Seasonal Musings 2017

General TSP Discussion.

Moderator: Aitrus

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Aitrus
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Re: Seasonal Musings 2017

Post by Aitrus »

For June 2017
Last chance to move: Wednesday, 31 May before noon EST
For this coming June, the individual funds have performed on average as follows:

G Fund
Since 1988: 0.42%
Last 20 years: 0.32%
Last 10 years: 0.22%
Last 5 years: 0.15%

June is historically a so-so month for the G Fund. The 2016 return was 0.15%.

F Fund – A “good” month is a CAGR of 0.5% or better, and a PNR of 70% or better.
Since 1988: CAGR 0.64%, PNR 69%
Last 20 years: CAGR 0.35%, PNR 65%
Last 10 years: CAGR 0.08%, PNR 50%
Last 5 years: CAGR -0.13%, PNR 60%

June isn’t a huge month for the F Fund and the last few years have seen a couple of bad hits, but it’s the best performing Fund in June out of all the available options. This would change if the G Fund ever started earning a reliable 0.5% each month, which would make it the better choice.

The best years were 1989 (3.19%), 2000 (2.07%) and 1988 (1.97%). The worst years were 2013 (-1.53%), 2015 (-1.07%) and 1999 (-0.33%).

C Fund – A “good” month is a CAGR of 1% or better, and a PNR of 70% or better.
Since 1988: CAGR -0.26%, PNR 55%
Last 20 years: CAGR -0.23%, PNR 60%
Last 10 years: CAGR -1.42%, PNR 40%
Last 5 years: CAGR 0.61%, PNR 60%

June kicks off the summer doldrums for the stock market in general, and the C Fund is no exception. This isn’t the worst month of the year, but it’s better to stay away if you can. The last decade has been particularly bad.

The best years were in 1999 (5.45%), 1997 (4.45%) and 2012 (4.13%). The worst years were 2008 (-8.41%), 2002 (-7.10%) and 2010 (-5.24%).

S Fund – A “good” month is a CAGR of 1% or better, and a PNR of 70% or better.
Since 1988: CAGR 0.3%, PNR 55%
Last 20 years: CAGR 0.58%, PNR 60%
Last 10 years: CAGR -1.25%, PNR 30%
Last 5 years: CAGR 1.15%, PNR 40%

Like the rest of the market, the S Fund doesn’t do very well in June, although not as bad as the C Fund. The last decade has been painful for the Fund as well.

The best years were 2000 (12.01%), 1988 (6.17%) and 1995 (4.82%). The worst years were 2008 (-7.63%), 2010 (-6.9%) and 2002 (-6.67%).

I Fund - A “good” month is a CAGR of 1% or better, and a PNR of 70% or better.
Since 1988: CAGR -0.74%, PNR 45%
Last 20 years: CAGR -0.06%, PNR 55%
Last 10 years: CAGR -1.34%, PNR 30%
Last 5 years: CAGR -0.24%, PNR 40%

The I Fund performs the worst out of all of the Funds in June.

The best years were 2012 (7.08%), 1997 (5.39%), and 2000 (3.8%). The worst years were 2008 (-8.15%), 1991 (-7.48%), and 1992 (-7.9%).

Note: For CAGR explanation, see 2nd post in the thread. PNR is the ratio of Positive Months vs Negative Months. A Fund that was positive in March for 4 out of 10 years would have a PNR of 40%.

Individual Seasonal Mix Allocations
Here is where the various seasonal mix allocations are going to for June 2017.

TSPCenter.com’s Seasonal Mix: Move to the F Fund.
Jahbulon’s Basic Seasonal Mix: Move to the F Fund. (This is the formula I follow with my money, the best mix that doesn’t use the I Fund.)
gclapper’s M3 Mix: Move to the F Fund
tmj100’s Mix: Move to the F Fund.
Boltman’s Mix: Move to the F Fund.
Sell in May and Go Away: Remain in the the G Fund.
G All Year, S In Dec: Remain in the G Fund.
Seasonal Musings 2022: viewtopic.php?f=14&t=19005
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
"It's not what happens to you, but how you react to it that matters" Epictetus

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bluedragon
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Re: Seasonal Musings 2017

Post by bluedragon »

Thanks again.

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Snapdragon
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Re: Seasonal Musings 2017

Post by Snapdragon »

Jahbulon’s Basic Seasonal Mix: Move to the C Fund.
Shouldn't that be F in June and C in July?

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BandidosMC
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Re: Seasonal Musings 2017

Post by BandidosMC »

Appreciate all the research.
Bandidos Rule

EasyEddie
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Re: Seasonal Musings 2017

Post by EasyEddie »

Awesome!

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Trumper1
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Re: Seasonal Musings 2017

Post by Trumper1 »

Gracias.

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Aitrus
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Re: Seasonal Musings 2017

Post by Aitrus »

Snapdragon wrote:Jahbulon’s Basic Seasonal Mix: Move to the C Fund.
Shouldn't that be F in June and C in July?


Small typo on my part. It was left over from last month's template. Thanks for letting me know about the flub.
Seasonal Musings 2022: viewtopic.php?f=14&t=19005
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
"It's not what happens to you, but how you react to it that matters" Epictetus

Snoopy
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Re: Seasonal Musings 2017

Post by Snoopy »

Great work as always.

TampaTed
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Re: Seasonal Musings 2017

Post by TampaTed »

Nice work.

Yuri
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Joined: Mon Jan 30, 2017 9:36 pm

Re: Seasonal Musings 2017

Post by Yuri »

Many thanks.

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Aitrus
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Joined: Mon Aug 06, 2012 5:03 pm

Re: Seasonal Musings 2017

Post by Aitrus »

Thanks guys. Much appreciated.
Seasonal Musings 2022: viewtopic.php?f=14&t=19005
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
"It's not what happens to you, but how you react to it that matters" Epictetus

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AventadorS
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Re: Seasonal Musings 2017

Post by AventadorS »

Makes my life much easier.

CajunJoe
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Re: Seasonal Musings 2017

Post by CajunJoe »

LOL.

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Chamorrita
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Re: Seasonal Musings 2017

Post by Chamorrita »

I might deviate and use G instead of F in June.
Susie

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galveston1
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Re: Seasonal Musings 2017

Post by galveston1 »

Chamorrita wrote:I might deviate and use G instead of F in June.


Might not be a bad idea. Good luck.
In investing, what is comfortable is rarely profitable

Post Reply

Fund Prices2024-03-27

FundPriceDayYTD
G $18.14 0.01% 1.00%
F $19.09 0.26% -0.68%
C $82.11 0.87% 10.42%
S $82.19 1.48% 6.61%
I $42.68 0.56% 6.21%
L2065 $16.38 0.84% 8.36%
L2060 $16.38 0.84% 8.36%
L2055 $16.39 0.84% 8.36%
L2050 $32.73 0.71% 6.94%
L2045 $14.91 0.67% 6.56%
L2040 $54.37 0.63% 6.20%
L2035 $14.34 0.58% 5.77%
L2030 $47.66 0.53% 5.35%
L2025 $13.14 0.31% 3.40%
Linc $25.60 0.24% 2.79%

Live Charts

Pending Allocations

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