60/40 קלאסי
תשואה חודשית
אלוקציה עדכנית
| MDY | TLT | |
|---|---|---|
| 2023-04-28 | 0.6 | 0.4 |
גרף ביצועים מתחילת השנה
גרף התשואה מתחילת השנה מול אינדקס ההשוואה
ביצועי תעודות הסל
רשימת ה- Trades
| symbol | weight | entry.date | exit.date | entry.price | exit.price | return | |
|---|---|---|---|---|---|---|---|
| 1 | MDY | 60 | 2002-09-30 | 2002-12-31 | 57.88 | 61.46 | 3.71 |
| 2 | TLT | 40 | 2002-09-30 | 2002-12-31 | 45.35 | 45.24 | -0.10 |
| 3 | MDY | 60 | 2002-12-31 | 2003-03-31 | 61.46 | 58.50 | -2.89 |
| 4 | TLT | 40 | 2002-12-31 | 2003-03-31 | 45.24 | 45.74 | 0.44 |
| 5 | MDY | 60 | 2003-03-31 | 2003-06-30 | 58.50 | 68.90 | 10.66 |
| 6 | TLT | 40 | 2003-03-31 | 2003-06-30 | 45.74 | 48.26 | 2.20 |
| 7 | MDY | 60 | 2003-06-30 | 2003-09-30 | 68.90 | 73.48 | 3.98 |
| 8 | TLT | 40 | 2003-06-30 | 2003-09-30 | 48.26 | 46.62 | -1.35 |
| 9 | MDY | 60 | 2003-09-30 | 2003-12-31 | 73.48 | 83.15 | 7.90 |
| 10 | TLT | 40 | 2003-09-30 | 2003-12-31 | 46.62 | 45.97 | -0.56 |
| 11 | MDY | 60 | 2003-12-31 | 2004-03-31 | 83.15 | 87.37 | 3.05 |
| 12 | TLT | 40 | 2003-12-31 | 2004-03-31 | 45.97 | 48.57 | 2.26 |
| 13 | MDY | 60 | 2004-03-31 | 2004-06-30 | 87.37 | 88.06 | 0.48 |
| 14 | TLT | 40 | 2004-03-31 | 2004-06-30 | 48.57 | 45.91 | -2.20 |
| 15 | MDY | 60 | 2004-06-30 | 2004-09-30 | 88.06 | 86.07 | -1.36 |
| 16 | TLT | 40 | 2004-06-30 | 2004-09-30 | 45.91 | 49.01 | 2.71 |
| 17 | MDY | 60 | 2004-09-30 | 2004-12-31 | 86.07 | 96.37 | 7.18 |
| 18 | TLT | 40 | 2004-09-30 | 2004-12-31 | 49.01 | 49.98 | 0.79 |
| 19 | MDY | 60 | 2004-12-31 | 2005-03-31 | 96.37 | 96.07 | -0.18 |
| 20 | TLT | 40 | 2004-12-31 | 2005-03-31 | 49.98 | 50.77 | 0.63 |
| 21 | MDY | 60 | 2005-03-31 | 2005-06-30 | 96.07 | 100.33 | 2.66 |
| 22 | TLT | 40 | 2005-03-31 | 2005-06-30 | 50.77 | 55.56 | 3.77 |
| 23 | MDY | 60 | 2005-06-30 | 2005-09-30 | 100.33 | 105.12 | 2.87 |
| 24 | TLT | 40 | 2005-06-30 | 2005-09-30 | 55.56 | 53.54 | -1.45 |
| 25 | MDY | 60 | 2005-09-30 | 2005-12-30 | 105.12 | 108.44 | 1.89 |
| 26 | TLT | 40 | 2005-09-30 | 2005-12-30 | 53.54 | 54.28 | 0.55 |
| 27 | MDY | 60 | 2005-12-30 | 2006-03-31 | 108.44 | 116.86 | 4.66 |
| 28 | TLT | 40 | 2005-12-30 | 2006-03-31 | 54.28 | 51.48 | -2.07 |
| 29 | MDY | 60 | 2006-03-31 | 2006-06-30 | 116.86 | 112.69 | -2.14 |
| 30 | TLT | 40 | 2006-03-31 | 2006-06-30 | 51.48 | 50.75 | -0.57 |
| 31 | MDY | 60 | 2006-06-30 | 2006-09-29 | 112.69 | 111.76 | -0.49 |
