- Portfolio Overview
- Holdings
- Performance
- Calculators
- Rolling Returns
- Drawdowns
Holdings
Historical Performance
P Market Timing rule with Implied Volatility Index SMA30days 5days 5days GSPC Historical Returns
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| P Market Timing rule with Implied Volatility Index SMA30days 5days 5days GSPC | NA | 18.66% | 11.85% | 9.04% | 4.34% | 5.86% | 3.95% | … | … |
| VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | NA | 41.48% | 18.25% | 17.11% | 14.27% | 10.53% | 8.19% | … | … |
| VSMGX (VANGUARD LIFESTRATEGY MODERATE GROWTH FUND INVESTOR SHARES) | NA | 24.89% | 10.33% | 9.89% | 7.43% | 6.54% | 6.18% | … | … |
| Ticker/Portfolio | Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 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 Market Timi…days GSPC | 0.00 | 18.66 | 11.85 | 9.04 | 4.34 | 5.86 | 3.95 | … | … | NA | NA | NA | NA | NA | 7.16 | 29.47 | 14.12 | -9.95 | 10.19 | 3.99 | -9.52 | 4.20 | 4.17 | 10.16 | -5.22 | 19.70 | 12.47 | -5.09 | 1.18 | 15.06 | 0.27 | -2.17 | 9.54 | -13.69 | -4.22 | -7.17 | 17.73 | 12.77 | 1.34 | 5.79 | 25.12 | -3.94 | 0.75 | 2.76 | 18.70 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA…R SHARES) | 1.19 | 41.48 | 18.25 | 17.11 | 14.27 | 10.53 | 8.19 | … | … | NA | 17.72 | 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 | |
| VSMGX (VANGUA…R SHARES) | 1.03 | 24.89 | 10.33 | 9.89 | 7.43 | 6.54 | 6.18 | … | … | NA | 16.26 | 10.28 | 15.51 | -16.01 | 10.08 | 13.59 | 19.30 | -6.28 | 14.86 | 7.09 | -2.21 | 6.38 | 14.73 | 9.78 | 0.12 | 13.14 | 20.35 | -26.49 | 7.21 | 13.30 | 5.68 | 11.76 | 22.40 | -10.34 | -4.78 | 1.27 | 14.09 | 21.59 | 17.90 | 10.77 | 26.58 | 2.04 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Sharpe Ratio | P Market Timi…days GSPC | NA | 1.25 | 1.07 | 0.89 | 0.51 | NA | NA | … | … | NA | NA | NA | NA | NA | 0.73 | 2.02 | 1.49 | -1.23 | 2.11 | 0.53 | -0.85 | 0.52 | 0.55 | 1.07 | -0.40 | 1.57 | 0.50 | -0.39 | -0.21 | 1.52 | -0.29 | -0.35 | 0.64 | -0.97 | -0.53 | -0.81 | 1.04 | 0.74 | -0.16 | 0.34 | 3.27 | -1.04 | -0.23 | 0.04 | 1.25 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA…R SHARES) | NA | 2.27 | 1.35 | 0.68 | 0.77 | NA | NA | … | … | 2.01 | 0.80 | 1.67 | 1.73 | -0.82 | 2.17 | 0.53 | 2.39 | -0.35 | 3.16 | 0.89 | 0.08 | 1.19 | 2.90 | 1.25 | 0.08 | 0.82 | 0.97 | -0.92 | 0.14 | 1.22 | 0.24 | 0.88 | 1.63 | -0.90 | -0.68 | -0.60 | 0.97 | 1.23 | 1.61 | 1.62 | 4.31 | -0.19 | 0.90 | 0.57 | 1.91 | -0.55 | 1.71 | 0.59 | -0.01 | 0.30 | 1.47 | -0.26 | 0.79 | 0.63 | -1.30 | 1.17 | -3.84 | |
| VSMGX (VANGUA…R SHARES) | NA | 2.12 | 1.29 | 0.44 | 0.65 | NA | NA | … | … | 1.74 | 1.36 | 0.87 | 1.45 | -1.22 | 1.32 | 0.70 | 2.77 | -0.87 | 3.75 | 0.83 | -0.26 | 1.01 | 2.16 | 1.23 | 0.01 | 1.18 | 1.12 | -0.98 | 0.39 | 1.34 | 0.49 | 1.49 | 2.09 | -0.75 | -0.59 | -0.24 | 1.06 | 1.56 | 1.56 | 0.91 | 4.18 | 4.60 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Standard Deviation(%) | P Market Timi…days GSPC | NA | 10.02 | 11.23 | 9.61 | 9.85 | NA | NA | … | … | NA | NA | NA | NA | NA | 9.85 | 14.49 | 8.55 | 9.18 | 4.53 | 7.07 | 11.18 | 8.01 | 7.50 | 9.42 | 13.30 | 12.46 | 24.54 | 15.35 | 8.56 | 7.73 | 6.46 | 8.78 | 13.82 | 15.22 | 12.37 | 13.92 | 13.97 | 12.80 | 13.55 | 6.80 | 6.51 | 6.64 | 5.72 | 8.38 | 12.00 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA…R SHARES) | NA | 11.89 | 14.81 | 16.89 | 18.11 | NA | NA | … | … | 13.52 | 18.66 | 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 | |
