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401k Investor
Morgan Stanley 401(k) Plan
Morgan Stanley 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate
Morgan Stanley 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.56% May 23
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
Emerging Market Equity | MGEMX (EMERGING MARKETS PORTFOLIO CLASS I) | 0.24% | MSIF, Inc. Emerging Markets Pt (MMMPX) | 13.68% |
Real Estate | MRLAX (GLOBAL REAL ESTATE PORTFOLIO CLASS I) | 0.68% | MSIF, Inc. Global Real Est Prt (MGREX) | 15.73% |
International Equity | EFG (iShares MSCI EAFE Growth ETF) | 0.31% | Artisan International Growth Trust | 15.32% |
General Bond | PTLDX (LOW DURATION FUND INSTITUTIONAL) | 0.11% | PIMCO Low Duration Fund (PTLDX) | 39.75% |
US Equity | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 0.11% | Mellon S&P 500 Index | 8.02% |
US Equity | TILCX (T. ROWE PRICE INSTITUTIONAL LARGE-CAP VALUE FUND T. ROWE PRICE INSTITUTIONAL LARGE-CAP VALUE FUND) | 0.37% | TRowe Price Large Cap Value | 7.50% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/23/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Morgan Stanley 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate | 3.9% | 10.9% | -0.9% | 4.4% | 3.4% | 5.5% |
VFINX (Vanguard (S&P 500) Index) | 11.8% | 30.7% | 9.7% | 15.3% | 12.8% | 14.7% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.8% | 18.2% | 3.6% | 8.7% | 7.9% | 9.7% |
* 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(%) | -1.0 | 3.9 | 10.9 | -0.9 | 4.4 | 3.4 | 5.5 | 5.5 | 5.8 | 9.6 | -16.4 | 9.4 | 12.6 | 15.1 | -8.7 | 10.2 | 3.6 | -0.8 | -0.1 | 8.2 | 11.5 | -1.1 | 13.6 | 23.0 | -23.3 | 8.5 | 17.7 | 7.7 | 18.8 | 23.6 | -0.5 | 4.4 |
Sharpe Ratio | NA | 0.35 | 0.95 | -0.3 | 0.24 | 0.23 | NA | NA | 0.49 | 0.7 | -1.44 | 0.77 | 0.73 | 1.66 | -1.16 | 2.31 | 0.41 | -0.09 | -0.02 | 1.31 | 2.02 | -0.1 | 1.41 | 1.56 | -1.39 | 0.53 | 1.94 | 0.93 | 2.51 | 3.97 | -0.21 | 0.34 |
Draw Down(%) | NA | 3.2 | 7.1 | 26.2 | 26.2 | 26.2 | NA | NA | 35.7 | 7.1 | 22.0 | 7.2 | 21.6 | 4.0 | 14.1 | 2.7 | 7.3 | 8.7 | 5.9 | 6.6 | 5.1 | 12.6 | 7.2 | 14.3 | 33.9 | 8.4 | 8.4 | 4.2 | 7.6 | 4.7 | 11.5 | 7.8 |
Standard Deviation(%) | NA | 7.0 | 7.4 | 10.8 | 12.0 | 10.0 | NA | NA | 9.7 | 7.7 | 12.3 | 12.2 | 17.0 | 8.3 | 8.6 | 4.1 | 8.5 | 8.4 | 6.2 | 6.2 | 5.7 | 11.8 | 9.6 | 14.7 | 17.4 | 10.3 | 7.4 | 5.9 | 7.1 | 5.8 | 7.6 | 6.2 |
Treynor Ratio | NA | 0.05 | 0.14 | -0.07 | 0.06 | 0.05 | NA | NA | 0.11 | 0.11 | -0.38 | 0.21 | 0.27 | 0.29 | -0.22 | 0.22 | 0.06 | -0.02 | 0.0 | 0.17 | 0.29 | -0.02 | 0.27 | 0.45 | -0.61 | 0.09 | 0.23 | 0.12 | 0.37 | 0.94 | -0.07 | 0.1 |
Alpha | NA | -0.02 | -0.02 | -0.02 | -0.01 | -0.01 | NA | NA | 0.01 | -0.01 | -0.04 | -0.01 | 0.01 | 0.01 | -0.03 | 0.01 | -0.01 | 0.0 | -0.02 | -0.02 | 0.02 | -0.01 | 0.03 | 0.04 | -0.04 | 0.02 | 0.03 | 0.02 | 0.05 | 0.06 | 0.02 | 0.02 |
Beta | NA | 0.5 | 0.52 | 0.46 | 0.46 | 0.47 | NA | NA | 0.42 | 0.48 | 0.46 | 0.46 | 0.46 | 0.47 | 0.45 | 0.44 | 0.57 | 0.49 | 0.49 | 0.48 | 0.39 | 0.48 | 0.49 | 0.51 | 0.4 | 0.58 | 0.62 | 0.46 | 0.49 | 0.24 | 0.22 | 0.21 |
RSquared | NA | 0.66 | 0.63 | 0.55 | 0.67 | 0.7 | NA | NA | 0.72 | 0.66 | 0.82 | 0.24 | 0.86 | 0.51 | 0.81 | 0.5 | 0.76 | 0.83 | 0.81 | 0.75 | 0.78 | 0.88 | 0.86 | 0.89 | 0.88 | 0.81 | 0.7 | 0.63 | 0.58 | 0.52 | 0.59 | 0.53 |
Sortino Ratio | NA | 0.49 | 1.39 | -0.42 | 0.32 | 0.31 | NA | NA | 0.67 | 1.02 | -1.93 | 1.14 | 0.93 | 2.47 | -1.46 | 3.52 | 0.55 | -0.13 | -0.02 | 1.82 | 3.14 | -0.12 | 2.07 | 2.35 | -1.8 | 0.73 | 2.94 | 1.39 | 3.74 | 6.25 | -0.28 | 0.46 |
Yield(%) | N/A | 0.8 | 4.4 | 6.1 | 6.3 | 4.8 | 6.4 | 8.9 | 4.66 | 4.1 | 6.1 | 8.4 | 3.1 | 5.7 | 3.5 | 0.3 | 2.9 | 2.7 | 2.3 | 3.8 | 2.4 | 4.0 | 3.1 | 2.5 | 4.8 | 10.1 | 10.5 | 7.4 | 5.5 | 3.7 | 4.0 | 5.3 |
Dividend Growth(%) | N/A | -77.7 | -37.8 | 89.4 | 189.3 | 28.8 | N/A | N/A | N/A | -43.3 | -21.2 | 208.4 | -38.1 | 48.6 | 1142.3 | -88.7 | 7.2 | 14.9 | -34.4 | 73.8 | -39.4 | 45.6 | 53.2 | -60.2 | -48.2 | 11.9 | 54.9 | 57.9 | 86.2 | -9.2 | -19.8 | 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 5 major asset classes: Foreign Equity, US Equity, Emerging Market Equity, REITs, Fixed Income
that are covered in Morgan Stanley 401(k) Plan. It then selects one or two funds for each of the 5 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 32 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.