|
|
| Symbol |
share nunbers |
price |
is reinvested |
Amount |
Percent in Asset(%) |
Percent in Portfolio(%) |
operation |
|
VUSTX
|
3,853.045
|
11.99
|
Yes
|
46,198.012
|
|
|
|
|
Holdings on 07/30/2010
|
| Last Transaction Date |
| 12/31/2009 |
|
| Starting Date |
| 12/31/1998 |
|
| Original Amount |
| 100,000 |
|
| Benchmark |
| ^GSPC |
|
| Symbol |
| P_3202 |
|
|
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