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THE ALION SCIENCE AND TECHNOLOGY CORPORATION
THE ALION SCIENCE AND TECHNOLOGY CORPORATION Tactical Asset Allocation Moderate
THE ALION SCIENCE AND TECHNOLOGY CORPORATION Tactical Asset Allocation Moderate
live (public) 0.35% January 08
Delayed
Holdings (As of 10/31/2024)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| CASH | CASH (CASH) | 0.0% | Principal Money Market Separate Account | 0.00% |
| General Bond | PTTRX (TOTAL RETURN FUND INSTITUTIONAL) | 0.23% | PIMCO Total Return Institutional Fund Mutual Fund | 5.92% |
| General Bond | PMSIX (CORE PLUS BOND FUND FKA BOND & MORTGAGE SECURITIES FUND INSTITUTIONAL CLASS) | 0.11% | Principal Bond and Mortgage Separate Account | 33.53% |
| US Equity | FCNTX (Fidelity Contrafund) | 2.41% | Fidelity Contra Fund Mutual Fund | 3.73% |
| US Equity | PCBIX (MIDCAP FUND (F/K/A MIDCAP BLEND FUND) INSTITUTIONAL CLASS) | 1.43% | Principal MidCap Blend Separate Account Pooled Separate Account | 27.18% |
| Real Estate | PIREX (REAL ESTATE SECURITIES FUND INSTITUTIONAL CLASS) | 1.83% | Principal Real Estate Securities Separate Account Pooled Separate Account | 29.64% |
* Day change on 10/31/2024.
Previous
Beta
Performance (As of 01/08/2025)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| THE ALION SCIENCE AND TECHNOLOGY CORPORATION Tactical Asset Allocation Moderate | 3.8% | 25.6% | 4.4% | 9.4% | 8.1% | 9.2% |
| VFINX (Vanguard (S&P 500) Index) | 6.7% | 21.6% | 20.9% | 12.9% | 15.0% | 14.4% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.3% | 14.9% | 13.9% | 7.1% | 9.4% | 9.3% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2025 | 2024 | 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(%) | -1.4 | 25.6 | 4.4 | 9.4 | 8.1 | 9.2 | 10.0 | 9.8 | 0.6 | 9.6 | 14.0 | -13.9 | 14.2 | 20.7 | 20.8 | -2.5 | 13.9 | 4.5 | -1.0 | 6.3 | 13.6 | 13.3 | 4.6 | 15.1 | 24.3 | 1.7 | 8.6 | 22.2 | 6.6 | 15.8 | 17.6 | 3.9 | 8.7 |
| Sharpe Ratio | NA | 0.41 | -0.05 | 0.46 | 0.55 | NA | NA | 0.9 | 0.06 | 0.3 | 1.18 | -1.17 | 1.57 | 1.09 | 3.03 | -0.4 | 3.03 | 0.55 | -0.12 | 0.81 | 1.78 | 1.71 | 0.31 | 1.24 | 2.13 | 0.13 | 0.53 | 2.24 | 0.63 | 1.88 | 2.74 | 0.5 | 1.17 |
| Draw Down(%) | NA | 6.7 | 18.4 | 20.4 | 20.4 | NA | NA | 20.4 | 0.7 | 6.7 | 6.1 | 20.3 | 4.7 | 20.2 | 3.4 | 11.9 | 1.6 | 6.3 | 10.0 | 6.0 | 7.9 | 5.5 | 12.9 | 8.3 | 4.7 | 5.0 | 7.1 | 6.7 | 4.6 | 10.4 | 3.4 | 4.0 | 4.1 |
| Standard Deviation(%) | NA | 10.1 | 10.7 | 12.5 | 10.3 | NA | NA | 9.5 | 8.0 | 10.2 | 8.2 | 13.1 | 9.0 | 18.8 | 6.4 | 9.5 | 4.4 | 7.9 | 8.8 | 7.8 | 7.6 | 7.8 | 14.7 | 12.1 | 11.3 | 5.8 | 10.5 | 8.4 | 7.1 | 7.9 | 6.2 | 5.6 | 5.4 |