| 32 | TLT | 40 | 2006-06-30 | 2006-09-29 | 50.75 | 54.45 | 2.92 |
| 33 | MDY | 60 | 2006-09-29 | 2006-12-29 | 111.76 | 119.48 | 4.14 |
| 34 | TLT | 40 | 2006-09-29 | 2006-12-29 | 54.45 | 54.67 | 0.16 |
| 35 | MDY | 60 | 2006-12-29 | 2007-03-30 | 119.48 | 126.49 | 3.52 |
| 36 | TLT | 40 | 2006-12-29 | 2007-03-30 | 54.67 | 55.00 | 0.25 |
| 37 | MDY | 60 | 2007-03-30 | 2007-06-29 | 126.49 | 133.69 | 3.41 |
| 38 | TLT | 40 | 2007-03-30 | 2007-06-29 | 55.00 | 53.67 | -0.97 |
| 39 | MDY | 60 | 2007-06-29 | 2007-09-28 | 133.69 | 132.25 | -0.64 |
| 40 | TLT | 40 | 2007-06-29 | 2007-09-28 | 53.67 | 56.57 | 2.16 |
| 41 | MDY | 60 | 2007-09-28 | 2007-12-31 | 132.25 | 127.89 | -1.98 |
| 42 | TLT | 40 | 2007-09-28 | 2007-12-31 | 56.57 | 60.29 | 2.63 |
| 43 | MDY | 60 | 2007-12-31 | 2008-03-31 | 127.89 | 116.72 | -5.24 |
| 44 | TLT | 40 | 2007-12-31 | 2008-03-31 | 60.29 | 62.58 | 1.52 |
| 45 | MDY | 60 | 2008-03-31 | 2008-06-30 | 116.72 | 123.38 | 3.42 |
| 46 | TLT | 40 | 2008-03-31 | 2008-06-30 | 62.58 | 60.96 | -1.03 |
| 47 | MDY | 60 | 2008-06-30 | 2008-09-30 | 123.38 | 109.99 | -6.51 |
| 48 | TLT | 40 | 2008-06-30 | 2008-09-30 | 60.96 | 63.32 | 1.55 |
| 49 | MDY | 60 | 2008-09-30 | 2008-12-31 | 109.99 | 81.28 | -15.66 |
| 50 | TLT | 40 | 2008-09-30 | 2008-12-31 | 63.32 | 80.74 | 11.00 |
| 51 | MDY | 60 | 2008-12-31 | 2009-03-31 | 81.28 | 74.40 | -5.07 |
| 52 | TLT | 40 | 2008-12-31 | 2009-03-31 | 80.74 | 71.91 | -4.38 |
| 53 | MDY | 60 | 2009-03-31 | 2009-06-30 | 74.40 | 88.69 | 11.52 |
| 54 | TLT | 40 | 2009-03-31 | 2009-06-30 | 71.91 | 64.93 | -3.88 |
| 55 | MDY | 60 | 2009-06-30 | 2009-09-30 | 88.69 | 105.93 | 11.66 |
| 56 | TLT | 40 | 2009-06-30 | 2009-09-30 | 64.93 | 68.40 | 2.14 |
| 57 | MDY | 60 | 2009-09-30 | 2009-12-31 | 105.93 | 111.82 | 3.34 |
| 58 | TLT | 40 | 2009-09-30 | 2009-12-31 | 68.40 | 63.14 | -3.08 |
| 59 | MDY | 60 | 2009-12-31 | 2010-03-31 | 111.82 | 121.85 | 5.38 |
| 60 | TLT | 40 | 2009-12-31 | 2010-03-31 | 63.14 | 63.29 | 0.10 |
| 61 | MDY | 60 | 2010-03-31 | 2010-06-30 | 121.85 | 110.23 | -5.72 |
| 62 | TLT | 40 | 2010-03-31 | 2010-06-30 | 63.29 | 72.72 | 5.96 |
| 63 | MDY | 60 | 2010-06-30 | 2010-09-30 | 110.23 | 124.49 | 7.77 |
| 64 | TLT | 40 | 2010-06-30 | 2010-09-30 | 72.72 | 76.12 | 1.87 |
| 65 | MDY | 60 | 2010-09-30 | 2010-12-31 | 124.49 | 141.21 | 8.06 |
| 66 | TLT | 40 | 2010-09-30 | 2010-12-31 | 76.12 | 68.85 | -3.82 |
| 67 | MDY | 60 | 2010-12-31 | 2011-03-31 | 141.21 | 154.36 | 5.59 |
