P Guru Asset Allocation Clone with Diversified Bonds

Strategy Research, Smart Money Intelligence, Fund Analysis

P Guru Asset Allocation Clone with Diversified Bonds live

As an unregistered or not premiums user, the portfolio information is delayed 30 days or more.

This strategy uses BEGBX to represent international bond. In ETF world, BWX could be a good replacement for this.

Performance: From 7/30/01 To 12/31/09

	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010	1 Yr	3 Yr	5 Yr	Inception
Annualized Return (%)	0.78	1.74	26.94	12.9	9.11	14.49	22.6	-12.95	23.01	-4.27	23.01	9.5	10.4	11.03
Sharpe Ratio (%)	1.59	13.23	360.41	163.78	95.49	98.88	160.73	-145.15	286.42	-32.14	286.42	80.8	86.26	109.18

From 7/30/01 To 12/31/09

	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010	1 Yr	3 Yr	5 Yr	Inception
Annualized Return (%)	0.78	1.74	26.94	12.9	9.11	14.49	22.6	-12.95	23.01	-4.27	23.01	9.5	10.4	11.03
Sharpe Ratio (%)	1.59	13.23	360.41	163.78	95.49	98.88	160.73	-145.15	286.42	-32.14	286.42	80.8	86.26	109.18
Alpha(%)	0.02	0.02	0.08	0.04	0.04	0.02	0.08	-0.03	0.07	-0.04	0.07	0.04	0.03	0.04
Beta	0.302	0.075	0.215	0.513	0.53	0.782	0.605	0.092	0.159	0.651	0.159	0.16	0.195	0.191
RSquare	0.749	0.161	0.254	0.609	0.563	0.48	0.633	0.154	0.295	0.853	0.295	0.227	0.228	0.239
Standard Deviation	0.071	0.049	0.073	0.073	0.073	0.113	0.122	0.096	0.08	0.133	0.08	0.101	0.099	0.087
Treynor Ratio	0.004	0.086	1.22	0.233	0.131	0.143	0.323	-1.513	1.44	-0.066	1.44	0.508	0.435	0.497
Draw Down	0.066	0.052	0.026	0.085	0.059	0.165	0.094	0.212	0.041	0.069	0.041	0.212	0.212	0.212
Sortino Ratio	0.021	0.206	6.071	2.366	1.415	1.358	2.249	-1.909	4.483	-0.372	4.483	1.138	1.213	1.563

Strategies:

Asset Allocation Srategy

Guru Asset Allocation Clone

Rebalancing Strategy

STATIC check
parameters getParameter

Cash Flow Strategy

STATIC check
parameters

Asset Allocation Strategy

Guru Asset Allocation Clone check
parameters getParameter

Asset Name

Asset Type

Strategy Name

Target Percentage

Actual Percentage

Total Amount

Securities

operation

Fund_Clone

HYBRID ASSETS

STATIC check
parameters parameters

100%

24,100.89

Current Securities

Symbol	share nunbers	price	is reinvested	Amount	Percent in Asset(%)	Percent in Portfolio(%)	operation
VFINX	40.493	102.67	Yes	4,157.403
VGTSX	249.539	14.41	Yes	3,595.853
VGSIX	27.934	14.84	Yes	414.535
VEIEX	265.38	25.91	Yes	6,875.984
VFISX	97.797	10.72	Yes	1,048.389
VFITX	0	11.09	Yes	0	NA	NA
VUSTX	0	10.9	Yes	0	NA	NA
VFSTX	426.829	10.59	Yes	4,520.122
VFICX	0	9.62	Yes	0	NA	NA
VWESX	0	8.92	Yes	0	NA	NA
VWEHX	319.216	5.47	Yes	1,746.109
VFIIX	0	10.64	Yes	0	NA	NA
VIPSX	0	12.55	Yes	0	NA	NA
BEGBX	0	14.43	Yes	0	NA	NA
GLD	16.238	107.31	Yes	1,742.494

Holdings on 12/31/2009

Last Transaction Date		12/31/2009
Starting Date		07/30/2001
Original Amount		10,000
Benchmark		^GSPC
Symbol		P_4406

Historical Info
Monthly Holding Date:

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