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Western Reserve Life Insurance VUL No Profunds
Western Reserve Life Insurance VUL No Profunds Strategic Asset Allocation - Equal Weight Moderate
Western Reserve Life Insurance VUL No Profunds Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.56% May 06
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
International Equity | MIEIX (MFS INSTITUTIONAL INTERNATIONAL EQUITY FUND MFS INSTITUTIONAL INTERNATIONAL EQUITY FUND) | 0.32% | TA MFS International Equity | 19.64% |
US Equity | PJFZX (PRUDENTIAL JENNISON GROWTH FUND CLASS Z) | 0.12% | TA Jennison Growth | 11.70% |
US Equity | TDEIX (TRANSAMERICA US GROWTH I) | 0.07% | TA WMC Diversified Growth | 11.36% |
CASH | CASH (CASH) | 0.0% | TA AEGON Money Market | 0.01% |
General Bond | PTTRX (TOTAL RETURN FUND INSTITUTIONAL) | 0.12% | TA PIMCO Total Return | 37.72% |
Real Estate | IRGIX (VY(R) CLARION GLOBAL REAL ESTATE PORTFOLIO CLASS I) | 0.49% | TA Clarion Global Real Estate Securities | 19.57% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/06/2024)
Since 01/10/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Western Reserve Life Insurance VUL No Profunds Strategic Asset Allocation - Equal Weight Moderate | 2.6% | 11.3% | 1.3% | 6.2% | 5.3% | 7.1% |
VFINX (Vanguard (S&P 500) Index) | 9.2% | 27.2% | 9.1% | 13.9% | 12.6% | 14.4% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.4% | 15.7% | 3.2% | 8.0% | 7.8% | 9.6% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/10/2000 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.2 | 2.6 | 11.3 | 1.3 | 6.2 | 5.3 | 7.1 | 6.2 | 5.8 | 12.3 | -15.7 | 11.7 | 15.8 | 19.4 | -4.8 | 8.8 | 2.7 | 1.6 | 4.0 | 9.1 | 12.7 | 1.9 | 12.4 | 19.5 | -16.7 | 7.5 | 10.8 | 7.1 | 11.8 | 21.4 | -1.8 | -0.9 | -0.8 |
Sharpe Ratio | NA | 0.16 | 0.9 | -0.09 | 0.39 | 0.43 | NA | NA | 0.5 | 0.92 | -1.26 | 1.12 | 0.9 | 2.96 | -0.72 | 1.9 | 0.29 | 0.21 | 0.69 | 1.48 | 2.36 | 0.2 | 1.54 | 1.51 | -1.14 | 0.62 | 1.39 | 1.03 | 1.67 | 3.11 | -0.38 | -0.38 | -0.48 |
Draw Down(%) | NA | 4.9 | 8.2 | 22.5 | 22.5 | 22.5 | NA | NA | 29.5 | 8.2 | 20.9 | 5.0 | 22.1 | 2.9 | 10.1 | 2.5 | 7.5 | 7.1 | 4.6 | 7.1 | 5.0 | 9.0 | 6.0 | 14.2 | 27.7 | 5.2 | 5.7 | 3.3 | 6.1 | 5.4 | 10.5 | 13.2 | 9.4 |
Standard Deviation(%) | NA | 8.3 | 8.3 | 11.0 | 12.0 | 9.8 | NA | NA | 9.1 | 8.7 | 13.6 | 10.4 | 17.3 | 6.1 | 8.5 | 4.3 | 8.5 | 7.7 | 5.8 | 6.1 | 5.4 | 9.4 | 8.0 | 12.8 | 15.4 | 7.3 | 5.5 | 4.8 | 6.5 | 6.7 | 7.8 | 8.5 | 10.0 |
Treynor Ratio | NA | 0.02 | 0.12 | -0.02 | 0.09 | 0.09 | NA | NA | 0.11 | 0.14 | -0.32 | 0.2 | 0.34 | 0.45 | -0.13 | 0.21 | 0.04 | 0.04 | 0.09 | 0.2 | 0.36 | 0.05 | 0.3 | 0.44 | -0.5 | 0.11 | 0.17 | 0.13 | 0.23 | 0.63 | -0.11 | -0.1 | -0.14 |
Alpha | NA | -0.04 | -0.02 | -0.02 | 0.0 | 0.0 | NA | NA | 0.01 | -0.01 | -0.03 | -0.01 | 0.02 | 0.03 | -0.01 | 0.0 | -0.01 | 0.01 | 0.0 | -0.01 | 0.03 | 0.01 | 0.03 | 0.03 | -0.01 | 0.02 | 0.01 | 0.02 | 0.03 | 0.04 | 0.01 | 0.01 | 0.0 |
Beta | NA | 0.62 | 0.62 | 0.55 | 0.5 | 0.49 | NA | NA | 0.41 | 0.59 | 0.53 | 0.58 | 0.46 | 0.4 | 0.46 | 0.39 | 0.56 | 0.41 | 0.44 | 0.46 | 0.35 | 0.37 | 0.41 | 0.44 | 0.35 | 0.4 | 0.45 | 0.37 | 0.47 | 0.33 | 0.26 | 0.32 | 0.35 |
RSquared | NA | 0.79 | 0.76 | 0.75 | 0.78 | 0.77 | NA | NA | 0.75 | 0.77 | 0.88 | 0.52 | 0.86 | 0.67 | 0.86 | 0.37 | 0.74 | 0.69 | 0.74 | 0.7 | 0.71 | 0.87 | 0.86 | 0.88 | 0.87 | 0.77 | 0.67 | 0.62 | 0.64 | 0.7 | 0.77 | 0.67 | 0.58 |
Sortino Ratio | NA | 0.22 | 1.33 | -0.13 | 0.53 | 0.58 | NA | NA | 0.7 | 1.34 | -1.75 | 1.7 | 1.14 | 4.65 | -0.93 | 2.81 | 0.39 | 0.29 | 0.97 | 2.09 | 3.69 | 0.27 | 2.22 | 2.26 | -1.49 | 0.84 | 2.12 | 1.6 | 2.35 | 4.84 | -0.53 | -0.51 | -0.67 |
Yield(%) | N/A | 0.52 | 3.62 | 4.93 | 5.19 | 3.86 | N/A | N/A | 4.31 | 3.8 | 2.8 | 7.84 | 6.88 | 4.39 | 2.99 | 0.37 | 2.46 | 4.68 | 2.11 | 3.47 | 4.81 | 3.21 | 3.58 | 3.35 | 4.92 | 5.61 | 6.1 | 3.65 | 4.74 | 3.06 | 3.32 | 4.14 | 10.57 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/10/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Equal Weight
. The allocations are diversified by investing in the 4 major asset classes: US Equity, Fixed Income, REITs, Foreign Equity
that are covered in Western Reserve Life Insurance VUL No Profunds . It then selects one or two funds for each of the 4 major asset classes.
1.Risk allocation: the risk profile of this portfolio 40.
The total allocation of the fixed income assets should be at least 40%.
2.Asset weights: risk assets selected are equally weighted by
default.
3.Fund selection: about one or two top performing funds among 43 available funds in the plan are chosen for each asset selected. They are usually equally weighted within
the asset by default.
4.Rebalance frequency: the portfolio is reviewed by the strategy program monthly
and the above steps are repeated. Asset weights are rebalanced back to target allocation if it is necessary.
5.
Simulation: Performance data before this portfolio went public are obtained from historical simulation. They are hypothetical.