Login Register

Strategy Research, Smart Money Intelligence, Fund Analysis

www.MyPlanIQ.com: Asset Allocation for 401(k), ETFs, Annuities, ...

P Beating the Dow with bonds_quarterly adjusted live

For a non-subscriber, the portfolio information is delayed 30 days or more.

Performance: From 01/01/1991 To 07/30/2010

	1991	1992	1993	1994	1995	1996	1997	1998	1999	2000	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010	1 Yr	3 Yr	5 Yr	Inception
Annualized Return (%)	16.7	1.48	21.96	-6.64	28.71	0.75	13.96	13.14	-8.72	19.79	4.33	28.7	4.11	2.13	2.17	4.93	2.47	-25.08	-18.18	2.89	-0.03	-14.1	-7.15	4.74
Sharpe Ratio (%)	170.22	-10.06	192.23	-104.93	302.2	-25.96	140.22	114.52	-139.12	210.22	19.4	204.56	175.05	64.65	-0.06	91.12	-3.62	-66.21	-78.36	25.93	-0.63	-54.81	-41.55	17.14

From 01/01/1991 To 07/30/2010

	1991	1992	1993	1994	1995	1996	1997	1998	1999	2000	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010	1 Yr	3 Yr	5 Yr	Inception
Annualized Return (%)	16.7	1.48	21.96	-6.64	28.71	0.75	13.96	13.14	-8.72	19.79	4.33	28.7	4.11	2.13	2.17	4.93	2.47	-25.08	-18.18	2.89	-0.03	-14.1	-7.15	4.74
Sharpe Ratio (%)	170.22	-10.06	192.23	-104.93	302.2	-25.96	140.22	114.52	-139.12	210.22	19.4	204.56	175.05	64.65	-0.06	91.12	-3.62	-66.21	-78.36	25.93	-0.63	-54.81	-41.55	17.14
Alpha(%)	0.07	0.02	0.09	-0.01	0.06	-0.02	0.07	0.1	-0.02	0.11	0.04	0.12	0.03	0.02	0.03	0.05	0	0.06	-0.11	0.02	-0.03	-0.03	-0.03	0
Beta	0.205	0.156	0.328	0.543	0.479	0.568	0.099	-0.095	0.14	-0.018	-0.09	0.04	-0.027	0.005	0.003	0.02	0.899	0.916	0.47	0.15	0.216	0.772	0.722	0.351
RSquare	0.148	0.029	0.072	0.342	0.206	0.399	0.058	0.05	0.087	0.003	0.035	0.006	0.054	0.001	0	0.012	0.896	0.914	0.303	0.078	0.076	0.697	0.651	0.243
Standard Deviation	0.076	0.09	0.103	0.091	0.082	0.106	0.074	0.086	0.086	0.075	0.103	0.135	0.019	0.018	0.017	0.018	0.152	0.393	0.233	0.109	0.186	0.279	0.217	0.133
Treynor Ratio	0.632	-0.058	0.607	-0.177	0.519	-0.048	1.053	-1.036	-0.855	-8.824	-0.223	6.878	-1.28	2.39	-0.004	0.829	-0.006	-0.284	-0.388	0.189	-0.005	-0.198	-0.125	0.065
Draw Down	0.037	0.066	0.058	0.124	0.046	0.107	0.049	0.067	0.099	0.056	0.095	0.083	0.015	0.019	0.01	0.006	0.098	0.418	0.27	0.07	0.15	0.471	0.471	0.471
Sortino Ratio	2.684	-0.122	3.897	-1.393	5.015	-0.345	2.126	1.675	-1.809	3.262	0.264	3.407	2.68	0.977	-0.001	1.746	-0.048	-0.886	-1.067	0.362	-0.009	-0.737	-0.559	0.237

Strategies:

Asset Allocation Srategy

Beating the Dow with Bonds

Rebalancing Strategy

STATIC check
parameters getParameter

Cash Flow Strategy

STATIC check
parameters

Asset Allocation Strategy

Beating the Dow with Bonds check
parameters getParameter

Asset Name

Asset Type

Strategy Name

Target Percentage

Actual Percentage

Total Amount

Securities

operation

Asset2switch

No Class

STATIC check
parameters parameters

100%

Current Securities

Holdings on 07/30/2010

Last Transaction Date		07/30/2010
Starting Date		01/01/1991
Original Amount		10,000
Benchmark		^GSPC
Symbol		P_3464

Historical Info
Monthly Holding Date:

Download to CSV Download to Folio CSV

Previous				Next

\|	\|	\|	\|	\|

Holdings

Transactions

© 2009 LTI Systems, Inc. | Home | About Us

Terms of Use | RSS Feed