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Ameritas Life Insurance Corp OVERTURE MEDLEY B SHARES
Ameritas Life Insurance Corp OVERTURE MEDLEY B SHARES Strategic Asset Allocation - Equal Weight Moderate
Ameritas Life Insurance Corp OVERTURE MEDLEY B SHARES Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.14% December 29
Delayed
Holdings (As of 10/31/2017)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| International Equity | FOSFX (FIDELITY OVERSEAS FUND FIDELITY OVERSEAS FUND) | 0.49% | Fidelity VIP Ovseas S2 | 15.28% |
| General Bond | FBNDX (FIDELITY INVESTMENT GRADE BOND FUND FIDELITY INVESTMENT GRADE BOND FUND) | 0.0% | Fidelity V5 Investment Grade Bond S2 | 22.78% |
| General Bond | MFIIX (MFS STRATEGIC INCOME FUND I) | 0.0% | MFS VIT Strategic Income I | 19.40% |
| US Equity | FCNTX (Fidelity Contrafund) | 0.70% | Fidelity V2 Contrafund S2 | 6.63% |
| US Equity | NASDX (NASDAQ-100 INDEX FUND DIRECT SHARES) | 0.59% | Calvert VP Nasdaq 100 | 8.78% |
| Emerging Market Equity | UEMEX (EMERGING MARKETS EQUITY PORTFOLIO CLASS I) | UIF Emerging Mrkt Equity I | 13.34% | |
| Real Estate | UUSRX (US REAL ESTATE PORTFOLIO CLASS I) | UIF US Real Estate I | 13.79% |
* Day change on 09/29/2017.
Previous
Beta
Performance (As of 12/29/2017)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Ameritas Life Insurance Corp OVERTURE MEDLEY B SHARES Strategic Asset Allocation - Equal Weight Moderate | 5.8% | 6.2% | 4.7% | 5.5% | 4.5% | 7.4% |
| VFINX (Vanguard (S&P 500) Index) | 6.6% | 13.3% | 18.5% | 16.3% | 13.5% | 14.5% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.5% | 11.0% | 12.0% | 9.0% | 8.5% | 9.4% |
* 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 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.2 | 6.2 | 4.7 | 5.5 | 4.5 | 7.4 | 7.5 | 0.0 | 6.5 | 8.0 | 6.2 | -1.0 | 7.1 | 7.2 | 12.9 | -0.6 | 14.2 | 30.8 | -27.0 | 8.4 | 13.1 | 8.7 | 12.1 | 23.0 | -2.2 | 2.0 |
| Sharpe Ratio | NA | 2.47 | 0.56 | 0.83 | 0.45 | NA | NA | NA | 0.63 | 2.36 | 0.73 | -0.13 | 1.31 | 1.2 | 2.15 | -0.06 | 1.6 | 2.06 | -1.45 | 0.58 | 1.71 | 1.38 | 1.92 | 4.16 | -0.5 | -0.04 |
| Draw Down(%) | NA | 2.1 | 11.1 | 11.1 | 35.6 | NA | NA | NA | 38.1 | 2.1 | 7.1 | 8.1 | 4.6 | 6.8 | 4.8 | 11.6 | 6.9 | 13.9 | 34.9 | 7.7 | 6.4 | 3.5 | 7.5 | 3.2 | 12.1 | 11.5 |
| Standard Deviation(%) | NA | 3.1 | 6.9 | 6.4 | 10.2 | NA | NA | NA | 8.9 | 3.1 | 8.2 | 8.1 | 5.4 | 5.9 | 6.0 | 11.2 | 8.8 | 14.9 | 19.2 | 9.3 | 5.7 | 4.7 | 5.8 | 5.4 | 6.5 | 7.2 |
| Treynor Ratio | NA | 0.24 | 0.53 | 0.41 | 0.11 | NA | NA | NA | 0.15 | 0.22 | 3.96 | -0.16 | 2.65 | 0.15 | 0.31 | -0.01 | 0.31 | 0.59 | -0.63 | 0.11 | 0.21 | 0.18 | 0.28 | 0.86 | -0.15 | -0.01 |
| Alpha | NA | 0.01 | 0.01 | 0.01 | 0.01 | NA | NA | NA | 0.02 | 0.01 | 0.02 | 0.0 | 0.03 | -0.02 | 0.03 | 0.0 | 0.03 | 0.06 | -0.05 | 0.02 | 0.02 | 0.02 | 0.03 | 0.05 | 0.01 | 0.01 |
| Beta | NA | 0.32 | 0.07 | 0.13 | 0.41 | NA | NA | NA | 0.37 | 0.33 | 0.02 | 0.07 | 0.03 | 0.46 | 0.42 | 0.46 | 0.45 | 0.52 | 0.45 | 0.5 | 0.47 | 0.37 | 0.4 | 0.26 | 0.21 | 0.29 |
| RSquared | NA | 0.47 | 0.02 | 0.06 | 0.66 | NA | NA | NA | 0.65 | 0.49 | 0.0 | 0.02 | 0.0 | 0.74 | 0.81 | 0.89 | 0.86 | 0.9 | 0.91 | 0.74 | 0.68 | 0.65 | 0.6 | 0.69 | 0.72 | 0.75 |
| Sortino Ratio | NA | 3.96 | 0.77 | 1.15 | 0.61 | NA | NA | NA | 0.87 | 3.75 | 1.0 | -0.18 | 1.86 | 1.67 | 3.3 | -0.08 | 2.29 | 3.13 | -1.85 | 0.79 | 2.61 | 2.08 | 2.74 | 6.92 | -0.68 | -0.06 |
| Yield(%) | N/A | 2.2 | 2.4 | 3.0 | 3.8 | 7.1 | 7.1 | 5.6 | 4.12 | 2.1 | 2.9 | 2.2 | 2.8 | 3.5 | 2.3 | 2.6 | 3.6 | 2.9 | 8.2 | 8.0 | 7.2 | 4.2 | 3.1 | 3.4 | 3.1 | 3.8 |
| Dividend Growth(%) | N/A | -12.9 | -3.9 | -4.5 | N/A | N/A | N/A | N/A | N/A | -22.8 | 30.6 | -17.7 | -15.0 | 73.0 | -10.5 | -19.7 | 63.4 | -73.8 | 10.4 | 24.6 | 87.4 | 55.0 | 11.4 | 7.2 | -17.8 | 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: US Equity, Fixed Income, Foreign Equity, Emerging Market Equity, REITs
that are covered in Ameritas Life Insurance Corp OVERTURE MEDLEY B SHARES. 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 28 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.
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