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BorgWarner Morse TEC Inc., Ithaca Plan
BorgWarner Morse TEC Inc., Ithaca Plan Strategic Asset Allocation - Equal Weight Moderate
BorgWarner Morse TEC Inc., Ithaca Plan Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.07% 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 | 0.01% |
| International Equity | HAINX (HARBOR INTERNATIONAL FUND INSTITUTIONAL CLASS) | 0.65% | Harbor International Fund | 27.64% |
| General Bond | STABLEVALUE (STABLEVALUE) | 0.0% | T. Rowe Price Stable Value Common Trust Fund | 42.34% |
| US Equity | VIMSX (VANGUARD MID-CAP INDEX FUND INVESTOR SHARES) | 1.14% | Vanguard Mid-Cap Index | 15.12% |
| US Equity | BUFSX (BUFFALO SMALL CAP FUND BUFFALO SMALL CAP FUND) | 1.69% | Buffalo Small Cap Fund | 14.89% |
* 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** |
|---|---|---|---|---|---|---|
| BorgWarner Morse TEC Inc., Ithaca Plan Strategic Asset Allocation - Equal Weight Moderate | -0.9% | 28.7% | 8.1% | 11.1% | 6.6% | 6.4% |
| VFINX (Vanguard (S&P 500) Index) | 7.5% | 14.0% | 19.4% | 16.3% | 13.6% | 14.5% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.5% | 10.5% | 12.0% | 8.8% | 8.5% | 9.4% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 Yr | 20 Yr | Since 01/02/2001 |
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(%) | -0.8 | -0.9 | 28.7 | 8.1 | 11.1 | 6.6 | 6.4 | 6.7 | 6.3 | 6.4 | 6.1 | 16.2 | 21.3 | -7.5 | 8.0 | 17.3 | 15.7 | -7.7 | 4.6 | 3.4 | 0.1 | 0.7 | 13.9 | 9.7 | -1.9 | 8.7 | 19.4 | -19.3 | 8.9 | 13.1 | 8.9 | 8.4 | 18.3 | -5.4 | 2.9 |
| Sharpe Ratio | NA | 0.12 | 1.41 | 0.56 | 0.67 | 0.48 | NA | NA | NA | NA | 0.47 | 1.21 | 2.05 | -0.61 | 0.82 | 0.96 | 2.07 | -0.76 | 0.53 | 0.34 | 0.01 | 0.09 | 1.98 | 1.33 | -0.16 | 0.81 | 1.39 | -1.15 | 0.7 | 1.43 | 1.26 | 1.18 | 2.7 | -0.74 | 0.08 |
| Draw Down(%) | NA | 0.2 | 4.1 | 15.2 | 21.7 | 21.7 | NA | NA | NA | NA | 29.8 | 4.1 | 5.8 | 16.1 | 6.0 | 21.7 | 4.0 | 13.7 | 7.3 | 8.4 | 10.0 | 7.0 | 4.7 | 6.0 | 12.6 | 8.4 | 12.8 | 28.9 | 5.3 | 7.9 | 3.5 | 5.1 | 6.7 | 14.9 | 10.4 |
| Standard Deviation(%) | NA | 5.0 | 7.8 | 10.7 | 12.3 | 10.9 | NA | NA | NA | NA | 10.2 | 7.9 | 8.3 | 14.6 | 9.7 | 17.9 | 6.9 | 11.9 | 7.6 | 9.4 | 10.4 | 7.4 | 7.0 | 7.3 | 12.7 | 10.7 | 13.9 | 17.7 | 8.4 | 6.9 | 5.3 | 6.3 | 6.5 | 8.9 | 7.7 |
| Treynor Ratio | NA | 0.02 | 0.22 | 0.11 | 0.16 | 0.1 | NA | NA | NA | NA | 0.1 | 0.19 | 0.31 | -0.16 | 0.13 | 0.35 | 0.28 | -0.21 | 0.07 | 0.05 | 0.0 | 0.01 | 0.23 | 0.18 | -0.04 | 0.15 | 0.39 | -0.49 | 0.12 | 0.16 | 0.14 | 0.15 | 0.55 | -0.22 | 0.02 |
| Alpha | NA | 0.08 | 0.01 | 0.01 | 0.01 | 0.0 | NA | NA | NA | NA | 0.01 | 0.0 | 0.02 | 0.01 | -0.03 | 0.03 | 0.0 | -0.02 | -0.03 | -0.01 | 0.0 | -0.02 | -0.01 | 0.01 | -0.01 | 0.0 | 0.03 | -0.01 | 0.02 | 0.01 | 0.02 | 0.01 | 0.03 | 0.0 | 0.02 |
| Beta | NA | 0.35 | 0.5 | 0.54 | 0.52 | 0.52 | NA | NA | NA | NA | 0.47 | 0.51 | 0.54 | 0.56 | 0.62 | 0.49 | 0.5 | 0.43 | 0.61 | 0.66 | 0.49 | 0.6 | 0.59 | 0.54 | 0.53 | 0.57 | 0.49 | 0.42 | 0.5 | 0.61 | 0.47 | 0.5 | 0.32 | 0.3 | 0.31 |
| RSquared | NA | 0.96 | 0.66 | 0.79 | 0.82 | 0.71 | NA | NA | NA | NA | 0.78 | 0.66 | 0.72 | 0.85 | 0.69 | 0.89 | 0.83 | 0.39 | 0.3 | 0.86 | 0.53 | 0.87 | 0.88 | 0.9 | 0.94 | 0.94 | 0.93 | 0.94 | 0.9 | 0.8 | 0.8 | 0.76 | 0.69 | 0.77 | 0.77 |
| Sortino Ratio | NA | 0.29 | 2.02 | 0.8 | 0.92 | 0.65 | NA | NA | NA | NA | 0.65 | 1.73 | 3.18 | -0.85 | 1.16 | 1.25 | 3.04 | -1.0 | 0.61 | 0.45 | 0.01 | 0.12 | 2.88 | 2.0 | -0.2 | 1.15 | 2.0 | -1.5 | 0.95 | 2.14 | 1.88 | 1.67 | 4.14 | -1.02 | 0.11 |
| Yield(%) | N/A | 0.3 | 13.4 | 11.5 | 9.9 | 8.9 | 8.9 | 8.9 | 9.6 | 9.6 | 4.17 | 13.3 | 13.6 | 6.2 | 3.3 | 2.7 | 2.2 | 14.2 | 0.7 | 2.3 | 10.4 | 3.5 | 5.4 | 2.6 | 1.9 | 1.2 | 1.3 | 1.5 | 3.7 | 3.9 | 2.9 | 2.2 | 1.6 | 1.9 | 2.4 |
| Dividend Growth(%) | N/A | -97.7 | 18.5 | 411.0 | 84.5 | 310.3 | N/A | N/A | N/A | N/A | N/A | 17.6 | 102.7 | 105.7 | 43.3 | 38.8 | -85.6 | 2027.9 | -68.2 | -78.0 | 199.0 | -27.8 | 132.1 | 35.5 | 72.7 | 8.0 | -28.6 | -56.7 | 6.8 | 46.0 | 44.3 | 60.8 | -18.5 | -19.7 | 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: US Equity, Foreign Equity, Fixed Income
that are covered in BorgWarner Morse TEC Inc., Ithaca Plan. 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 on
01/25/2011
are obtained from historical simulation. They are hypothetical.
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