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FOR ANNUAL REPORTS OF EMPLOYEE STOCK PURCHASE,SAVINGS AND SIMILAR PLANS PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
FOR ANNUAL REPORTS OF EMPLOYEE STOCK PURCHASE,SAVINGS AND SIMILAR PLANS PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 Tactical Asset Allocation Moderate
FOR ANNUAL REPORTS OF EMPLOYEE STOCK PURCHASE,SAVINGS AND SIMILAR PLANS PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 Tactical Asset Allocation Moderate
live (public) 0.13% 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% | CASH | 0.00% |
| General Bond | STABLEVALUE (STABLEVALUE) | 0.0% | JPMorgan JPMorgan Stable Asset Income Fund S | 54.81% |
| International Equity | MGIAX (MFS INTERNATIONAL VALUE FUND A) | 1.10% | MFS MFS Value Fund A | 10.93% |
| International Equity | REREX (EUROPACIFIC GROWTH FUND CLASS R-4) | 1.14% | American Funds American Funds Europacific Growth R4 | 9.69% |
| US Equity | VIMSX (VANGUARD MID-CAP INDEX FUND INVESTOR SHARES) | 1.14% | Vanguard Vanguard Mid-Cap Index Fund | 11.66% |
| US Equity | RGAEX (GROWTH FUND OF AMERICA CLASS R-4) | 2.19% | American Funds American Funds Growth Fnd of Amer R4 | 12.91% |
* 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** |
|---|---|---|---|---|---|---|
| FOR ANNUAL REPORTS OF EMPLOYEE STOCK PURCHASE,SAVINGS AND SIMILAR PLANS PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 Tactical Asset Allocation Moderate | -0.2% | 33.0% | 11.7% | 10.8% | 6.3% | 6.9% |
| VFINX (Vanguard (S&P 500) Index) | 6.7% | 21.6% | 20.9% | 12.9% | 15.0% | 14.3% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.3% | 14.9% | 13.9% | 7.1% | 9.4% | 9.2% |
* 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(%) | -0.3 | 33.0 | 11.7 | 10.8 | 6.3 | 6.9 | 7.7 | 7.9 | 0.9 | 21.1 | 26.3 | -8.4 | 3.2 | 14.5 | 11.3 | -2.3 | 5.0 | -1.0 | -1.7 | 1.6 | 15.0 | 9.5 | 2.2 | 9.0 | 17.1 | 0.4 | 14.8 | 11.8 | 7.3 | 8.2 | 18.8 | 3.8 | 8.6 |
| Sharpe Ratio | NA | 2.58 | 1.0 | 0.93 | 0.64 | NA | NA | 0.91 | 0.19 | 2.33 | 3.44 | -0.77 | 0.34 | 1.72 | 2.29 | -0.53 | 0.71 | -0.22 | -0.38 | 0.28 | 2.22 | 1.64 | 0.28 | 0.83 | 2.29 | -0.11 | 1.27 | 0.98 | 0.86 | 0.93 | 3.2 | 0.53 | 1.27 |
| Draw Down(%) | NA | 4.3 | 15.0 | 17.4 | 17.4 | NA | NA | 17.4 | 0.2 | 4.3 | 2.9 | 16.2 | 5.4 | 8.5 | 2.9 | 7.7 | 6.2 | 5.5 | 5.7 | 5.1 | 6.0 | 4.8 | 5.8 | 9.4 | 3.4 | 6.0 | 7.0 | 10.5 | 4.5 | 6.7 | 3.3 | 4.8 | 4.1 |
