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401k Investor
SXC HEALTH SOLUTIONS, INC. 401(k) PLAN
SXC HEALTH SOLUTIONS, INC. 401(k) PLAN Strategic Asset Allocation - Optimal Moderate
SXC HEALTH SOLUTIONS, INC. 401(k) PLAN Strategic Asset Allocation - Optimal Moderate
live (public) 0.54% June 04
Delayed
Holdings (As of 03/31/2025)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | NEZYX (LOOMIS SAYLES STRATEGIC INCOME FUND CLASS Y) | 0.08% | Natixis Funds Loomis Sayles Strategic Income Fund | 39.56% |
| US Equity | MXXIX (MARSICO 21ST CENTURY FUND MARSICO 21ST CENTURY FUND) | 0.19% | Colombia Colombia Marisco 21st Century Fund | 15.01% |
| US Equity | GSCIX (Aberdeen Small Cap Fd inst Cl) | 2.66% | Aberdeen Aberdeen Small Cap Fund | 14.95% |
| Emerging Market Equity | LZEMX (LAZARD EMERGING MARKETS EQUITY PORTFOLIO INSTITUTIONAL SHARES) | 0.63% | Lazard Lazard Emerging Mkts Portfolio | 10.80% |
| International Equity | TGVIX (THORNBURG INTERNATIONAL VALUE FUND THORNBURG INTERNATIONAL VALUE FUND - CLASS I) | 1.03% | Thornburg Thornburg International Value Fund | 19.69% |
| CASH | CASH (CASH) | 0.0% | Bank of Amer N.A. Bank of Amer N.A. rtmt Preservation Tr | -0.01% |
* Day change on 03/31/2025.
Previous
Beta
Performance (As of 06/04/2025)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| SXC HEALTH SOLUTIONS, INC. 401(k) PLAN Strategic Asset Allocation - Optimal Moderate | 1.8% | 6.3% | 4.8% | 8.1% | 4.5% | 5.4% |
| VFINX (Vanguard (S&P 500) Index) | 10.9% | 27.8% | 21.8% | 13.7% | 15.4% | 14.6% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 7.0% | 18.6% | 14.5% | 7.6% | 9.6% | 9.4% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2025 | 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(%) | -1.6 | 6.3 | 4.8 | 8.1 | 4.5 | 5.4 | 6.0 | 7.6 | 8.6 | 9.9 | 12.6 | -18.1 | 6.6 | 13.0 | 19.0 | -6.7 | 6.6 | 9.5 | -1.5 | 3.1 | 11.6 | 13.7 | -2.3 | 13.1 | 27.2 | -27.2 | 16.3 | 16.4 | 12.0 | 15.8 | 37.0 | -0.7 | 11.6 |
| Sharpe Ratio | NA | 0.76 | 0.53 | 0.45 | 0.34 | NA | NA | 0.6 | 0.54 | 0.79 | 1.04 | -1.38 | 0.61 | 0.7 | 2.8 | -0.78 | 1.08 | 1.04 | -0.19 | 0.43 | 1.57 | 1.81 | -0.19 | 1.17 | 1.73 | -1.36 | 1.45 | 1.68 | 1.65 | 1.91 | 4.67 | -0.19 | 0.89 |
| Draw Down(%) | NA | 10.5 | 12.2 | 25.8 | 25.8 | NA | NA | 38.9 | 9.8 | 5.7 | 9.6 | 24.8 | 7.9 | 23.9 | 3.3 | 13.6 | 3.0 | 7.2 | 8.7 | 6.9 | 7.9 | 6.9 | 13.9 | 9.5 | 16.4 | 37.0 | 6.7 | 9.1 | 4.5 | 8.5 | 7.1 | 11.0 | 10.5 |
| Standard Deviation(%) | NA | 10.8 | 10.4 | 10.9 | 10.8 | NA | NA | 10.7 | 13.6 | 7.9 | 8.5 | 14.2 | 10.7 | 18.1 | 6.3 | 10.3 | 5.5 | 8.9 | 8.2 | 7.1 | 7.3 | 7.6 | 12.3 | 11.2 | 15.6 | 20.8 | 9.1 | 7.7 | 5.9 | 7.8 | 7.8 | 9.8 | 10.3 |
