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Netcentrics Corporation 401(k) Retirement Plan
Netcentrics Corporation 401(k) Retirement Plan Strategic Asset Allocation - Optimal Moderate
Netcentrics Corporation 401(k) Retirement Plan Strategic Asset Allocation - Optimal Moderate
live (public) 0.51% September 02
Delayed
Holdings (As of 07/29/2016)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | SSTLX (WESTERN ASSET SHORT-TERM BOND FUND CLASS C1) | 0.0% | Legg Mason WA Short-Term Bond C | 18.57% |
| US Equity | FAEIX (NUVEEN EQUITY INDEX FUND CLASS A) | 1.01% | Nuveen Equity Index A | 14.95% |
| US Equity | FRDPX (FRANKLIN RISING DIVIDENDS FUND CLASS A) | 1.51% | Franklin Rising Dividends A | 15.88% |
| Emerging Market Equity | LMEMX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS C) | 1.24% | Legg Mason BFM Emerging Mkts Tr C | 11.30% |
| International Equity | TEMFX (TEMPLETON FOREIGN FUND CLASS A) | 1.11% | Templeton Foreign A | 9.79% |
| International Equity | TEDIX (FRANKLIN MUTUAL GLOBAL DISCOVERY FUND CLASS A) | 1.37% | Mutual Global Discovery A | 9.48% |
| Inflation Protected Bond | AIAVX (INFLATION-ADJUSTED BOND FUND A CLASS) | 0.34% | American Century Inf-Adj Bond A | 14.44% |
| Long Term Bond | LCBPX (WESTERN ASSET CORPORATE BOND FUND CLASS P) | 0.08% | Legg Mason WA Corporate Bond P | 5.60% |
| CASH | CASH (CASH) | 0.0% | American Funds Money Market R2 | 0.05% |
* Day change on 06/30/2016.
Previous
Beta
Performance (As of 09/02/2016)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Netcentrics Corporation 401(k) Retirement Plan Strategic Asset Allocation - Optimal Moderate | 4.8% | -1.4% | 3.5% | 3.0% | 5.2% | 8.2% |
| VFINX (Vanguard (S&P 500) Index) | 4.2% | 12.8% | 20.0% | 16.0% | 13.1% | 14.3% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.2% | 9.3% | 12.4% | 8.6% | 8.2% | 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 |
2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.6 | -1.4 | 3.5 | 3.0 | 5.2 | 8.2 | 8.0 | 0.0 | 8.2 | 7.5 | -4.1 | 2.4 | 11.0 | 10.6 | -3.9 | 12.1 | 34.1 | -25.4 | 12.2 | 13.6 | 8.8 | 17.3 | 35.1 | 3.7 | 7.3 |
| Sharpe Ratio | NA | 0.83 | 0.57 | 0.59 | 0.41 | NA | NA | NA | 0.69 | 0.8 | -0.5 | 0.35 | 1.55 | 1.42 | -0.29 | 1.16 | 1.98 | -1.35 | 0.96 | 1.39 | 1.13 | 2.0 | 4.4 | 0.32 | 0.58 |
| Draw Down(%) | NA | 10.5 | 14.7 | 14.7 | 38.2 | NA | NA | NA | 38.2 | 7.1 | 10.7 | 6.9 | 7.4 | 6.7 | 15.3 | 8.2 | 17.3 | 35.5 | 7.8 | 9.4 | 5.0 | 8.1 | 6.5 | 12.8 | 10.2 |
| Standard Deviation(%) | NA | 9.0 | 7.9 | 8.6 | 11.6 | NA | NA | NA | 10.4 | 9.3 | 8.4 | 6.9 | 7.1 | 7.5 | 13.5 | 10.3 | 17.2 | 19.4 | 9.6 | 7.4 | 5.9 | 8.2 | 7.8 | 8.1 | 8.5 |
| Treynor Ratio | NA | 0.14 | 0.08 | 0.09 | 0.09 | NA | NA | NA | 0.16 | 0.13 | -0.08 | 0.04 | 0.19 | 0.19 | -0.07 | 0.22 | 0.57 | -0.6 | 0.17 | 0.18 | 0.16 | 0.34 | 1.0 | 0.1 | 0.17 |
| Alpha | NA | 0.0 | 0.0 | -0.01 | 0.01 | NA | NA | NA | 0.02 | 0.02 | -0.02 | -0.01 | -0.02 | 0.01 | -0.02 | 0.02 | 0.06 | -0.04 | 0.03 | 0.02 | 0.02 | 0.05 | 0.08 | 0.04 | 0.03 |
| Beta | NA | 0.53 | 0.53 | 0.55 | 0.51 | NA | NA | NA | 0.46 | 0.57 | 0.5 | 0.55 | 0.58 | 0.55 | 0.55 | 0.54 | 0.59 | 0.44 | 0.53 | 0.57 | 0.41 | 0.48 | 0.34 | 0.26 | 0.29 |
| RSquared | NA | 0.78 | 0.81 | 0.84 | 0.85 | NA | NA | NA | 0.75 | 0.77 | 0.84 | 0.82 | 0.83 | 0.88 | 0.9 | 0.88 | 0.88 | 0.87 | 0.79 | 0.6 | 0.5 | 0.42 | 0.56 | 0.68 | 0.53 |
| Sortino Ratio | NA | 1.16 | 0.79 | 0.82 | 0.57 | NA | NA | NA | 0.97 | 1.11 | -0.66 | 0.49 | 2.18 | 2.15 | -0.38 | 1.68 | 2.99 | -1.74 | 1.31 | 2.02 | 1.66 | 2.83 | 7.29 | 0.46 | 0.81 |
| Yield(%) | N/A | 5.3 | 4.7 | 4.5 | 5.5 | 9.3 | 9.3 | 7.4 | 4.62 | 1.2 | 4.5 | 3.8 | 4.7 | 3.0 | 3.5 | 1.6 | 1.8 | 5.9 | 8.6 | 6.3 | 6.9 | 4.5 | 4.3 | 2.7 | 6.0 |
| Dividend Growth(%) | N/A | 34.6 | 96.4 | 14.2 | N/A | N/A | N/A | N/A | N/A | -74.4 | 22.6 | -12.0 | 72.7 | -16.7 | 135.9 | 19.7 | -76.4 | -23.7 | 53.1 | 2.3 | 75.5 | 42.2 | 67.6 | -51.7 | 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 Netcentrics Corporation 401(k) Retirement 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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