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401k Investor
ATT Savings Master Trust
ATT Savings Master Trust Strategic Asset Allocation - Equal Weight Moderate
ATT Savings Master Trust Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.21% June 14
Delayed
Holdings (As of 04/30/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
CASH | CASH (CASH) | 0.0% | DREYFUS GOVT CASH MGMT FUND VAR RT | 0.01% |
International Equity | RWIFX (CAPITAL WORLD GROWTH & INCOME FUND CLASS R-5) | 1.54% | CAPITAL WORLD GROWTH & INCOME FD CL R-5 | 33.07% |
General Bond | ITBIX (THE HARTFORD TOTAL RETURN BOND FUND CLASS I) | 0.45% | TOTAL RT BD FD GROUP MTU | 38.10% |
US Equity | FAEGX (FIDELITY ADVISOR EQUITY GROWTH FUND CLASS T) | 1.63% | INTERNATIONAL EQ FD GR TR MTU | 15.36% |
US Equity | FMAGX (FIDELITY MAGELLAN FUND FIDELITY MAGELLAN FUND) | 1.72% | FIDELITY MAGELLAN FD INC COM | 13.46% |
* Day change on 04/30/2024.
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Beta
Performance (As of 06/14/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
ATT Savings Master Trust Strategic Asset Allocation - Equal Weight Moderate | 8.1% | 14.1% | 3.6% | 8.5% | 6.7% | 8.2% |
VFINX (Vanguard (S&P 500) Index) | 14.6% | 25.9% | 10.0% | 15.3% | 12.8% | 14.4% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 7.7% | 15.9% | 3.7% | 8.6% | 7.9% | 9.6% |
* 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(%) | 0.7 | 8.1 | 14.1 | 3.6 | 8.5 | 6.7 | 8.2 | 7.0 | 7.0 | 12.1 | -11.5 | 7.3 | 21.2 | 22.3 | -5.8 | 10.4 | 4.2 | 1.0 | 6.3 | 13.2 | 12.9 | -0.1 | 11.3 | 27.3 | -21.4 | 7.8 | 8.4 | 6.4 | 10.3 | 21.3 | -0.2 | 3.5 |
Sharpe Ratio | NA | 0.79 | 1.39 | 0.12 | 0.57 | 0.55 | NA | NA | 0.67 | 1.09 | -1.03 | 0.83 | 1.08 | 2.71 | -0.71 | 2.17 | 0.48 | 0.12 | 0.92 | 2.34 | 2.5 | -0.01 | 1.51 | 2.53 | -1.59 | 0.71 | 1.0 | 0.93 | 1.76 | 3.91 | -0.21 | 0.19 |
Draw Down(%) | NA | 4.3 | 5.7 | 18.6 | 22.9 | 22.9 | NA | NA | 30.5 | 5.7 | 18.5 | 6.3 | 22.9 | 3.3 | 13.4 | 2.5 | 8.3 | 7.5 | 4.7 | 5.4 | 4.4 | 13.2 | 7.0 | 12.4 | 29.2 | 4.8 | 6.2 | 3.7 | 5.4 | 5.0 | 10.4 | 8.9 |
Standard Deviation(%) | NA | 8.1 | 7.4 | 9.5 | 12.0 | 10.1 | NA | NA | 8.8 | 7.2 | 12.6 | 8.8 | 19.3 | 7.7 | 9.9 | 4.5 | 8.2 | 8.4 | 6.9 | 5.6 | 5.1 | 9.8 | 7.4 | 10.7 | 14.1 | 6.7 | 5.2 | 4.5 | 5.3 | 5.3 | 6.2 | 6.0 |
Treynor Ratio | NA | 0.09 | 0.17 | 0.02 | 0.13 | 0.1 | NA | NA | 0.15 | 0.16 | -0.26 | 0.12 | 0.4 | 0.38 | -0.13 | 0.18 | 0.07 | 0.02 | 0.11 | 0.29 | 0.34 | 0.0 | 0.3 | 0.76 | -0.7 | 0.13 | 0.12 | 0.11 | 0.26 | 0.9 | -0.07 | 0.05 |
Alpha | NA | -0.01 | -0.01 | -0.01 | 0.0 | 0.0 | NA | NA | 0.01 | -0.01 | -0.01 | -0.03 | 0.04 | 0.02 | -0.01 | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.03 | 0.0 | 0.02 | 0.06 | -0.04 | 0.02 | 0.0 | 0.01 | 0.02 | 0.05 | 0.01 | 0.01 |
Beta | NA | 0.68 | 0.6 | 0.51 | 0.53 | 0.53 | NA | NA | 0.4 | 0.48 | 0.5 | 0.6 | 0.53 | 0.55 | 0.56 | 0.54 | 0.59 | 0.51 | 0.58 | 0.46 | 0.37 | 0.38 | 0.38 | 0.36 | 0.32 | 0.37 | 0.44 | 0.37 | 0.36 | 0.23 | 0.18 | 0.21 |
RSquared | NA | 0.86 | 0.82 | 0.87 | 0.88 | 0.88 | NA | NA | 0.77 | 0.76 | 0.92 | 0.8 | 0.9 | 0.8 | 0.94 | 0.64 | 0.89 | 0.88 | 0.91 | 0.83 | 0.86 | 0.83 | 0.84 | 0.82 | 0.87 | 0.8 | 0.73 | 0.71 | 0.56 | 0.54 | 0.55 | 0.57 |
Sortino Ratio | NA | 1.24 | 2.13 | 0.17 | 0.77 | 0.75 | NA | NA | 0.92 | 1.61 | -1.4 | 1.16 | 1.41 | 4.12 | -0.91 | 3.1 | 0.65 | 0.16 | 1.29 | 3.37 | 3.96 | -0.01 | 2.15 | 3.81 | -2.0 | 0.97 | 1.46 | 1.37 | 2.5 | 6.33 | -0.29 | 0.26 |
Yield(%) | N/A | 1.8 | 5.6 | 4.4 | 4.8 | 5.1 | 7.6 | 8.3 | 4.37 | 5.4 | 1.7 | 5.1 | 3.6 | 5.1 | 5.0 | 0.6 | 3.5 | 4.8 | 3.9 | 3.0 | 5.2 | 3.4 | 4.3 | 4.0 | 4.7 | 6.5 | 5.2 | 5.4 | 4.7 | 4.6 | 4.0 | 5.9 |
Dividend Growth(%) | N/A | -63.1 | 107.9 | 33.8 | 52.0 | 65.7 | N/A | N/A | N/A | 175.2 | -63.4 | 72.6 | -13.8 | -4.5 | 777.6 | -81.1 | -26.7 | 32.9 | 42.3 | -33.8 | 53.1 | -13.8 | 37.2 | -32.3 | -21.5 | 35.1 | 2.8 | 25.0 | 26.3 | 15.3 | -30.4 | 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: Foreign Equity, US Equity, Fixed Income
that are covered in ATT Savings Master Trust. 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 25 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.