| Standard Deviation(%) | NA | 6.2 | 9.0 | 8.9 | 7.4 | NA | NA | 7.2 | 4.5 | 6.3 | 6.4 | 12.7 | 9.3 | 8.3 | 4.3 | 6.9 | 6.1 | 5.5 | 4.5 | 5.6 | 6.7 | 5.7 | 7.9 | 10.7 | 7.4 | 4.9 | 9.3 | 8.7 | 6.0 | 7.8 | 5.6 | 5.1 | 5.0 |
| Treynor Ratio | NA | 0.37 | 0.19 | 0.31 | 0.18 | NA | NA | 0.37 | 0.03 | 0.33 | 0.49 | -0.19 | 0.05 | 2.82 | 0.38 | -0.1 | 0.08 | -0.39 | -0.1 | 0.04 | 0.26 | 0.23 | 0.14 | 0.16 | 2.06 | 0.39 | 0.23 | 0.12 | 0.1 | 0.15 | 2.73 | -0.98 | -1.32 |
| Alpha | NA | 0.03 | 0.02 | 0.02 | 0.01 | NA | NA | 0.02 | 0.13 | 0.02 | 0.04 | 0.0 | -0.04 | 0.05 | 0.01 | 0.0 | -0.02 | -0.01 | -0.01 | -0.01 | 0.0 | 0.01 | 0.01 | 0.01 | 0.06 | 0.0 | 0.04 | 0.0 | 0.02 | 0.01 | 0.06 | 0.01 | 0.02 |
| Beta | NA | 0.44 | 0.48 | 0.26 | 0.26 | NA | NA | 0.18 | 0.31 | 0.44 | 0.45 | 0.5 | 0.59 | 0.05 | 0.26 | 0.36 | 0.53 | 0.03 | 0.17 | 0.42 | 0.57 | 0.42 | 0.16 | 0.55 | 0.08 | -0.01 | 0.51 | 0.71 | 0.49 | 0.49 | 0.07 | -0.03 | -0.05 |
| RSquared | NA | 0.79 | 0.87 | 0.4 | 0.38 | NA | NA | 0.23 | 0.92 | 0.79 | 0.84 | 0.91 | 0.7 | 0.04 | 0.56 | 0.8 | 0.35 | 0.01 | 0.35 | 0.74 | 0.87 | 0.86 | 0.21 | 0.86 | 0.09 | 0.01 | 0.76 | 0.66 | 0.7 | 0.49 | 0.04 | 0.02 | 0.04 |
| Sortino Ratio | NA | 3.59 | 1.43 | 1.31 | 0.87 | NA | NA | 1.27 | 0.46 | 3.22 | 5.67 | -1.07 | 0.46 | 2.38 | 3.33 | -0.67 | 0.84 | -0.26 | -0.49 | 0.36 | 3.17 | 2.4 | 0.38 | 1.17 | 3.54 | -0.16 | 1.77 | 1.43 | 1.25 | 1.28 | 5.07 | 0.78 | 1.77 |
| Yield(%) | N/A | 18.3 | 16.1 | 13.3 | 8.9 | 9.8 | 14.0 | 5.51 | 0.4 | 18.1 | 19.0 | 8.3 | 3.8 | 6.5 | 4.1 | 4.3 | 0.4 | 2.8 | 3.5 | 6.3 | 2.0 | 3.5 | 3.2 | 4.0 | 5.2 | 5.9 | 4.8 | 6.8 | 3.8 | 3.5 | 3.9 | 6.7 | 8.3 |
| Dividend Growth(%) | N/A | 20.9 | 283.1 | 392.5 | 195.0 | N/A | N/A | N/A | -97.5 | 20.0 | 108.5 | 128.4 | -34.3 | 79.9 | -7.2 | 1027.9 | -85.8 | -21.0 | -44.4 | 250.4 | -36.3 | 13.1 | -13.7 | -8.5 | -12.3 | 41.5 | -22.4 | 96.9 | 17.5 | 6.6 | -39.1 | -13.3 | 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 3 major asset classes: US Equity, Foreign Equity, Fixed Income that are covered in FOR ANNUAL REPORTS OF EMPLOYEE STOCK PURCHASE,SAVINGS AND SIMILAR PLANS PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934. 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 20 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 on
01/12/2011
are obtained from historical simulation. They are hypothetical.
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