| 68 | TLT | 40 | 2010-12-31 | 2011-03-31 | 68.85 | 67.85 | -0.58 |
| 69 | MDY | 60 | 2011-03-31 | 2011-06-30 | 154.36 | 152.98 | -0.54 |
| 70 | TLT | 40 | 2011-03-31 | 2011-06-30 | 67.85 | 70.14 | 1.35 |
| 71 | MDY | 60 | 2011-06-30 | 2011-09-30 | 152.98 | 122.74 | -11.86 |
| 72 | TLT | 40 | 2011-06-30 | 2011-09-30 | 70.14 | 90.92 | 11.85 |
| 73 | MDY | 60 | 2011-09-30 | 2011-12-30 | 122.74 | 138.20 | 7.56 |
| 74 | TLT | 40 | 2011-09-30 | 2011-12-30 | 90.92 | 92.24 | 0.58 |
| 75 | MDY | 60 | 2011-12-30 | 2012-03-30 | 138.20 | 156.92 | 8.13 |
| 76 | TLT | 40 | 2011-12-30 | 2012-03-30 | 92.24 | 85.76 | -2.81 |
| 77 | MDY | 60 | 2012-03-30 | 2012-06-29 | 156.92 | 149.20 | -2.95 |
| 78 | TLT | 40 | 2012-03-30 | 2012-06-29 | 85.76 | 96.37 | 4.95 |
| 79 | MDY | 60 | 2012-06-29 | 2012-09-28 | 149.20 | 157.06 | 3.16 |
| 80 | TLT | 40 | 2012-06-29 | 2012-09-28 | 96.37 | 96.22 | -0.06 |
| 81 | MDY | 60 | 2012-09-28 | 2012-12-31 | 157.06 | 162.83 | 2.20 |
| 82 | TLT | 40 | 2012-09-28 | 2012-12-31 | 96.22 | 94.66 | -0.65 |
| 83 | MDY | 60 | 2012-12-31 | 2013-03-28 | 162.83 | 184.32 | 7.92 |
| 84 | TLT | 40 | 2012-12-31 | 2013-03-28 | 94.66 | 92.40 | -0.96 |
| 85 | MDY | 60 | 2013-03-28 | 2013-06-28 | 184.32 | 185.31 | 0.32 |
| 86 | TLT | 40 | 2013-03-28 | 2013-06-28 | 92.40 | 87.23 | -2.24 |
| 87 | MDY | 60 | 2013-06-28 | 2013-09-30 | 185.31 | 200.21 | 4.82 |
| 88 | TLT | 40 | 2013-06-28 | 2013-09-30 | 87.23 | 84.67 | -1.17 |
| 89 | MDY | 60 | 2013-09-30 | 2013-12-31 | 200.21 | 216.66 | 4.93 |
| 90 | TLT | 40 | 2013-09-30 | 2013-12-31 | 84.67 | 82.00 | -1.26 |
| 91 | MDY | 60 | 2013-12-31 | 2014-03-31 | 216.66 | 222.92 | 1.73 |
| 92 | TLT | 40 | 2013-12-31 | 2014-03-31 | 82.00 | 88.27 | 3.05 |
| 93 | MDY | 60 | 2014-03-31 | 2014-06-30 | 222.92 | 232.50 | 2.58 |
| 94 | TLT | 40 | 2014-03-31 | 2014-06-30 | 88.27 | 92.54 | 1.94 |
| 95 | MDY | 60 | 2014-06-30 | 2014-09-30 | 232.50 | 222.95 | -2.46 |
| 96 | TLT | 40 | 2014-06-30 | 2014-09-30 | 92.54 | 95.50 | 1.28 |
| 97 | MDY | 60 | 2014-09-30 | 2014-12-31 | 222.95 | 237.02 | 3.78 |
| 98 | TLT | 40 | 2014-09-30 | 2014-12-31 | 95.50 | 104.39 | 3.72 |
| 99 | MDY | 60 | 2014-12-31 | 2015-03-31 | 237.02 | 249.48 | 3.15 |
| 100 | TLT | 40 | 2014-12-31 | 2015-03-31 | 104.39 | 108.78 | 1.68 |
| 101 | MDY | 60 | 2015-03-31 | 2015-06-30 | 249.48 | 246.65 | -0.68 |
| 102 | TLT | 40 | 2015-03-31 | 2015-06-30 | 108.78 | 98.45 | -3.80 |
| 103 | MDY | 60 | 2015-06-30 | 2015-09-30 | 246.65 | 225.49 | -5.15 |
