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401k Investor
OREILLY MEDIA INC. 401K PLAN
OREILLY MEDIA INC. 401K PLAN Tactical Asset Allocation Moderate
OREILLY MEDIA INC. 401K PLAN Tactical Asset Allocation Moderate
live (public) 0.02% January 30
Delayed
Holdings (As of 11/30/2023)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| CASH | CASH (CASH) | 0.0% | CASH | 41.39% |
| US Equity | JLGMX (JPMORGAN LARGE CAP GROWTH FUND CLASS R6) | 0.42% | JPMorgan Large Cap Growth R6 Large Cap Funds | 15.07% |
| US Equity | FUSEX (FIDELITY 500 INDEX FUND INVESTOR CLASS) | 0.66% | Fidelity Spartan 500 Index Inv | 14.45% |
| International Equity | DISVX (DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO - INSTITUTIO) | 0.58% | DFA International Small Cap Value I | 14.78% |
| International Equity | MINHX (MFS INTERNATIONAL VALUE FUND R4) | 0.22% | MFS International Value R4 | 14.31% |
* Day change on 10/31/2023.
Previous
Beta
Performance (As of 01/30/2024)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| OREILLY MEDIA INC. 401K PLAN Tactical Asset Allocation Moderate | -7.2% | -4.8% | -1.2% | -0.8% | 0.8% | 4.2% |
| VFINX (Vanguard (S&P 500) Index) | 6.7% | 21.6% | 20.9% | 12.9% | 15.0% | 14.3% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.3% | 14.9% | 13.9% | 7.1% | 9.4% | 9.2% |
* 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 |
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(%) | -0.4 | -4.8 | -1.2 | -0.8 | 0.8 | 4.2 | 6.6 | 7.4 | -0.5 | 4.4 | -13.2 | 4.3 | 13.4 | -0.3 | -4.9 | 12.8 | 8.2 | -6.6 | -1.1 | 18.5 | 8.1 | -1.1 | 4.6 | 29.6 | -2.9 | 17.9 | 17.9 | 15.7 | 18.2 | 28.8 | 5.7 | 4.5 |
| Sharpe Ratio | NA | -0.29 | -0.48 | -0.05 | 0.05 | NA | NA | 0.78 | -0.09 | 0.03 | -1.77 | 0.42 | 1.32 | -0.28 | -0.81 | 2.18 | 1.33 | -1.16 | -0.15 | 2.56 | 1.38 | -0.1 | 0.38 | 3.01 | -0.61 | 1.23 | 1.6 | 2.09 | 1.97 | 5.27 | 1.03 | 0.48 |
| Draw Down(%) | NA | 7.7 | 20.4 | 20.4 | 20.9 | NA | NA | 20.9 | 3.0 | 7.7 | 13.7 | 6.6 | 13.0 | 5.8 | 11.5 | 2.9 | 4.3 | 9.2 | 9.4 | 3.8 | 4.8 | 11.8 | 11.0 | 4.5 | 6.9 | 10.4 | 13.1 | 5.7 | 10.1 | 2.9 | 6.3 | 3.6 |
| Standard Deviation(%) | NA | 7.9 | 8.6 | 8.6 | 7.6 | NA | NA | 8.1 | 8.6 | 7.6 | 8.3 | 10.2 | 10.0 | 6.0 | 7.7 | 5.6 | 6.0 | 5.7 | 7.4 | 7.2 | 5.8 | 11.3 | 11.9 | 9.8 | 6.2 | 12.2 | 9.1 | 6.5 | 8.8 | 5.3 | 4.5 | 4.6 |
| Treynor Ratio | NA | -0.52 | -10.07 | -0.29 | 0.07 | NA | NA | 0.53 | -0.06 | 0.07 | 189.16 | -1.14 | 6.98 | -0.35 | -0.19 | 0.21 | 3.98 | -1.34 | -0.67 | 0.31 | 0.27 | -0.04 | 0.08 | 2.02 | -24.89 | 0.23 | 0.23 | 0.35 | 0.36 | 6.6 | -1.8 | -0.94 |