| Treynor Ratio | NA | 0.06 | -0.01 | 0.11 | 0.11 | NA | NA | 0.27 | 0.01 | 0.04 | 0.18 | -0.31 | 0.23 | 0.4 | 0.51 | -0.07 | 0.24 | 0.08 | -0.02 | 0.1 | 0.22 | 0.24 | 0.08 | 0.34 | 1.49 | -0.36 | 0.1 | 0.3 | 0.09 | 0.36 | 1.63 | -2.87 | -1.38 |
| Alpha | NA | -0.03 | -0.01 | 0.0 | 0.0 | NA | NA | 0.03 | 0.04 | -0.03 | 0.0 | -0.02 | -0.01 | 0.04 | 0.03 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | -0.01 | 0.02 | 0.02 | 0.03 | 0.07 | 0.0 | 0.02 | 0.04 | 0.02 | 0.04 | 0.05 | 0.01 | 0.02 |
| Beta | NA | 0.69 | 0.54 | 0.53 | 0.52 | NA | NA | 0.31 | 0.55 | 0.7 | 0.54 | 0.49 | 0.62 | 0.51 | 0.38 | 0.52 | 0.54 | 0.51 | 0.47 | 0.6 | 0.63 | 0.56 | 0.59 | 0.45 | 0.16 | -0.02 | 0.58 | 0.63 | 0.52 | 0.41 | 0.1 | -0.01 | -0.05 |
| RSquared | NA | 0.75 | 0.77 | 0.82 | 0.79 | NA | NA | 0.4 | 0.91 | 0.75 | 0.75 | 0.82 | 0.8 | 0.87 | 0.55 | 0.88 | 0.68 | 0.72 | 0.68 | 0.78 | 0.83 | 0.84 | 0.89 | 0.44 | 0.15 | 0.02 | 0.78 | 0.55 | 0.57 | 0.33 | 0.08 | 0.0 | 0.03 |
| Sortino Ratio | NA | 0.54 | -0.07 | 0.62 | 0.75 | NA | NA | 1.25 | 0.1 | 0.4 | 1.7 | -1.56 | 2.23 | 1.43 | 4.49 | -0.53 | 4.75 | 0.76 | -0.16 | 1.14 | 2.56 | 2.58 | 0.43 | 1.8 | 3.29 | 0.18 | 0.72 | 3.55 | 0.89 | 2.6 | 4.06 | 0.72 | 1.7 |
| Yield(%) | N/A | 1.7 | 3.5 | 5.5 | 6.1 | 8.6 | 14.2 | 0.0 | 0.0 | 1.7 | 5.4 | 3.8 | 5.9 | 6.7 | 5.5 | 5.1 | 4.7 | 2.7 | 4.2 | 5.5 | 4.0 | 3.6 | 3.9 | 4.5 | 4.8 | 8.9 | 7.0 | 8.4 | 5.0 | 6.8 | 3.6 | 2.7 | 8.8 |
| Dividend Growth(%) | N/A | -63.2 | -23.0 | 60.3 | 101.5 | N/A | N/A | N/A | -98.8 | -63.8 | 21.9 | -24.7 | 3.7 | 50.0 | 3.9 | 22.2 | 84.3 | -36.9 | -17.7 | 53.0 | 28.1 | -5.3 | 1.2 | 18.1 | -45.6 | 37.2 | 1.1 | 82.2 | -15.9 | 127.6 | 37.2 | -67.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Tactical Asset Allocation
. The following is the description on how in general the strategy works for this portfolio. It is for information purpose only. The actual implementation might be
different from the description in some situations where optimization has been implemented.
The strategy first derives trend scores of the 4 major asset classes: Foreign Equity, US Equity, Fixed Income, REITs that are covered in THE ALION SCIENCE AND TECHNOLOGY CORPORATION. It then selects the top 2 risk assets and 1 fixed income asset.
1. Risk allocation: the risk profile of this portfolio is 40.
The total allocation of the 1 fixed income asset should be at least 40%.
2. Asset weights: risk assets selected are equally weighted by
default.
3. Fund selection: about 2 top performing funds among 24 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. During a market downturn, the asset
exposure to risk assets might be reduced and is switched to fixed income instead to avoid big loss.
5.
Simulation: Performance data before this portfolio went public are obtained from historical simulation. They are hypothetical.
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