| 104 | TLT | 40 | 2015-06-30 | 2015-09-30 | 98.45 | 104.16 | 2.32 |
| 105 | MDY | 60 | 2015-09-30 | 2015-12-31 | 225.49 | 231.08 | 1.49 |
| 106 | TLT | 40 | 2015-09-30 | 2015-12-31 | 104.16 | 102.52 | -0.63 |
| 107 | MDY | 60 | 2015-12-31 | 2016-03-31 | 231.08 | 239.73 | 2.25 |
| 108 | TLT | 40 | 2015-12-31 | 2016-03-31 | 102.52 | 111.48 | 3.49 |
| 109 | MDY | 60 | 2016-03-31 | 2016-06-30 | 239.73 | 249.19 | 2.37 |
| 110 | TLT | 40 | 2016-03-31 | 2016-06-30 | 111.48 | 119.29 | 2.80 |
| 111 | MDY | 60 | 2016-06-30 | 2016-09-30 | 249.19 | 259.42 | 2.46 |
| 112 | TLT | 40 | 2016-06-30 | 2016-09-30 | 119.29 | 118.74 | -0.18 |
| 113 | MDY | 60 | 2016-09-30 | 2016-12-30 | 259.42 | 278.37 | 4.38 |
| 114 | TLT | 40 | 2016-09-30 | 2016-12-30 | 118.74 | 103.73 | -5.06 |
| 115 | MDY | 60 | 2016-12-30 | 2017-03-31 | 278.37 | 288.99 | 2.29 |
| 116 | TLT | 40 | 2016-12-30 | 2017-03-31 | 103.73 | 105.54 | 0.70 |
| 117 | MDY | 60 | 2017-03-31 | 2017-06-30 | 288.99 | 294.28 | 1.10 |
| 118 | TLT | 40 | 2017-03-31 | 2017-06-30 | 105.54 | 110.09 | 1.72 |
| 119 | MDY | 60 | 2017-06-30 | 2017-09-29 | 294.28 | 303.73 | 1.92 |
| 120 | TLT | 40 | 2017-06-30 | 2017-09-29 | 110.09 | 110.47 | 0.14 |
| 121 | MDY | 60 | 2017-09-29 | 2017-12-29 | 303.73 | 322.70 | 3.75 |
| 122 | TLT | 40 | 2017-09-29 | 2017-12-29 | 110.47 | 113.26 | 1.01 |
| 123 | MDY | 60 | 2017-12-29 | 2018-03-29 | 322.70 | 320.05 | -0.49 |
| 124 | TLT | 40 | 2017-12-29 | 2018-03-29 | 113.26 | 109.28 | -1.41 |
| 125 | MDY | 60 | 2018-03-29 | 2018-06-29 | 320.05 | 333.42 | 2.51 |
| 126 | TLT | 40 | 2018-03-29 | 2018-06-29 | 109.28 | 109.85 | 0.21 |
| 127 | MDY | 60 | 2018-06-29 | 2018-09-28 | 333.42 | 346.09 | 2.28 |
| 128 | TLT | 40 | 2018-06-29 | 2018-09-28 | 109.85 | 106.55 | -1.20 |
| 129 | MDY | 60 | 2018-09-28 | 2018-12-31 | 346.09 | 286.30 | -10.37 |
| 130 | TLT | 40 | 2018-09-28 | 2018-12-31 | 106.55 | 111.44 | 1.83 |
| 131 | MDY | 60 | 2018-12-31 | 2019-03-29 | 286.30 | 327.56 | 8.65 |
| 132 | TLT | 40 | 2018-12-31 | 2019-03-29 | 111.44 | 116.47 | 1.81 |
| 133 | MDY | 60 | 2019-03-29 | 2019-06-28 | 327.56 | 337.55 | 1.83 |
| 134 | TLT | 40 | 2019-03-29 | 2019-06-28 | 116.47 | 123.12 | 2.28 |
| 135 | MDY | 60 | 2019-06-28 | 2019-09-30 | 337.55 | 336.84 | -0.13 |
| 136 | TLT | 40 | 2019-06-28 | 2019-09-30 | 123.12 | 133.39 | 3.34 |
| 137 | MDY | 60 | 2019-09-30 | 2019-12-31 | 336.84 | 360.12 | 4.15 |