| Alpha | NA | -0.01 | -0.02 | 0.0 | 0.0 | NA | NA | 0.02 | -0.05 | 0.0 | -0.06 | 0.02 | 0.05 | -0.01 | -0.02 | 0.01 | 0.03 | -0.03 | 0.0 | 0.01 | 0.02 | 0.0 | -0.01 | 0.09 | -0.01 | 0.05 | 0.03 | 0.05 | 0.05 | 0.09 | 0.02 | 0.01 |
| Beta | NA | 0.04 | 0.0 | 0.01 | 0.05 | NA | NA | 0.12 | 0.13 | 0.03 | 0.0 | -0.04 | 0.02 | 0.05 | 0.33 | 0.57 | 0.02 | 0.05 | 0.02 | 0.6 | 0.3 | 0.27 | 0.55 | 0.15 | 0.0 | 0.64 | 0.64 | 0.39 | 0.48 | 0.04 | -0.03 | -0.02 |
| RSquared | NA | 0.0 | 0.0 | 0.0 | 0.02 | NA | NA | 0.08 | 0.03 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.54 | 0.46 | 0.0 | 0.02 | 0.0 | 0.85 | 0.42 | 0.32 | 0.69 | 0.17 | 0.0 | 0.72 | 0.5 | 0.37 | 0.37 | 0.02 | 0.02 | 0.01 |
| Sortino Ratio | NA | -0.39 | -0.64 | -0.06 | 0.07 | NA | NA | 1.08 | -0.12 | 0.03 | -2.22 | 0.58 | 1.79 | -0.35 | -1.02 | 3.28 | 1.94 | -1.46 | -0.19 | 3.76 | 2.03 | -0.13 | 0.51 | 4.88 | -0.83 | 1.72 | 2.25 | 3.18 | 2.8 | 8.86 | 1.53 | 0.67 |
| Yield(%) | N/A | 4.3 | 4.4 | 4.5 | 4.4 | 6.6 | 10.5 | 4.43 | 0.2 | 4.3 | 3.3 | 6.0 | 4.6 | 2.7 | 3.5 | 0.4 | 4.4 | 5.6 | 5.4 | 3.0 | 4.0 | 3.2 | 2.7 | 6.2 | 2.9 | 6.7 | 5.1 | 4.2 | 3.9 | 4.9 | 6.3 | 8.1 |
| Dividend Growth(%) | N/A | 8.9 | 37.7 | 25.4 | 79.8 | N/A | N/A | N/A | -95.7 | 11.3 | -42.0 | 46.0 | 71.7 | -27.7 | 949.4 | -90.7 | -25.4 | 2.0 | 108.0 | -17.5 | 25.0 | 21.2 | -42.4 | 109.1 | -49.4 | 53.0 | 43.4 | 24.4 | 4.2 | -17.6 | -18.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Tactical Asset Allocation
. The following is the description on how in general the strategy works for this portfolio. It is for information purpose only. The actual implementation might be
different from the description in some situations where optimization has been implemented.
The strategy first derives trend scores of the 4 major asset classes: Emerging Market Equity, US Equity, Fixed Income, Foreign Equity that are covered in OREILLY MEDIA INC. 401K PLAN. It then selects the top 2 risk assets and 1 fixed income asset.
1. Risk allocation: the risk profile of this portfolio is 40.
The total allocation of the 1 fixed income asset should be at least 40%.
2. Asset weights: risk assets selected are equally weighted by
default.
3. Fund selection: about 2 top performing funds among 31 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. During a market downturn, the asset
exposure to risk assets might be reduced and is switched to fixed income instead to avoid big loss.
5.
Simulation: Performance data before this portfolio went public on
12/11/2012
are obtained from historical simulation. They are hypothetical.
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