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401k Investor
Coherent Employee Retirement and Investment Plan
Coherent Employee Retirement and Investment Plan Strategic Asset Allocation - Equal Weight Moderate
Coherent Employee Retirement and Investment Plan Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.23% August 28
Delayed
Holdings (As of 06/30/2020)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| International Equity | RNPFX (NEW PERSPECTIVE FUND CLASS R-5) | 0.59% | American Funds New Perspective R5 | 20.26% |
| General Bond | VBMFX (VANGUARD TOTAL BOND MARKET INDEX FUND INVESTOR SHARES) | 0.26% | Vanguard Total Bond Market Index Inv | 36.90% |
| US Equity | IYMIX (IVY MID CAP GROWTH FUND CLASS I) | 1.80% | Ivy Mid Cap Growth I | 15.25% |
| US Equity | AGTHX (GROWTH FUND OF AMERICA CLASS A) | 1.03% | American Funds Growth Fund of Amer A | 10.93% |
| Real Estate | IGLIX (VOYA GLOBAL REAL ESTATE FUND CLASS I) | ING Global Real Estate I | 16.66% |
* Day change on 05/29/2020.
Previous
Beta
Performance (As of 08/28/2020)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Coherent Employee Retirement and Investment Plan Strategic Asset Allocation - Equal Weight Moderate | 1.9% | 6.2% | 4.3% | 4.4% | 7.3% | 6.8% |
| VFINX (Vanguard (S&P 500) Index) | 5.6% | 14.1% | 19.2% | 16.2% | 13.2% | 14.4% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.6% | 10.9% | 11.4% | 9.3% | 8.3% | 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 | 15 Yr | 20 Yr | Since 01/02/2001 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 1.3 | 6.2 | 4.3 | 4.4 | 7.3 | 6.8 | 6.4 | 0.0 | 6.8 | 11.0 | 12.4 | -3.2 | 7.7 | 3.4 | 2.7 | 6.5 | 13.1 | 13.4 | 1.7 | 13.1 | 23.3 | -21.2 | 6.7 | 14.0 | 8.2 | 10.6 | 20.8 | -3.9 | 2.5 |
| Sharpe Ratio | NA | 0.88 | 0.61 | 0.7 | 0.87 | NA | NA | NA | 0.61 | 0.74 | 1.62 | -0.54 | 1.56 | 0.39 | 0.33 | 1.11 | 1.95 | 2.01 | 0.13 | 1.32 | 1.45 | -1.16 | 0.41 | 1.78 | 1.1 | 1.47 | 2.63 | -0.48 | 0.03 |
| Draw Down(%) | NA | 16.0 | 16.0 | 16.0 | 16.0 | NA | NA | NA | 35.7 | 16.0 | 3.6 | 9.8 | 3.0 | 7.9 | 6.7 | 4.7 | 5.6 | 4.9 | 10.9 | 7.1 | 17.2 | 31.5 | 5.7 | 6.4 | 3.4 | 6.4 | 6.6 | 16.1 | 10.0 |
| Standard Deviation(%) | NA | 12.6 | 9.4 | 8.7 | 8.4 | NA | NA | NA | 9.7 | 14.7 | 6.8 | 8.3 | 4.5 | 8.2 | 8.1 | 5.9 | 6.7 | 6.6 | 12.4 | 9.8 | 16.0 | 19.0 | 9.0 | 6.0 | 5.4 | 6.5 | 7.7 | 10.2 | 8.4 |
| Treynor Ratio | NA | 0.33 | 0.15 | 0.15 | 0.17 | NA | NA | NA | 0.13 | 0.32 | 0.25 | -0.1 | 0.16 | 0.05 | 0.06 | 0.14 | 0.23 | 0.27 | 0.03 | 0.25 | 0.41 | -0.5 | 0.07 | 0.21 | 0.13 | 0.2 | 0.48 | -0.14 | 0.01 |
| Alpha | NA | 0.01 | 0.0 | 0.0 | 0.01 | NA | NA | NA | 0.01 | 0.04 | 0.0 | 0.0 | 0.0 | -0.01 | 0.01 | 0.0 | -0.01 | 0.02 | 0.0 | 0.02 | 0.03 | -0.02 | 0.01 | 0.02 | 0.02 | 0.02 | 0.03 | 0.02 | 0.02 |
| Beta | NA | 0.34 | 0.37 | 0.4 | 0.44 | NA | NA | NA | 0.45 | 0.34 | 0.43 | 0.47 | 0.44 | 0.59 | 0.48 | 0.48 | 0.57 | 0.5 | 0.52 | 0.53 | 0.56 | 0.45 | 0.52 | 0.52 | 0.47 | 0.49 | 0.41 | 0.37 | 0.34 |
| RSquared | NA | 0.81 | 0.81 | 0.8 | 0.84 | NA | NA | NA | 0.85 | 0.89 | 0.64 | 0.92 | 0.43 | 0.89 | 0.84 | 0.87 | 0.9 | 0.91 | 0.94 | 0.93 | 0.92 | 0.92 | 0.86 | 0.73 | 0.78 | 0.69 | 0.86 | 0.86 | 0.74 |
| Sortino Ratio | NA | 1.13 | 0.8 | 0.93 | 1.19 | NA | NA | NA | 0.84 | 0.96 | 2.21 | -0.69 | 2.11 | 0.52 | 0.47 | 1.59 | 2.82 | 3.17 | 0.18 | 1.92 | 2.13 | -1.52 | 0.55 | 2.74 | 1.65 | 2.04 | 4.1 | -0.68 | 0.04 |
| Yield(%) | N/A | 1.8 | 3.3 | 4.1 | 5.5 | 6.4 | 6.4 | 7.4 | 4.15 | 0.5 | 2.4 | 6.8 | 0.9 | 3.6 | 5.4 | 5.0 | 4.1 | 3.3 | 2.9 | 4.4 | 4.6 | 3.7 | 6.1 | 3.9 | 6.0 | 3.5 | 2.8 | 4.2 | 4.8 |
| Dividend Growth(%) | N/A | -70.5 | -15.2 | 31.4 | N/A | N/A | N/A | N/A | N/A | -76.8 | -66.1 | 716.2 | -74.0 | -33.0 | 17.6 | 35.4 | 41.6 | 14.4 | -25.2 | 19.0 | -0.9 | -36.4 | 75.4 | -27.8 | 86.8 | 50.7 | -35.2 | -11.1 | 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: US Equity, Foreign Equity, Fixed Income, REITs
that are covered in Coherent Employee Retirement and Investment 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 18 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
07/19/2011
are obtained from historical simulation. They are hypothetical.
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