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THE PROCTER & GAMBLE SAVINGS PLAN
THE PROCTER & GAMBLE SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate
THE PROCTER & GAMBLE SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.17% May 17
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
CASH | CASH (CASH) | 0.0% | CASH | 0.00% |
General Bond | WFBIX (BLACKROCK U.S. TOTAL BOND INDEX FUND CLASS K SHARES) | 0.11% | BlackRock Bond Index K | 34.45% |
US Equity | VLACX (VANGUARD LARGE-CAP INDEX FUND INVESTOR SHARES) | 0.09% | Vanguard Large Cap Index Inv | 16.82% |
US Equity | VTSMX (VANGUARD TOTAL STOCK MARKET INDEX FUND INVESTOR SHARES) | 0.14% | Vanguard Total Stock Mkt Idx Inv | 16.59% |
International Equity | ACWX (iShares MSCI ACWI ex U.S. ETF) | 0.06% | ACWX | 32.14% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/17/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
THE PROCTER & GAMBLE SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | 6.0% | 14.0% | 3.5% | 7.7% | 6.6% | 7.4% |
VFINX (Vanguard (S&P 500) Index) | 11.7% | 29.3% | 9.9% | 15.0% | 12.9% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 17.4% | 3.9% | 8.6% | 8.0% | 9.8% |
* 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(%) | 1.2 | 6.0 | 14.0 | 3.5 | 7.7 | 6.6 | 7.4 | 7.2 | 6.7 | 12.9 | -11.5 | 9.5 | 13.8 | 18.6 | -7.0 | 13.2 | 6.5 | 0.5 | 8.1 | 18.4 | 4.0 | -0.2 | 10.2 | 14.6 | 4.1 | 6.7 | 11.8 | 1.3 | 6.5 | 14.9 | -1.1 | 2.0 |
Sharpe Ratio | NA | 0.61 | 1.36 | 0.11 | 0.5 | 0.54 | NA | NA | 0.6 | 1.07 | -0.93 | 1.08 | 0.72 | 2.48 | -0.85 | 2.74 | 0.75 | 0.05 | 1.09 | 2.52 | 0.54 | -0.02 | 0.84 | 1.42 | 0.62 | 0.41 | 0.98 | -0.12 | 0.67 | 2.05 | -0.36 | -0.04 |
Draw Down(%) | NA | 3.4 | 6.8 | 17.6 | 21.7 | 21.7 | NA | NA | 21.7 | 6.8 | 17.4 | 3.6 | 21.7 | 3.4 | 13.5 | 1.7 | 6.8 | 7.8 | 4.2 | 4.6 | 5.6 | 13.3 | 11.4 | 5.3 | 2.9 | 5.6 | 8.4 | 5.0 | 7.1 | 3.8 | 7.8 | 9.8 |
Standard Deviation(%) | NA | 7.6 | 7.5 | 10.3 | 12.1 | 10.3 | NA | NA | 9.4 | 8.1 | 14.0 | 8.7 | 18.7 | 6.9 | 9.7 | 4.6 | 8.3 | 9.5 | 7.4 | 7.3 | 7.4 | 12.4 | 11.9 | 10.2 | 5.1 | 9.1 | 8.7 | 7.1 | 8.2 | 7.0 | 6.3 | 8.2 |
Treynor Ratio | NA | 0.08 | 0.17 | 0.02 | 0.11 | 0.1 | NA | NA | 0.17 | 0.15 | -0.23 | 0.15 | 0.26 | 0.32 | -0.15 | 0.21 | 0.1 | 0.01 | 0.13 | 0.29 | 0.07 | -0.01 | 0.16 | 1.02 | -0.95 | 0.07 | 0.11 | -0.01 | 0.09 | 1.17 | -1.59 | -0.02 |
Alpha | NA | -0.01 | -0.01 | -0.01 | 0.0 | 0.0 | NA | NA | 0.01 | -0.01 | -0.01 | -0.02 | 0.01 | 0.01 | -0.02 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | 0.01 | 0.04 | 0.01 | 0.01 | 0.0 | -0.01 | 0.0 | 0.04 | -0.01 | 0.01 |
Beta | NA | 0.59 | 0.6 | 0.57 | 0.55 | 0.56 | NA | NA | 0.32 | 0.57 | 0.56 | 0.61 | 0.53 | 0.53 | 0.55 | 0.6 | 0.62 | 0.61 | 0.63 | 0.64 | 0.53 | 0.34 | 0.63 | 0.14 | -0.03 | 0.52 | 0.77 | 0.63 | 0.6 | 0.12 | 0.01 | 0.15 |
RSquared | NA | 0.8 | 0.84 | 0.9 | 0.92 | 0.92 | NA | NA | 0.45 | 0.86 | 0.93 | 0.85 | 0.95 | 0.91 | 0.93 | 0.77 | 0.94 | 0.98 | 0.96 | 0.94 | 0.83 | 0.41 | 0.9 | 0.14 | 0.07 | 0.84 | 0.79 | 0.83 | 0.66 | 0.09 | 0.0 | 0.16 |
Sortino Ratio | NA | 0.9 | 2.03 | 0.16 | 0.68 | 0.73 | NA | NA | 0.83 | 1.57 | -1.28 | 1.52 | 0.94 | 3.62 | -1.08 | 4.15 | 1.06 | 0.07 | 1.52 | 3.65 | 0.78 | -0.03 | 1.17 | 2.07 | 0.87 | 0.55 | 1.54 | -0.16 | 0.94 | 3.08 | -0.48 | -0.06 |
Yield(%) | N/A | 0.74 | 3.08 | 2.3 | 2.37 | 2.02 | N/A | N/A | 2.68 | 3.19 | 1.6 | 1.61 | 2.12 | 2.99 | 1.55 | 0.44 | 2.28 | 1.97 | 1.79 | 1.71 | 2.33 | 2.07 | 2.06 | 3.6 | 4.2 | 2.96 | 3.42 | 2.67 | 2.78 | 3.88 | 4.36 | 5.19 |
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: Foreign Equity, US Equity, Fixed Income
that are covered in THE PROCTER & GAMBLE SAVINGS PLAN. 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 7 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.