| VSMGX (VANGUA…R SHARES) | NA | 8.19 | 8.90 | 10.01 | 10.31 | NA | NA | … | … | 10.15 | 9.89 | 7.69 | 8.26 | 14.34 | 7.62 | 19.08 | 6.43 | 8.81 | 3.80 | 8.31 | 8.51 | 6.28 | 6.80 | 7.99 | 14.68 | 11.10 | 18.01 | 27.95 | 10.37 | 7.43 | 6.96 | 7.25 | 10.38 | 15.37 | 12.42 | 12.30 | 10.07 | 11.65 | 9.10 | 7.74 | 5.41 | 15.57 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Draw Down(%) | P Market Timi…days GSPC | NA | 6.21 | 10.43 | 14.79 | 17.13 | NA | NA | … | … | NA | NA | NA | NA | NA | 5.01 | 7.12 | 8.88 | 14.48 | 1.89 | 4.93 | 14.80 | 5.32 | 5.22 | 6.53 | 14.56 | 10.56 | 20.47 | 10.18 | 5.79 | 3.57 | 4.09 | 11.14 | 11.72 | 19.67 | 14.43 | 11.63 | 14.25 | 9.26 | 10.80 | 8.52 | 2.53 | 11.10 | 4.25 | 6.79 | 7.89 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA…R SHARES) | NA | 8.92 | 18.76 | 24.59 | 33.83 | NA | NA | … | … | 8.92 | 18.76 | 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 | |
| VSMGX (VANGUA…R SHARES) | NA | 6.64 | 9.62 | 22.29 | 22.43 | NA | NA | … | … | 6.64 | 9.62 | 4.17 | 8.15 | 21.74 | 3.53 | 22.43 | 3.12 | 11.47 | 1.14 | 6.20 | 8.34 | 4.70 | 5.67 | 6.27 | 12.90 | 8.64 | 19.61 | 36.81 | 6.11 | 6.13 | 4.74 | 5.89 | 8.91 | 20.06 | 17.93 | 8.77 | 6.26 | 11.99 | 6.02 | 4.75 | 1.82 | 1.89 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Yield(%) | P Market Timi…days GSPC | 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 |
| VFINX (VANGUA…R SHARES) | 0.00 | 1.18 | 1.60 | 1.52 | 2.78 | 3.91 | 3.46 | … | … | 0.27 | 1.20 | 1.41 | 1.69 | 1.26 | 1.48 | 2.12 | 2.28 | 1.81 | 2.00 | 2.14 | 1.97 | 1.96 | 2.19 | 2.30 | 1.92 | 1.88 | 2.45 | 1.88 | 1.91 | 1.83 | 1.79 | 1.91 | 1.71 | 1.28 | 1.08 | 0.97 | 2.11 | 1.93 | 2.77 | 2.64 | 3.14 | 3.13 | 3.83 | 3.10 | 5.86 | 3.71 | 4.46 | 4.31 | 2.79 | 3.90 | 4.71 | 4.49 | 5.04 | 5.34 | 4.64 | 5.79 | 0.00 | |
| VSMGX (VANGUA…R SHARES) | 0.00 | 5.50 | 6.00 | 4.34 | 4.54 | 4.38 | 4.18 | … | … | 0.00 | 5.80 | 7.43 | 4.45 | 2.18 | 4.11 | 3.77 | 2.85 | 2.41 | 2.40 | 2.34 | 2.10 | 2.20 | 2.14 | 2.47 | 2.22 | 2.38 | 2.79 | 2.66 | 3.04 | 2.89 | 2.53 | 3.74 | 2.48 | 2.67 | 2.88 | 6.36 | 5.93 | 7.27 | 3.78 | 3.63 | 3.65 | 2.91 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Data as of 05/28/2021, Common starting date is 12/16/1994
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
calculate result (Annualized)
P Market Timing rule with Implied Volatility Index SMA30days 5days 5days GSPC Historical Return Chart
Compare Portfolio Performance
Compare this portfolio with other portfolios, funds, or benchmarks to analyze relative performance.
Go to Comparison ToolCalculators
Dollar Cost Average Calculator for P Market Timing rule with Implied Volatility Index SMA30days 5days 5days GSPC
Starting Amount:
Investment Length (years):
Investment Symbol:
Regular Investment Amount ($):
DCA Frequency:
Share on
Retirement Spending Calculator for P Market Timing rule with Implied Volatility Index SMA30days 5days 5days GSPC
Starting Amount:
Period (Years):
Investment Portfolio or Fund:
Withdrawal Rate (%) :
%
Withdrawal Frequency:
Share on
Rolling Returns
From 01/01/1991 to 08/23/2021, the worst annualized return of 3-year rolling returns for P Market Timing rule with Implied Volatility Index SMA30days 5days 5days GSPC is
-9.56%.
From 01/01/1991 to 08/23/2021, the worst annualized return of 5-year rolling returns for P Market Timing rule with Implied Volatility Index SMA30days 5days 5days GSPC is
-4.34%.
From 01/01/1991 to 08/23/2021, the worst annualized return of 10-year rolling returns for P Market Timing rule with Implied Volatility Index SMA30days 5days 5days GSPC is
-1.35%.
From 01/01/1991 to 08/23/2021, the worst annualized return of 20-year rolling returns for P Market Timing rule with Implied Volatility Index SMA30days 5days 5days GSPC is
1.98%.
Maximum Drawdown
P Market Timing rule with Implied Volatility Index SMA30days 5days 5days GSPC Maximum Drawdown