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401k Investor
Fred Hutchinson Cancer Research Center Amended and Restated 403(b) Retirement Plan
Fred Hutchinson Cancer Research Center Amended and Restated 403(b) Retirement Plan Strategic Asset Allocation - Equal Weight Moderate
Fred Hutchinson Cancer Research Center Amended and Restated 403(b) Retirement Plan Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.40% January 28
Delayed
Holdings (As of 11/30/2020)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
Emerging Market Equity | FEMKX (FIDELITY EMERGING MARKETS FUND FIDELITY EMERGING MARKETS FUND) | 1.67% | Fidelity Emerging Markets | 17.17% |
Real Estate | FIREX (FIDELITY INTERNATIONAL REAL ESTATE FUND FIDELITY INTERNATIONAL REAL ESTATE FUND) | 0.99% | Fidelity International Real Estate | 14.59% |
International Equity | FNORX (FIDELITY NORDIC FUND FIDELITY NORDIC FUND) | 0.96% | Fidelity Nordic | 16.00% |
General Bond | FMSCX (FIDELITY ADVISOR MORTGAGE SECURITIES FUND CLASS I) | 0.09% | Fidelity Mortgage Securities | 37.56% |
US Equity | FDGRX (FIDELITY GROWTH COMPANY FUND FIDELITY GROWTH COMPANY FUND) | 0.58% | Fidelity Growth Company | 4.91% |
US Equity | FTRNX (FIDELITY TREND FUND FIDELITY TREND FUND) | 0.06% | Fidelity Trend | 9.78% |
CASH | CASH (CASH) | 0.0% | Fidelity Cash Reserve | 0.37% |
* Day change on 11/30/2020.
Beta
Performance (As of 01/28/2021)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Fred Hutchinson Cancer Research Center Amended and Restated 403(b) Retirement Plan Strategic Asset Allocation - Equal Weight Moderate | 1.8% | 20.8% | 7.8% | 9.8% | 6.1% | 5.5% |
VFINX (Vanguard (S&P 500) Index) | 11.7% | 29.3% | 9.9% | 14.8% | 13.0% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 17.4% | 3.9% | 8.5% | 8.0% | 9.8% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.5 | 20.8 | 7.8 | 9.8 | 6.1 | 5.5 | 7.1 | 7.2 | 1.8 | 19.7 | 15.0 | -6.5 | 13.2 | 2.5 | 0.0 | 1.2 | 7.2 | 12.8 | -3.4 | 15.9 | 25.7 | -29.9 | 9.9 | 13.2 | 12.9 | 13.9 | 29.6 | 0.5 | 6.1 |
Sharpe Ratio | NA | 1.23 | 0.61 | 0.96 | 0.65 | NA | NA | 0.67 | 0.18 | 1.17 | 2.43 | -0.9 | 3.09 | 0.3 | 0.0 | 0.19 | 1.32 | 2.07 | -0.28 | 1.77 | 1.57 | -1.63 | 0.75 | 1.53 | 2.05 | 1.97 | 5.92 | -0.09 | 0.55 |
Draw Down(%) | NA | 20.3 | 20.3 | 20.3 | 20.3 | NA | NA | 43.1 | 2.0 | 20.3 | 2.7 | 12.6 | 2.0 | 7.3 | 7.7 | 4.9 | 6.8 | 5.7 | 15.1 | 7.6 | 17.5 | 38.5 | 8.2 | 7.9 | 4.3 | 8.9 | 3.3 | 13.7 | 8.8 |
Standard Deviation(%) | NA | 16.7 | 11.4 | 9.5 | 8.8 | NA | NA | 9.5 | 10.4 | 16.6 | 5.6 | 8.6 | 4.1 | 7.6 | 7.2 | 6.0 | 5.5 | 6.2 | 12.5 | 8.9 | 16.3 | 18.9 | 9.3 | 6.5 | 5.2 | 6.6 | 4.9 | 6.8 | 6.9 |
Treynor Ratio | NA | 0.46 | 0.15 | 0.2 | 0.13 | NA | NA | 0.15 | 0.03 | 0.43 | 0.35 | -0.17 | 0.26 | 0.05 | 0.0 | 0.02 | 0.18 | 0.31 | -0.07 | 0.35 | 0.46 | -0.73 | 0.13 | 0.2 | 0.29 | 0.31 | 1.65 | -0.03 | 0.16 |
Alpha | NA | 0.04 | 0.01 | 0.01 | 0.0 | NA | NA | 0.02 | 0.08 | 0.04 | 0.01 | -0.02 | 0.01 | -0.01 | 0.0 | -0.02 | -0.01 | 0.03 | -0.02 | 0.04 | 0.04 | -0.07 | 0.02 | 0.02 | 0.04 | 0.04 | 0.08 | 0.02 | 0.03 |
Beta | NA | 0.45 | 0.45 | 0.45 | 0.45 | NA | NA | 0.41 | 0.53 | 0.45 | 0.39 | 0.46 | 0.47 | 0.5 | 0.37 | 0.47 | 0.41 | 0.42 | 0.5 | 0.45 | 0.56 | 0.42 | 0.52 | 0.5 | 0.37 | 0.42 | 0.18 | 0.19 | 0.24 |
RSquared | NA | 0.89 | 0.86 | 0.84 | 0.82 | NA | NA | 0.74 | 0.63 | 0.9 | 0.76 | 0.82 | 0.61 | 0.74 | 0.65 | 0.78 | 0.69 | 0.75 | 0.87 | 0.84 | 0.88 | 0.84 | 0.8 | 0.6 | 0.54 | 0.5 | 0.37 | 0.55 | 0.55 |
Sortino Ratio | NA | 1.61 | 0.8 | 1.27 | 0.86 | NA | NA | 0.9 | 0.26 | 1.53 | 3.61 | -1.15 | 4.87 | 0.41 | 0.0 | 0.26 | 1.81 | 3.21 | -0.36 | 2.55 | 2.32 | -2.01 | 1.0 | 2.21 | 3.04 | 2.73 | 10.23 | -0.12 | 0.71 |
Yield(%) | N/A | 3.65 | 4.28 | 3.61 | 3.76 | N/A | N/A | 4.58 | 0.0 | 3.66 | 3.81 | 5.71 | 3.01 | 2.16 | 4.46 | 4.77 | 2.99 | 4.52 | 3.05 | 4.14 | 4.08 | 5.09 | 8.01 | 7.09 | 5.19 | 4.94 | 4.4 | 3.56 | 6.93 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 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 5 major asset classes: US Equity, Fixed Income, Foreign Equity, Emerging Market Equity, REITs
that are covered in Fred Hutchinson Cancer Research Center Amended and Restated 403(b) Retirement Plan. It then selects one or two funds for each of the 5 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 266 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
03/22/2011
are obtained from historical simulation. They are hypothetical.