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Nationwide Life Insurance Co MFS SPECTRUM Q B SHARES
Nationwide Life Insurance Co MFS SPECTRUM Q B SHARES Strategic Asset Allocation - Equal Weight Moderate
Nationwide Life Insurance Co MFS SPECTRUM Q B SHARES Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.06% 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% | MFS Money Market Q | 0.00% |
Emerging Market Equity | MEMAX (MFS EMERGING MARKETS EQUITY FUND A) | 0.10% | MFS Emerging Growth A Q | 32.20% |
General Bond | MFBFX (MFS CORPORATE BOND FUND A) | 0.08% | MFS Bond A Q | 35.05% |
US Equity | MFRFX (MFS RESEARCH FUND A) | 0.09% | MFS Research A Q | 15.90% |
US Equity | MITTX (MASSACHUSETTS INVESTORS TRUST A) | 0.11% | MFS Massachusetts Inv Trust A Q | 16.85% |
* 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** |
---|---|---|---|---|---|---|
Nationwide Life Insurance Co MFS SPECTRUM Q B SHARES Strategic Asset Allocation - Equal Weight Moderate | 5.7% | 13.2% | 2.3% | 7.1% | 5.7% | 7.9% |
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(%) | 1.4 | 5.7 | 13.2 | 2.3 | 7.1 | 5.7 | 7.9 | 7.0 | 6.6 | 12.5 | -10.9 | 3.5 | 15.0 | 21.1 | -6.5 | 17.1 | 4.9 | -2.0 | 2.8 | 7.4 | 13.6 | 1.0 | 14.8 | 32.3 | -22.4 | 9.8 | 11.5 | 7.3 | 10.6 | 20.1 | -2.1 | 1.5 |
Sharpe Ratio | NA | 0.56 | 1.18 | -0.01 | 0.5 | 0.48 | NA | NA | 0.64 | 1.04 | -1.08 | 0.46 | 0.83 | 2.96 | -0.85 | 3.3 | 0.55 | -0.23 | 0.42 | 1.22 | 2.68 | 0.1 | 2.01 | 2.99 | -1.46 | 0.89 | 1.58 | 1.12 | 1.78 | 3.98 | -0.51 | -0.12 |
Draw Down(%) | NA | 3.8 | 8.7 | 18.0 | 25.0 | 25.0 | NA | NA | 30.6 | 8.7 | 16.9 | 4.3 | 25.0 | 3.7 | 12.8 | 2.5 | 6.5 | 11.1 | 6.2 | 6.2 | 4.6 | 9.9 | 6.2 | 11.1 | 29.2 | 5.8 | 6.2 | 4.2 | 7.3 | 3.6 | 10.8 | 11.0 |
Standard Deviation(%) | NA | 7.7 | 8.0 | 8.9 | 11.0 | 9.6 | NA | NA | 8.7 | 7.9 | 11.3 | 7.6 | 17.7 | 6.7 | 9.2 | 5.0 | 8.6 | 8.6 | 6.8 | 6.0 | 5.1 | 9.2 | 7.3 | 10.8 | 16.0 | 7.6 | 5.2 | 4.5 | 5.5 | 4.9 | 6.4 | 6.7 |
Treynor Ratio | NA | 0.08 | 0.16 | 0.0 | 0.12 | 0.1 | NA | NA | 0.14 | 0.16 | -0.3 | 0.07 | 0.31 | 0.42 | -0.16 | 0.33 | 0.08 | -0.04 | 0.05 | 0.16 | 0.38 | 0.03 | 0.4 | 0.86 | -0.62 | 0.16 | 0.19 | 0.15 | 0.26 | 0.92 | -0.16 | -0.03 |
Alpha | NA | -0.01 | -0.01 | -0.01 | 0.0 | 0.0 | NA | NA | 0.01 | -0.01 | -0.02 | -0.03 | 0.02 | 0.03 | -0.02 | 0.03 | 0.0 | -0.01 | -0.01 | -0.02 | 0.03 | 0.0 | 0.04 | 0.08 | -0.04 | 0.02 | 0.01 | 0.02 | 0.02 | 0.05 | 0.01 | 0.01 |
Beta | NA | 0.57 | 0.59 | 0.44 | 0.46 | 0.48 | NA | NA | 0.39 | 0.51 | 0.41 | 0.48 | 0.48 | 0.47 | 0.49 | 0.5 | 0.57 | 0.48 | 0.53 | 0.46 | 0.35 | 0.36 | 0.36 | 0.37 | 0.38 | 0.43 | 0.44 | 0.35 | 0.38 | 0.21 | 0.2 | 0.24 |
RSquared | NA | 0.73 | 0.73 | 0.72 | 0.8 | 0.78 | NA | NA | 0.76 | 0.7 | 0.77 | 0.67 | 0.87 | 0.78 | 0.85 | 0.46 | 0.75 | 0.75 | 0.79 | 0.73 | 0.8 | 0.86 | 0.81 | 0.89 | 0.93 | 0.82 | 0.73 | 0.63 | 0.58 | 0.54 | 0.66 | 0.61 |
Sortino Ratio | NA | 0.8 | 1.73 | -0.01 | 0.67 | 0.65 | NA | NA | 0.87 | 1.54 | -1.46 | 0.64 | 1.08 | 4.41 | -1.1 | 4.62 | 0.75 | -0.31 | 0.57 | 1.71 | 4.26 | 0.14 | 2.89 | 4.6 | -1.87 | 1.21 | 2.36 | 1.65 | 2.48 | 6.5 | -0.69 | -0.17 |
Yield(%) | N/A | 0.57 | 4.17 | 3.7 | 3.75 | 3.28 | N/A | N/A | 3.96 | 4.39 | 2.83 | 3.46 | 3.49 | 4.21 | 3.35 | 0.32 | 1.15 | 5.33 | 4.12 | 2.29 | 3.76 | 3.66 | 4.8 | 4.04 | 4.27 | 7.25 | 5.12 | 5.61 | 3.49 | 4.1 | 4.28 | 5.33 |
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: Emerging Market Equity, Fixed Income, US Equity
that are covered in Nationwide Life Insurance Co MFS SPECTRUM Q B SHARES. 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 8 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.