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Strategy Research, Smart Money Intelligence, Fund Analysiswww.MyPlanIQ.com: Asset Allocation for 401(k), ETFs, Annuities, ... |
P S and P Diversified Trend Indicators live
For a non-subscriber, the portfolio information is delayed 30 days or more.
Performance:
From 10/01/2007 To 05/28/2010
| 2007 | 2008 | 2009 | 2010 | 1 Yr | Inception | |
| Annualized Return (%) | 9.1 | 20.19 | -0.93 | -5.23 | -1.73 | 9.87 |
| Sharpe Ratio (%) | 86.8 | 151.44 | -10.56 | -83.29 | -20.62 | 85.11 |
From 10/01/2007 To 05/28/2010
| 2007 | 2008 | 2009 | 2010 | 1 Yr | Inception | |
| Annualized Return (%) | 9.1 | 20.19 | -0.93 | -5.23 | -1.73 | 9.87 |
| Sharpe Ratio (%) | 86.8 | 151.44 | -10.56 | -83.29 | -20.62 | 85.11 |
| Alpha(%) | 0.03 | 0.05 | 0.01 | 0.01 | 0.01 | 0.03 |
| Beta | 1.076 | 0.889 | 0.808 | 0.74 | 0.772 | 0.864 |
| RSquare | 0.788 | 0.793 | 0.725 | 0.597 | 0.663 | 0.758 |
| Standard Deviation | 0.098 | 0.127 | 0.097 | 0.063 | 0.088 | 0.108 |
| Treynor Ratio | 0.079 | 0.217 | -0.013 | -0.071 | -0.023 | 0.107 |
| Draw Down | 0.024 | 0.07 | 0.061 | 0.066 | 0.07 | 0.101 |
| Sortino Ratio | 1.346 | 2.232 | -0.15 | -1.115 | -0.288 | 1.241 |
Strategies:
| Asset Allocation Srategy | S and P Diversified Trend Indicators |
| Rebalancing Strategy | STATIC
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parameters getParameter |
| Cash Flow Strategy | STATIC
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parameters |
| Asset Allocation Strategy |
S and P Diversified Trend Indicators
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parameters getParameter |
| Asset Name | Asset Type | Strategy Name | Target Percentage | Actual Percentage | Total Amount | Securities | operation | ||||||||||||||||
| Industrial metal | No Class |
STATIC
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parameters parameters |
100% | Current Securities | |||||||||||||||||||
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| Precious metal | No Class |
STATIC
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100% | Current Securities | |||||||||||||||||||
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| Agriculture | No Class |
STATIC
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100% | Current Securities | |||||||||||||||||||
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| Euro | No Class |
STATIC
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parameters parameters |
100% | Current Securities | |||||||||||||||||||
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| Japanese Yen | No Class |
STATIC
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parameters parameters |
100% | Current Securities | |||||||||||||||||||
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| British Pound | No Class |
STATIC
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parameters parameters |
100% | Current Securities | |||||||||||||||||||
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| Swiss Franc | No Class |
STATIC
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parameters parameters |
100% | Current Securities | |||||||||||||||||||
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| Australian Dollar | No Class |
STATIC
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parameters parameters |
100% | Current Securities | |||||||||||||||||||
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| Canadian Dollar | No Class |
STATIC
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parameters parameters |
100% | Current Securities | |||||||||||||||||||
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| U.S treasury bond | No Class |
STATIC
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parameters parameters |
100% | Current Securities | |||||||||||||||||||
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| U.S treasury note | No Class |
STATIC
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parameters parameters |
100% | Current Securities | |||||||||||||||||||
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Holdings on 05/28/2010
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