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PAULUS SOKOLOWSKI AND SARTOR LLC 401K PLAN
PAULUS SOKOLOWSKI AND SARTOR LLC 401K PLAN Strategic Asset Allocation - Optimal Moderate
PAULUS SOKOLOWSKI AND SARTOR LLC 401K PLAN Strategic Asset Allocation - Optimal Moderate
live (public) 0.44% December 31
Delayed
Holdings (As of 11/30/2018)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | FSTAX (FIDELITY ADVISOR STRATEGIC INCOME FUND CLASS A) | 0.08% | FA STRAT INCOME A | 24.53% |
| US Equity | CSIEX (CALVERT EQUITY PORTFOLIO CLASS A) | 0.10% | CALVERT EQUITY A | 15.27% |
| US Equity | FNIAX (FIDELITY ADVISOR NEW INSIGHTS FUND CLASS A) | 0.29% | FA NEW INSIGHTS A | 16.17% |
| Emerging Market Equity | FIMKX (FIDELITY ADVISOR EMERGING MARKETS FUND CLASS I) | 0.47% | FA Emerging Markets | 10.28% |
| International Equity | FAIDX (FIDELITY INTERNATIONAL DISCOVERY FUND FIDELITY ADVISOR INTERNATIONAL DISCOVERY FUND: CLASS A) | 0.56% | FA INTL DISCOVERY A | 9.26% |
| International Equity | CSVAX (COLUMBIA GLOBAL DIVIDEND OPPORTUNITY FUND COLUMBIA GLOBAL DIVIDEND OPPORTUNITY FUND CLASS A) | 0.43% | Columbia Strategic Investor | 9.04% |
| Inflation Protected Bond | FIPIX (FIDELITY INFLATION-PROTECTED BOND FUND FIDELITY ADVISOR INFLATION-PROTECTED BOND FUND: CLASS I) | FA Infl-Prot Bond | 15.45% |
* Day change on 09/28/2018.
Previous
Beta
Performance (As of 12/31/2018)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| PAULUS SOKOLOWSKI AND SARTOR LLC 401K PLAN Strategic Asset Allocation - Optimal Moderate | 0.6% | 1.6% | 6.7% | 4.3% | 6.5% | 5.3% |
| VFINX (Vanguard (S&P 500) Index) | 7.1% | 13.4% | 19.2% | 16.2% | 13.6% | 14.5% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.1% | 9.5% | 11.8% | 8.6% | 8.4% | 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 | 15 Yr | 20 Yr | Since 01/02/2001 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.3 | 1.6 | 6.7 | 4.3 | 6.5 | 5.3 | 6.7 | 0.0 | 5.8 | -6.2 | 12.3 | 2.9 | -0.9 | 1.9 | 13.3 | 13.0 | -2.2 | 13.8 | 27.0 | -29.8 | 13.4 | 12.6 | 7.7 | 13.1 | 40.6 | -9.0 | -1.0 |
| Sharpe Ratio | NA | -0.82 | 0.27 | 0.19 | 0.68 | NA | NA | NA | 0.45 | -0.82 | 2.51 | 0.33 | -0.11 | 0.29 | 1.83 | 1.67 | -0.16 | 1.1 | 1.63 | -1.38 | 1.0 | 1.16 | 0.79 | 1.44 | 4.45 | -0.97 | -0.41 |
| Draw Down(%) | NA | 12.8 | 12.8 | 12.8 | 15.2 | NA | NA | NA | 41.2 | 12.8 | 2.9 | 6.8 | 8.6 | 6.2 | 7.0 | 6.8 | 14.2 | 9.9 | 15.2 | 38.8 | 8.3 | 9.6 | 5.1 | 7.8 | 8.5 | 17.7 | 13.1 |
| Standard Deviation(%) | NA | 9.1 | 7.6 | 7.5 | 10.1 | NA | NA | NA | 10.7 | 9.1 | 4.6 | 8.3 | 8.1 | 6.6 | 7.2 | 7.8 | 13.8 | 12.5 | 16.5 | 22.3 | 10.4 | 8.0 | 7.0 | 8.4 | 9.0 | 10.4 | 8.1 |
| Treynor Ratio | NA | -0.15 | 0.04 | 0.03 | 0.12 | NA | NA | NA | 0.09 | -0.15 | 0.22 | 0.05 | -0.02 | 0.04 | 0.23 | 0.23 | -0.04 | 0.21 | 0.46 | -0.6 | 0.18 | 0.14 | 0.1 | 0.19 | 0.92 | -0.28 | -0.11 |
| Alpha | NA | -0.02 | -0.01 | -0.01 | 0.0 | NA | NA | NA | 0.01 | -0.02 | 0.01 | -0.01 | 0.0 | -0.02 | -0.01 | 0.02 | -0.01 | 0.02 | 0.04 | -0.05 | 0.04 | 0.01 | 0.02 | 0.03 | 0.09 | 0.0 | 0.0 |
| Beta | NA | 0.51 | 0.53 | 0.52 | 0.57 | NA | NA | NA | 0.51 | 0.51 | 0.53 | 0.58 | 0.48 | 0.53 | 0.59 | 0.58 | 0.57 | 0.66 | 0.59 | 0.52 | 0.58 | 0.68 | 0.57 | 0.62 | 0.43 | 0.37 | 0.31 |
| RSquared | NA | 0.89 | 0.83 | 0.83 | 0.89 | NA | NA | NA | 0.83 | 0.89 | 0.58 | 0.85 | 0.86 | 0.83 | 0.81 | 0.9 | 0.92 | 0.92 | 0.94 | 0.9 | 0.81 | 0.71 | 0.71 | 0.67 | 0.67 | 0.83 | 0.69 |
| Sortino Ratio | NA | -1.05 | 0.36 | 0.25 | 0.95 | NA | NA | NA | 0.62 | -1.05 | 3.69 | 0.45 | -0.15 | 0.4 | 2.58 | 2.56 | -0.21 | 1.57 | 2.41 | -1.78 | 1.35 | 1.69 | 1.12 | 2.01 | 7.19 | -1.32 | -0.54 |
| Yield(%) | N/A | 3.8 | 2.3 | 3.9 | 5.5 | 5.6 | 5.6 | 5.8 | 3.41 | 3.8 | 0.4 | 2.0 | 5.9 | 6.7 | 3.9 | 3.7 | 1.7 | 2.4 | 2.7 | 2.6 | 4.2 | 5.8 | 3.4 | 2.8 | 3.3 | 2.4 | 3.6 |
| Dividend Growth(%) | N/A | 940.0 | -57.9 | 79.9 | N/A | N/A | N/A | N/A | N/A | 940.0 | -78.2 | -67.3 | -10.2 | 91.3 | 20.9 | 112.9 | -21.6 | 15.9 | -26.9 | -29.7 | -20.3 | 88.7 | 34.1 | 20.3 | 27.5 | -35.3 | 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 Emerging Market Equity, International Equity, Inflation Protected Bond, US Equity, General Bond
in PAULUS SOKOLOWSKI AND SARTOR LLC 401K 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 34 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.
- Emerging Market Equity
- International Equity
- Inflation Protected Bond
- US Equity
- General Bond
- 11.0%
- 19.0%
- 15.0%
- 30.0%
- 25.0%
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