| 138 | TLT | 40 | 2019-09-30 | 2019-12-31 | 133.39 | 127.17 | -1.87 |
| 139 | MDY | 60 | 2019-12-31 | 2020-03-31 | 360.12 | 253.41 | -17.78 |
| 140 | TLT | 40 | 2019-12-31 | 2020-03-31 | 127.17 | 155.34 | 8.86 |
| 141 | MDY | 60 | 2020-03-31 | 2020-06-30 | 253.41 | 313.88 | 14.32 |
| 142 | TLT | 40 | 2020-03-31 | 2020-06-30 | 155.34 | 154.98 | -0.09 |
| 143 | MDY | 60 | 2020-06-30 | 2020-09-30 | 313.88 | 328.75 | 2.84 |
| 144 | TLT | 40 | 2020-06-30 | 2020-09-30 | 154.98 | 154.88 | -0.03 |
| 145 | MDY | 60 | 2020-09-30 | 2020-12-31 | 328.75 | 408.85 | 14.62 |
| 146 | TLT | 40 | 2020-09-30 | 2020-12-31 | 154.88 | 150.26 | -1.19 |
| 147 | MDY | 60 | 2020-12-31 | 2021-03-31 | 408.85 | 464.34 | 8.14 |
| 148 | TLT | 40 | 2020-12-31 | 2021-03-31 | 150.26 | 129.34 | -5.57 |
| 149 | MDY | 60 | 2021-03-31 | 2021-06-30 | 464.34 | 480.22 | 2.05 |
| 150 | TLT | 40 | 2021-03-31 | 2021-06-30 | 129.34 | 138.43 | 2.81 |
| 151 | MDY | 60 | 2021-06-30 | 2021-09-30 | 480.22 | 471.58 | -1.08 |
| 152 | TLT | 40 | 2021-06-30 | 2021-09-30 | 138.43 | 138.92 | 0.14 |
| 153 | MDY | 60 | 2021-09-30 | 2021-12-31 | 471.58 | 509.19 | 4.79 |
| 154 | TLT | 40 | 2021-09-30 | 2021-12-31 | 138.92 | 143.34 | 1.27 |
| 155 | MDY | 60 | 2021-12-31 | 2022-03-31 | 509.19 | 483.54 | -3.02 |
| 156 | TLT | 40 | 2021-12-31 | 2022-03-31 | 143.34 | 128.11 | -4.25 |
| 157 | MDY | 60 | 2022-03-31 | 2022-06-30 | 483.54 | 409.07 | -9.24 |
| 158 | TLT | 40 | 2022-03-31 | 2022-06-30 | 128.11 | 111.98 | -5.04 |
| 159 | MDY | 60 | 2022-06-30 | 2022-09-30 | 409.07 | 399.05 | -1.47 |
| 160 | TLT | 40 | 2022-06-30 | 2022-09-30 | 111.98 | 100.46 | -4.11 |
| 161 | MDY | 60 | 2022-09-30 | 2022-12-30 | 399.05 | 441.57 | 6.39 |
| 162 | TLT | 40 | 2022-09-30 | 2022-12-30 | 100.46 | 98.56 | -0.76 |
| 163 | MDY | 60 | 2022-12-30 | 2023-03-31 | 441.57 | 458.41 | 2.29 |
| 164 | TLT | 40 | 2022-12-30 | 2023-03-31 | 98.56 | 105.83 | 2.95 |
| 165 | MDY | 60 | 2023-03-31 | 2023-04-28 | 458.41 | 454.75 | -0.48 |
| 166 | TLT | 40 | 2023-03-31 | 2023-04-28 | 105.83 | 106.18 | 0.13 |
תיאור האסטרטגיה
המודל הוא אחד המודלים הבסיסים ביותר המביא לידי ביטוי את היתרון בפיזור התיק ואיזון מחדש בכל תקופה
האחזקה שלנו בתיק מורכבת מ- 60% מניות ו- 40% אגרות חוב, כאשר תקופת האיזון נקבעה לביצוע בכל רבעון
תעודות סל
MDY – SPDR S&P MidCap 400 ETF – מניות
TLT- iShares 20+ Year Treasury Bond- אגרות חוב
סטטיסטיקת ביצועים
פירוט סטטיסטי של ה- Trades
גרף השוואתי
גרף מפורט
החזקות לאורך זמן
Categories: קלאסי