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AUSA Life Insurance Co Inc TFLIC DIMENSIONAL VARIABLE ANNUITY
AUSA Life Insurance Co Inc TFLIC DIMENSIONAL VARIABLE ANNUITY Strategic Asset Allocation - Equal Weight Moderate
AUSA Life Insurance Co Inc TFLIC DIMENSIONAL VARIABLE ANNUITY Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.03% May 13
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% | Federated Ins Prm Money II | 0.01% |
International Equity | DFIVX (DFA INTERNATIONAL VALUE PORTFOLIO DFA INTERNATIONAL VALUE PORTFOLIO- INSTITUTIONAL CLASS) | 0.05% | DFA VA International Value | 31.97% |
General Bond | DFCFX (LWAS/DFA TWO YEAR FIXED INCOME PORTFOLIO LWAS/DFA TWO YEAR FIXED INCOME PORTFOLIO) | 0.0% | DFA VA Short-Term Fixed | 15.48% |
General Bond | DFGBX (DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS) | 0.10% | DFA VA Global Bond | 19.34% |
US Equity | DFFVX (U.S. TARGETED VALUE PORTFOLIO U.S. TARGETED VALUE PORTFOLIO - INSTITUTIONAL CLASS) | 0.67% | DFA VA US Targeted Value | 16.09% |
US Equity | DFLVX (U.S. LARGE CAP VALUE PORTFOLIO U.S. LARGE CAP VALUE PORTFOLIO - INSTITUTIONAL CLASS) | 0.55% | DFA VA US Large Value | 17.11% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/13/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
AUSA Life Insurance Co Inc TFLIC DIMENSIONAL VARIABLE ANNUITY Strategic Asset Allocation - Equal Weight Moderate | 5.6% | 15.8% | 6.5% | 8.4% | 5.2% | 7.6% |
VFINX (Vanguard (S&P 500) Index) | 10.5% | 29.0% | 10.4% | 15.1% | 12.7% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.2% | 16.9% | 4.2% | 8.6% | 7.8% | 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(%) | 0.8 | 5.6 | 15.8 | 6.5 | 8.4 | 5.2 | 7.6 | 6.2 | 6.1 | 11.9 | -2.4 | 16.9 | 4.9 | 11.4 | -9.5 | 8.0 | 9.9 | 0.2 | -0.5 | 20.7 | 11.8 | -6.3 | 16.1 | 26.8 | -24.8 | 0.9 | 15.2 | 7.6 | 15.3 | 25.6 | -5.4 | -1.1 |
Sharpe Ratio | NA | 0.59 | 1.51 | 0.4 | 0.56 | 0.39 | NA | NA | 0.44 | 0.86 | -0.29 | 1.71 | 0.25 | 1.3 | -1.29 | 1.25 | 1.02 | 0.02 | -0.07 | 2.87 | 1.15 | -0.38 | 1.27 | 1.4 | -1.19 | -0.21 | 1.53 | 0.9 | 1.81 | 3.71 | -0.74 | -0.39 |
Draw Down(%) | NA | 3.1 | 6.6 | 13.7 | 26.1 | 28.1 | NA | NA | 42.2 | 6.6 | 13.7 | 5.0 | 26.1 | 6.0 | 15.2 | 3.2 | 7.5 | 8.5 | 8.7 | 4.3 | 10.5 | 18.2 | 10.8 | 17.8 | 34.2 | 9.3 | 8.0 | 4.3 | 7.0 | 5.5 | 16.9 | 13.0 |
Standard Deviation(%) | NA | 7.3 | 8.0 | 10.5 | 12.2 | 10.4 | NA | NA | 11.3 | 8.9 | 13.2 | 9.9 | 18.6 | 7.7 | 8.4 | 5.9 | 9.5 | 9.0 | 7.3 | 7.2 | 10.2 | 16.8 | 12.6 | 19.2 | 21.6 | 10.1 | 7.8 | 6.1 | 7.9 | 6.7 | 8.9 | 8.9 |
Treynor Ratio | NA | 0.09 | 0.23 | 0.08 | 0.15 | 0.08 | NA | NA | 0.1 | 0.14 | -0.08 | 0.28 | 0.11 | 0.18 | -0.24 | 0.12 | 0.15 | 0.0 | -0.01 | 0.34 | 0.16 | -0.09 | 0.24 | 0.4 | -0.51 | -0.04 | 0.17 | 0.12 | 0.24 | 0.92 | -0.26 | -0.11 |
Alpha | NA | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.01 | -0.01 | 0.03 | 0.01 | -0.01 | -0.02 | -0.03 | -0.01 | 0.01 | 0.0 | -0.03 | 0.01 | 0.01 | -0.03 | 0.03 | 0.04 | -0.03 | -0.01 | 0.02 | 0.02 | 0.03 | 0.06 | 0.0 | 0.0 |
Beta | NA | 0.45 | 0.52 | 0.51 | 0.46 | 0.49 | NA | NA | 0.5 | 0.54 | 0.49 | 0.6 | 0.42 | 0.54 | 0.46 | 0.62 | 0.65 | 0.53 | 0.58 | 0.61 | 0.74 | 0.7 | 0.66 | 0.67 | 0.5 | 0.59 | 0.69 | 0.47 | 0.59 | 0.27 | 0.25 | 0.32 |
RSquared | NA | 0.53 | 0.57 | 0.71 | 0.65 | 0.69 | NA | NA | 0.75 | 0.64 | 0.79 | 0.63 | 0.61 | 0.78 | 0.86 | 0.49 | 0.81 | 0.85 | 0.83 | 0.87 | 0.87 | 0.93 | 0.9 | 0.9 | 0.91 | 0.86 | 0.78 | 0.65 | 0.69 | 0.48 | 0.54 | 0.59 |
Sortino Ratio | NA | 0.81 | 2.26 | 0.57 | 0.77 | 0.54 | NA | NA | 0.61 | 1.26 | -0.41 | 2.63 | 0.33 | 1.87 | -1.61 | 1.69 | 1.38 | 0.03 | -0.09 | 4.2 | 1.71 | -0.49 | 1.83 | 2.06 | -1.55 | -0.27 | 2.29 | 1.29 | 2.56 | 5.36 | -0.98 | -0.49 |
Yield(%) | N/A | 0.36 | 3.8 | 4.56 | 3.48 | 3.08 | N/A | N/A | 2.87 | 4.36 | 3.01 | 6.69 | 1.34 | 2.44 | 3.18 | 0.34 | 4.01 | 3.76 | 2.22 | 3.66 | 3.25 | 2.81 | 2.3 | 2.24 | 1.87 | 3.7 | 3.53 | 3.44 | 1.4 | 0.33 | 1.34 | 4.37 |
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: Fixed Income, US Equity, Foreign Equity
that are covered in AUSA Life Insurance Co Inc TFLIC DIMENSIONAL VARIABLE ANNUITY. 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.