| Treynor Ratio | NA | 0.17 | 0.11 | 0.1 | 0.07 | NA | NA | 0.13 | 0.15 | 0.12 | 0.17 | -0.4 | 0.11 | 0.26 | 0.39 | -0.16 | 0.1 | 0.15 | -0.03 | 0.06 | 0.2 | 0.26 | -0.05 | 0.23 | 0.5 | -0.6 | 0.27 | 0.21 | 0.23 | 0.28 | 0.98 | -0.05 | 0.22 |
| Alpha | NA | 0.01 | 0.0 | 0.0 | -0.01 | NA | NA | 0.01 | 0.06 | -0.01 | -0.01 | -0.04 | -0.03 | 0.01 | 0.02 | -0.02 | -0.02 | 0.01 | -0.01 | -0.01 | -0.02 | 0.02 | -0.01 | 0.02 | 0.05 | -0.04 | 0.05 | 0.02 | 0.03 | 0.04 | 0.09 | 0.03 | 0.06 |
| Beta | NA | 0.48 | 0.51 | 0.5 | 0.5 | NA | NA | 0.48 | 0.49 | 0.51 | 0.52 | 0.49 | 0.58 | 0.48 | 0.45 | 0.52 | 0.59 | 0.6 | 0.47 | 0.55 | 0.59 | 0.54 | 0.49 | 0.57 | 0.55 | 0.47 | 0.49 | 0.62 | 0.43 | 0.53 | 0.37 | 0.35 | 0.42 |
| RSquared | NA | 0.78 | 0.75 | 0.68 | 0.74 | NA | NA | 0.77 | 0.86 | 0.66 | 0.64 | 0.69 | 0.51 | 0.87 | 0.79 | 0.72 | 0.53 | 0.79 | 0.8 | 0.78 | 0.79 | 0.82 | 0.86 | 0.85 | 0.9 | 0.87 | 0.74 | 0.64 | 0.56 | 0.57 | 0.66 | 0.84 | 0.77 |
| Sortino Ratio | NA | 1.07 | 0.77 | 0.63 | 0.45 | NA | NA | 0.83 | 0.78 | 1.08 | 1.6 | -1.8 | 0.87 | 0.89 | 4.19 | -1.02 | 1.48 | 1.48 | -0.25 | 0.6 | 2.18 | 2.81 | -0.25 | 1.67 | 2.6 | -1.74 | 2.01 | 2.55 | 2.42 | 2.66 | 7.65 | -0.27 | 1.26 |
| Yield(%) | N/A | 4.7 | 4.8 | 5.4 | 4.6 | 6.1 | 7.7 | 3.87 | 0.4 | 5.6 | 4.9 | 3.6 | 6.3 | 3.2 | 3.7 | 1.9 | 0.3 | 2.4 | 5.4 | 8.1 | 1.8 | 2.5 | 3.1 | 1.8 | 2.3 | 3.7 | 7.2 | 5.7 | 6.6 | 3.6 | 3.2 | 3.1 | 3.5 |
| Dividend Growth(%) | N/A | 5.2 | 6.9 | 127.4 | 56.1 | N/A | N/A | N/A | -91.4 | 27.3 | 15.4 | -41.1 | 122.8 | 2.9 | 76.6 | 578.5 | -86.1 | -56.3 | -30.3 | 390.3 | -17.9 | -21.6 | 91.5 | 2.9 | -54.9 | -40.2 | 46.9 | -2.5 | 112.3 | 51.4 | 3.0 | 0.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Optimal
strategy. Asset weights of available asset classes
in SXC HEALTH SOLUTIONS, INC. 401(k) PLAN are derived based on long term asset trends and their correlations.
For each major asset class, one or two funds are selected:
1. Risk allocation: the risk profile of this portfolio is 40.
The total allocation of the fixed income asset should be at least 40%.
2. Asset weights:
3. Fund selection: one or two top performing funds among 21 available funds in the plan are chosen for each asset.
They are usually equally weighted within the asset by default. Volatile funds or ETFs with small trading volume are ignored.
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.
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