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401k Investor
UPMC 401(A) RETIREMENT SAVINGS PLAN
UPMC 401(a) Retirement Savings Plan Strategic Asset Allocation - Equal Weight Moderate
UPMC 401(a) Retirement Savings Plan 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% | CREF Money Market Fund | 0.01% |
General Bond | TIBDX (TIAA-CREF BOND FUND INSTITUTIONAL CLASS) | 0.45% | CREF Bond Fund | 39.29% |
US Equity | TRIRX (TIAA-CREF LARGE-CAP GROWTH INDEX FUND RETIREMENT CLASS) | 1.80% | CREF Growth Fund | 11.04% |
US Equity | TIEIX (TIAA-CREF EQUITY INDEX FUND INSTITUTIONAL CLASS) | 1.64% | CREF Stock Fund | 11.20% |
Real Estate | TRRSX (TIAA-CREF REAL ESTATE SECURITIES FUND RETIREMENT CLASS) | 1.84% | TIAA Real Estate Fund | 17.40% |
International Equity | TRIEX (TIAA-CREF INTERNATIONAL EQUITY INDEX FUND RETIREMENT CLASS) | 1.29% | CREF Global Fund | 21.06% |
* Day change on 04/30/2024.
Beta
Performance (As of 06/14/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
UPMC 401(a) Retirement Savings Plan Strategic Asset Allocation - Equal Weight Moderate | 4.3% | 13.1% | 3.1% | 7.2% | 6.2% | 8.0% |
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(%) | 0.3 | 4.3 | 13.1 | 3.1 | 7.2 | 6.2 | 8.0 | 5.6 | 5.6 | 15.8 | -12.8 | 13.6 | 11.8 | 18.7 | -5.2 | 9.8 | 4.8 | 2.8 | 8.2 | 10.2 | 13.9 | 2.3 | 12.4 | 19.0 | -25.2 | -2.4 | 13.0 | 1.2 | 9.7 | 16.7 | 0.3 | 0.1 |
Sharpe Ratio | NA | 0.34 | 1.12 | 0.07 | 0.46 | 0.5 | NA | NA | 0.39 | 1.33 | -1.07 | 1.75 | 0.59 | 2.65 | -0.79 | 1.94 | 0.53 | 0.31 | 1.31 | 1.31 | 1.81 | 0.15 | 1.02 | 0.83 | -0.97 | -0.45 | 1.39 | -0.14 | 1.33 | 2.01 | -0.21 | -1.23 |
Draw Down(%) | NA | 5.0 | 7.4 | 19.1 | 24.4 | 24.4 | NA | NA | 44.4 | 7.4 | 19.1 | 4.0 | 24.4 | 2.5 | 9.9 | 2.8 | 7.5 | 7.5 | 4.4 | 7.9 | 5.8 | 12.4 | 8.5 | 19.9 | 37.1 | 9.9 | 5.4 | 4.1 | 7.3 | 6.5 | 3.9 | 2.6 |
Standard Deviation(%) | NA | 7.8 | 8.3 | 10.2 | 12.2 | 10.2 | NA | NA | 11.6 | 8.7 | 13.3 | 7.7 | 19.6 | 6.5 | 8.2 | 4.7 | 8.6 | 8.9 | 6.2 | 7.8 | 7.6 | 14.7 | 12.1 | 22.7 | 26.8 | 12.0 | 7.0 | 7.0 | 6.6 | 8.0 | 3.9 | 1.8 |
Treynor Ratio | NA | 0.05 | 0.15 | 0.01 | 0.1 | 0.1 | NA | NA | 0.09 | 0.2 | -0.27 | 0.25 | 0.21 | 0.43 | -0.15 | 0.22 | 0.08 | 0.05 | 0.16 | 0.16 | 0.25 | 0.04 | 0.19 | 0.24 | -0.42 | -0.08 | 0.17 | -0.02 | 0.21 | 0.44 | 0.24 | 5.65 |
Alpha | NA | -0.03 | -0.01 | -0.01 | 0.0 | 0.0 | NA | NA | 0.01 | 0.0 | -0.02 | 0.0 | 0.01 | 0.02 | -0.01 | 0.01 | 0.0 | 0.01 | 0.01 | -0.03 | 0.02 | 0.01 | 0.01 | 0.0 | 0.0 | -0.02 | 0.01 | -0.01 | 0.02 | 0.03 | -0.01 | -0.01 |
Beta | NA | 0.57 | 0.61 | 0.54 | 0.54 | 0.52 | NA | NA | 0.5 | 0.58 | 0.52 | 0.54 | 0.54 | 0.41 | 0.45 | 0.42 | 0.58 | 0.51 | 0.5 | 0.64 | 0.56 | 0.61 | 0.64 | 0.79 | 0.62 | 0.67 | 0.58 | 0.49 | 0.42 | 0.36 | -0.03 | 0.0 |
RSquared | NA | 0.65 | 0.69 | 0.83 | 0.87 | 0.84 | NA | NA | 0.72 | 0.78 | 0.89 | 0.85 | 0.93 | 0.6 | 0.87 | 0.36 | 0.79 | 0.78 | 0.83 | 0.83 | 0.86 | 0.93 | 0.9 | 0.9 | 0.91 | 0.8 | 0.7 | 0.51 | 0.5 | 0.61 | 0.05 | 0.0 |
Sortino Ratio | NA | 0.48 | 1.69 | 0.1 | 0.61 | 0.68 | NA | NA | 0.52 | 2.01 | -1.46 | 2.48 | 0.75 | 3.82 | -1.01 | 2.68 | 0.73 | 0.43 | 1.89 | 1.84 | 2.79 | 0.21 | 1.46 | 1.2 | -1.29 | -0.57 | 2.03 | -0.18 | 1.77 | 2.81 | -0.27 | -1.32 |
Yield(%) | N/A | 1.0 | 3.3 | 3.1 | 3.2 | 3.6 | 5.3 | 3.9 | 2.05 | 3.3 | 2.5 | 3.1 | 2.2 | 2.4 | 2.1 | 0.2 | 3.8 | 5.0 | 3.3 | 2.2 | 3.5 | 2.6 | 1.8 | 0.5 | 0.7 | 1.7 | 1.8 | 0.8 | 0.2 | 0.0 | 0.3 | 2.3 |
Dividend Growth(%) | N/A | -64.5 | -6.6 | 80.6 | 34.8 | 199.7 | N/A | N/A | N/A | 16.5 | -8.9 | 55.2 | 10.7 | 7.7 | 946.4 | -93.9 | -23.2 | 66.2 | 61.4 | -28.6 | 38.8 | 63.0 | 336.1 | -46.6 | -59.5 | 1.0 | 127.5 | 309.1 | 644.1 | -89.8 | -84.7 | 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 4 major asset classes: Fixed Income, US Equity, Foreign Equity, REITs
that are covered in UPMC 401(A) RETIREMENT SAVINGS PLAN. It then selects one or two funds for each of the 4 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 9 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.