Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
401k Investor
British Petroleum Retirement 401K
British Petroleum Retirement 401K Tactical Asset Allocation Moderate
British Petroleum Retirement 401K Tactical Asset Allocation Moderate
live (public) 0.05% January 08
Delayed
Holdings (As of 10/31/2024)
sign up and login first and then customize a new portfolio for the latest current holdings
| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| CASH | CASH (CASH) | 0.0% | Income | 0.03% |
| General Bond | VIPSX (VANGUARD INFLATION-PROTECTED SECURITIES FUND INVESTOR SHARES) | 0.08% | U.S. TIPS Bond Index | 32.85% |
| Emerging Market Equity | VEIEX (VANGUARD EMERGING MARKETS STOCK INDEX FUND INVESTOR SHARES) | 0.58% | Emerging Markets Index | 1.87% |
| International Equity | VGTSX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES) | 0.80% | International Equity Index | 28.77% |
| US Equity | VIGIX (VANGUARD GROWTH INDEX FUND INSTITUTIONAL SHARES) | 2.77% | Equity Growth Index | 18.19% |
| US Equity | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 1.85% | S&P 500 Index | 18.29% |
* 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** |
|---|---|---|---|---|---|---|
| British Petroleum Retirement 401K Tactical Asset Allocation Moderate | 0.6% | 24.0% | 2.6% | 7.1% | 5.4% | 5.4% |
| VFINX (Vanguard (S&P 500) Index) | 9.1% | 24.3% | 21.1% | 13.3% | 15.3% | 14.5% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 16.4% | 14.1% | 7.3% | 9.6% | 9.3% |
* 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(%) | -1.1 | 24.0 | 2.6 | 7.1 | 5.4 | 5.4 | 7.0 | 7.6 | 0.4 | 11.1 | 16.4 | -17.7 | 10.5 | 17.2 | 4.5 | -2.2 | 13.9 | 8.9 | -4.8 | 2.8 | 9.8 | 1.2 | 5.1 | 4.9 | 16.3 | -5.7 | 19.0 | 18.9 | 10.6 | 11.2 | 23.0 | 10.1 | 5.8 |
| Sharpe Ratio | NA | 0.65 | -0.11 | 0.4 | 0.43 | NA | NA | 0.76 | 0.04 | 0.52 | 1.42 | -1.28 | 1.17 | 1.86 | 0.65 | -0.49 | 2.68 | 1.47 | -0.89 | 0.45 | 1.39 | 0.19 | 0.67 | 0.44 | 1.56 | -1.18 | 1.19 | 1.56 | 1.29 | 1.17 | 3.52 | 1.74 | 0.76 |
| Draw Down(%) | NA | 5.6 | 21.9 | 23.0 | 23.0 | NA | NA | 23.0 | 0.7 | 5.6 | 8.0 | 22.7 | 5.1 | 9.1 | 4.0 | 9.0 | 2.2 | 3.9 | 8.4 | 5.5 | 5.9 | 6.8 | 4.9 | 9.1 | 6.0 | 8.8 | 9.8 | 13.5 | 5.5 | 10.6 | 4.0 | 2.9 | 4.4 |
| Standard Deviation(%) | NA | 8.6 | 11.1 | 10.3 | 8.4 | NA | NA | 8.2 | 8.4 | 8.7 | 8.5 | 14.9 | 8.9 | 9.1 | 4.8 | 7.2 | 5.0 | 5.9 | 5.4 | 6.3 | 7.0 | 5.9 | 7.5 | 10.9 | 10.4 | 5.6 | 13.4 | 10.0 | 6.5 | 8.8 | 6.3 | 5.2 | 4.5 |
| Treynor Ratio | NA | 0.09 | -0.02 | 0.13 | 0.12 | NA | NA | 0.33 | 0.01 | 0.07 | 0.21 | -0.33 | 0.18 | 2.54 | 0.26 | -0.1 | 0.28 | 0.58 | -0.21 | 0.06 | 0.17 | 0.04 | 0.8 | 0.1 | 1.24 | 9.71 | 0.22 | 0.22 | 0.2 | 0.26 | -3.7 | -1.66 | -0.92 |
| Alpha | NA | -0.02 | -0.01 | 0.0 | 0.0 | NA | NA | 0.02 | -0.01 | -0.02 | 0.0 | -0.03 | -0.02 | 0.06 | 0.0 | 0.0 | 0.02 | 0.03 | -0.02 | -0.01 | -0.02 | -0.01 | 0.02 | -0.01 | 0.05 | -0.03 | 0.06 | 0.03 | 0.03 | 0.03 | 0.09 | 0.03 | 0.01 |
| Beta | NA | 0.63 | 0.59 | 0.32 | 0.3 | NA | NA | 0.19 | 0.59 | 0.63 | 0.57 | 0.58 | 0.59 | 0.07 | 0.12 | 0.35 | 0.48 | 0.15 | 0.22 | 0.47 | 0.58 | 0.27 | 0.06 | 0.48 | 0.13 | -0.01 | 0.74 | 0.73 | 0.42 | 0.39 | -0.06 | -0.05 | -0.04 |
| RSquared | NA | 0.85 | 0.87 | 0.43 | 0.4 | NA | NA | 0.2 | 0.96 | 0.85 | 0.78 | 0.9 | 0.73 | 0.06 | 0.1 | 0.69 | 0.42 | 0.11 | 0.41 | 0.74 | 0.86 | 0.34 | 0.04 | 0.64 | 0.12 | 0.0 | 0.77 | 0.53 | 0.43 | 0.25 | 0.03 | 0.07 | 0.03 |
| Sortino Ratio | NA | 0.9 | -0.15 | 0.56 | 0.6 | NA | NA | 1.07 | 0.05 | 0.72 | 2.15 | -1.75 | 1.66 | 2.53 | 0.85 | -0.63 | 4.22 | 2.2 | -1.14 | 0.6 | 1.94 | 0.27 | 0.93 | 0.6 | 2.33 | -1.54 | 1.63 | 2.21 | 1.87 | 1.63 | 5.4 | 2.66 | 1.11 |
| Yield(%) | N/A | 2.0 | 2.8 | 3.4 | 3.0 | 3.4 | 5.7 | 2.96 | 0.0 | 2.0 | 3.3 | 3.6 | 3.3 | 2.3 | 2.7 | 1.5 | 0.2 | 2.9 | 1.9 | 2.5 | 1.8 | 3.1 | 3.3 | 2.6 | 3.7 | 2.8 | 3.4 | 3.0 | 3.1 | 3.0 | 4.0 | 3.8 | 6.0 |
| Dividend Growth(%) | N/A | -28.8 | 22.4 | 107.3 | 42.9 | N/A | N/A | N/A | -100.0 | -28.8 | -26.4 | 21.3 | 70.5 | -10.7 | 69.5 | 681.3 | -91.4 | 40.1 | -19.6 | 53.9 | -41.2 | -4.1 | 31.4 | -15.5 | 25.8 | -2.8 | 33.1 | 7.4 | 15.7 | -6.5 | 13.9 | -32.8 | 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: Fixed Income, US Equity, Emerging Market Equity, Foreign Equity that are covered in British Petroleum Retirement 401K. 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 12 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
01/13/2011
are obtained from historical simulation. They are hypothetical.
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>