Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
401k Investor
CAPITAL ACCUMULATION PLAN OF THE CHUBB CORPORATION
Capital Accumulation Plan of The Chubb Corporation Strategic Asset Allocation - Equal Weight Moderate
Capital Accumulation Plan of The Chubb Corporation Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.06% May 08
Delayed
Holdings (As of 03/28/2024)
sign up and login first and then customize a new portfolio for the latest current holdings
Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
US Equity | RPMGX (T. ROWE PRICE MID-CAP GROWTH FUND INC. T. ROWE PRICE MID-CAP GROWTH FUND INC.) | 0.05% | TRP MID CAP GROWTH | 11.67% |
US Equity | FCNKX (FIDELITY CONTRAFUND CLASS K) | 0.16% | FID CONTRAFUND K | 8.56% |
CASH | CASH (CASH) | 0.0% | CASH | 38.83% |
International Equity | FDIKX (FIDELITY DIVERSIFIED INTERNATIONAL FUND CLASS K) | 0.18% | FID DIVERSIFD INTL K | 22.93% |
Emerging Market Equity | AOTIX (ALLIANZGI EMERGING MARKETS OPPORTUNITIES FUND INSTITUTIONAL) | 0.20% | ALLNZ AGIC EMG MK IS | 18.01% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/08/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Capital Accumulation Plan of The Chubb Corporation Strategic Asset Allocation - Equal Weight Moderate | 5.9% | 13.6% | 0.7% | 5.5% | 4.5% | 5.6% |
VFINX (Vanguard (S&P 500) Index) | 9.2% | 27.1% | 8.8% | 14.3% | 12.7% | 14.2% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.3% | 15.8% | 3.1% | 8.1% | 7.8% | 9.4% |
* 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 01/02/2001 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.7 | 5.9 | 13.6 | 0.7 | 5.5 | 4.5 | 5.6 | 5.2 | 5.4 | 13.5 | -14.4 | 2.9 | 14.8 | 17.1 | -7.2 | 15.6 | 1.6 | -1.0 | 1.0 | 12.1 | 8.2 | -2.5 | 7.5 | 20.6 | -17.3 | 7.7 | 9.7 | 7.0 | 11.7 | 21.1 | 1.4 | -0.8 |
Sharpe Ratio | NA | 0.69 | 1.47 | -0.16 | 0.33 | 0.35 | NA | NA | 0.5 | 1.27 | -1.17 | 0.3 | 0.81 | 2.16 | -0.92 | 3.23 | 0.16 | -0.12 | 0.16 | 2.28 | 1.9 | -0.28 | 0.96 | 1.97 | -1.59 | 0.75 | 1.16 | 1.01 | 1.66 | 4.02 | 0.04 | -0.38 |
Draw Down(%) | NA | 2.7 | 6.8 | 22.5 | 22.5 | 22.5 | NA | NA | 27.3 | 6.8 | 19.7 | 6.3 | 21.1 | 4.1 | 14.2 | 2.4 | 7.4 | 9.4 | 5.2 | 3.7 | 3.5 | 10.2 | 7.4 | 10.6 | 24.9 | 4.1 | 6.9 | 3.7 | 6.7 | 3.7 | 9.8 | 11.3 |
Standard Deviation(%) | NA | 6.6 | 6.7 | 9.9 | 11.8 | 10.0 | NA | NA | 8.5 | 7.2 | 13.5 | 9.5 | 17.9 | 7.3 | 9.3 | 4.6 | 8.7 | 8.4 | 6.4 | 5.3 | 4.3 | 9.0 | 7.7 | 10.4 | 11.5 | 6.2 | 5.5 | 4.8 | 6.5 | 5.1 | 6.1 | 8.0 |
Treynor Ratio | NA | 0.09 | 0.19 | -0.03 | 0.08 | 0.07 | NA | NA | 0.11 | 0.19 | -0.31 | 0.05 | 0.3 | 0.29 | -0.17 | 0.28 | 0.02 | -0.02 | 0.02 | 0.29 | 0.26 | -0.07 | 0.18 | 0.58 | -0.72 | 0.14 | 0.14 | 0.13 | 0.25 | 1.07 | 0.01 | -0.1 |
Alpha | NA | 0.01 | 0.0 | -0.02 | -0.01 | -0.01 | NA | NA | 0.01 | 0.0 | -0.02 | -0.04 | 0.02 | 0.0 | -0.02 | 0.02 | -0.02 | 0.0 | -0.02 | 0.0 | 0.01 | -0.01 | 0.01 | 0.04 | -0.04 | 0.02 | 0.01 | 0.02 | 0.03 | 0.06 | 0.02 | 0.0 |
Beta | NA | 0.51 | 0.52 | 0.51 | 0.51 | 0.51 | NA | NA | 0.38 | 0.49 | 0.51 | 0.58 | 0.49 | 0.55 | 0.5 | 0.54 | 0.61 | 0.5 | 0.51 | 0.42 | 0.32 | 0.37 | 0.4 | 0.35 | 0.25 | 0.34 | 0.46 | 0.36 | 0.43 | 0.19 | 0.18 | 0.3 |
RSquared | NA | 0.83 | 0.82 | 0.79 | 0.84 | 0.83 | NA | NA | 0.73 | 0.78 | 0.84 | 0.64 | 0.9 | 0.87 | 0.84 | 0.61 | 0.83 | 0.85 | 0.83 | 0.79 | 0.9 | 0.91 | 0.88 | 0.85 | 0.82 | 0.78 | 0.7 | 0.61 | 0.53 | 0.41 | 0.62 | 0.62 |
Sortino Ratio | NA | 1.08 | 2.21 | -0.22 | 0.44 | 0.47 | NA | NA | 0.68 | 1.87 | -1.61 | 0.41 | 1.04 | 3.08 | -1.17 | 4.97 | 0.22 | -0.17 | 0.21 | 3.35 | 2.97 | -0.36 | 1.34 | 2.87 | -2.0 | 1.01 | 1.72 | 1.52 | 2.32 | 6.46 | 0.06 | -0.56 |
Yield(%) | N/A | 0.52 | 4.33 | 3.37 | 2.71 | 2.37 | N/A | N/A | 2.99 | 4.76 | 1.27 | 3.98 | 1.67 | 1.82 | 3.9 | 0.25 | 0.94 | 2.58 | 2.21 | 2.85 | 2.01 | 2.13 | 2.33 | 4.5 | 2.95 | 5.46 | 5.07 | 3.54 | 3.56 | 5.22 | 2.24 | 2.93 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Equal Weight
. The allocations are diversified by investing in the 3 major asset classes: Emerging Market Equity, US Equity, Foreign Equity
that are covered in CAPITAL ACCUMULATION PLAN OF THE CHUBB CORPORATION. It then selects one or two funds for each of the 3 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 16 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.