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American National Insurance Co WEALTHQUEST III GROUP UNALLOCATED VARIABLE ANNUITY 7-YEAR CDSC B SHARES
American National Insurance Co WEALTHQUEST III GROUP UNALLOCATED VARIABLE ANNUITY 7-YEAR CDSC B SHARES Tactical Asset Allocation Moderate
American National Insurance Co WEALTHQUEST III GROUP UNALLOCATED VARIABLE ANNUITY 7-YEAR CDSC B SHARES Tactical Asset Allocation Moderate
live (public) 0.44% June 07
Delayed
Holdings (As of 04/30/2018)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| CASH | CASH (CASH) | 0.0% | Fidelity V5 Money Market S2 | 0.00% |
| General Bond | FBNDX (FIDELITY INVESTMENT GRADE BOND FUND FIDELITY INVESTMENT GRADE BOND FUND) | 0.13% | Fidelity V5 Investment Grade Bond S2 | 35.73% |
| US Equity | FCNTX (Fidelity Contrafund) | 1.75% | Fidelity V2 Contrafund S2 | 15.49% |
| US Equity | KAUAX (FEDERATED KAUFMANN FUND CLASS A SHARES) | 1.50% | Federated Ins Kaufmann II P | 15.65% |
| International Equity | PRITX (T. ROWE PRICE INTERNATIONAL STOCK FUND T. ROWE PRICE INTERNATIONAL STOCK FUND) | 1.13% | T Rowe Price Institutional St Short | 16.39% |
| International Equity | FAOAX (FIDELITY ADVISOR OVERSEAS FUND CLASS A) | 0.78% | Fidelity VIP Value S2 | 16.74% |
* Day change on 03/29/2018.
Previous
Beta
Performance (As of 06/07/2018)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| American National Insurance Co WEALTHQUEST III GROUP UNALLOCATED VARIABLE ANNUITY 7-YEAR CDSC B SHARES Tactical Asset Allocation Moderate | -0.3% | 7.6% | 4.3% | 4.6% | 6.8% | 8.0% |
| VFINX (Vanguard (S&P 500) Index) | -4.3% | 10.7% | 12.1% | 16.4% | 12.3% | 13.3% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | -3.2% | 4.6% | 4.9% | 6.3% | 6.4% | 7.8% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.1 | 7.6 | 4.3 | 4.6 | 6.8 | 8.0 | 8.1 | 0.0 | 7.8 | 3.0 | 12.8 | 5.0 | -2.2 | 1.0 | 10.8 | 13.6 | 2.1 | 11.8 | 21.3 | -5.9 | 11.2 | 16.3 | 5.9 | 5.2 | 18.7 | 3.0 | 5.4 |
| Sharpe Ratio | NA | 0.63 | 0.76 | 0.79 | 0.97 | NA | NA | NA | 0.97 | 0.27 | 2.49 | 1.06 | -0.33 | 0.17 | 1.41 | 3.1 | 0.22 | 1.03 | 2.55 | -1.65 | 0.8 | 1.63 | 0.62 | 0.54 | 3.23 | 0.56 | 0.66 |
| Draw Down(%) | NA | 6.3 | 7.7 | 7.9 | 8.8 | NA | NA | NA | 10.3 | 6.3 | 2.9 | 3.9 | 7.9 | 6.1 | 7.5 | 4.0 | 8.8 | 8.6 | 4.5 | 7.7 | 7.5 | 9.2 | 4.8 | 7.9 | 3.0 | 2.4 | 3.7 |
| Standard Deviation(%) | NA | 7.1 | 6.2 | 6.3 | 7.3 | NA | NA | NA | 7.1 | 9.2 | 4.9 | 4.6 | 6.7 | 6.0 | 7.7 | 4.4 | 9.2 | 11.4 | 8.3 | 4.2 | 10.3 | 8.0 | 6.0 | 7.7 | 5.6 | 3.5 | 4.7 |
| Treynor Ratio | NA | 0.09 | 0.14 | 0.13 | 0.37 | NA | NA | NA | 0.41 | 0.05 | 0.23 | 0.36 | -0.06 | 0.02 | 0.17 | 0.51 | 0.08 | 0.2 | 1.96 | 6.59 | 0.15 | 0.21 | 0.08 | 0.08 | 3.48 | -0.3 | -1.05 |
| Alpha | NA | -0.01 | 0.01 | 0.0 | 0.02 | NA | NA | NA | 0.02 | 0.01 | 0.01 | 0.01 | -0.01 | -0.02 | -0.02 | 0.04 | 0.01 | 0.01 | 0.07 | -0.03 | 0.03 | 0.02 | 0.01 | 0.0 | 0.06 | 0.0 | 0.01 |
| Beta | NA | 0.51 | 0.33 | 0.39 | 0.19 | NA | NA | NA | 0.17 | 0.5 | 0.54 | 0.13 | 0.35 | 0.48 | 0.63 | 0.26 | 0.25 | 0.6 | 0.11 | -0.01 | 0.56 | 0.63 | 0.5 | 0.5 | 0.05 | -0.06 | -0.03 |
| RSquared | NA | 0.79 | 0.5 | 0.59 | 0.29 | NA | NA | NA | 0.2 | 0.91 | 0.54 | 0.15 | 0.63 | 0.8 | 0.84 | 0.59 | 0.41 | 0.9 | 0.13 | 0.01 | 0.76 | 0.62 | 0.73 | 0.51 | 0.03 | 0.23 | 0.02 |
| Sortino Ratio | NA | 0.82 | 1.0 | 1.06 | 1.35 | NA | NA | NA | 1.36 | 0.34 | 3.84 | 1.41 | -0.42 | 0.23 | 1.96 | 5.06 | 0.29 | 1.48 | 4.05 | -2.12 | 1.09 | 2.43 | 0.92 | 0.75 | 5.21 | 0.8 | 0.95 |
| Yield(%) | N/A | 0.1 | 1.5 | 2.6 | 4.2 | 6.1 | 6.1 | 6.0 | 3.75 | 0.1 | 0.4 | 3.1 | 1.8 | 3.6 | 4.3 | 5.1 | 2.0 | 3.7 | 5.1 | 3.3 | 5.6 | 5.0 | 2.7 | 3.0 | 5.1 | 3.7 | 6.1 |
| Dividend Growth(%) | N/A | -94.8 | -57.6 | -6.5 | N/A | N/A | N/A | N/A | N/A | -75.2 | -86.7 | 66.9 | -49.2 | -9.6 | -3.5 | 159.7 | -40.3 | -9.4 | 43.5 | -34.4 | 28.0 | 101.3 | -7.2 | -28.5 | 41.2 | -36.4 | 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: US Equity, Foreign Equity, Fixed Income, REITs that are covered in American National Insurance Co WEALTHQUEST III GROUP UNALLOCATED VARIABLE ANNUITY 7-YEAR CDSC B SHARES. 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 53 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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