The strategy will reblance on the date of a month specified. If the date happens to be a weekend or a holiday, it will rebalance at the earliest trading day after this date. Also, if 'At least 30 days apart between 2 rebalances' is checked as 'Yes', the strategy will start to ensure the 30 days gap starting from the inception date and move forward.
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*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Tax Performance Analytics
The start date of the charts is 01/02/2001 when all charts have data
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Optimal
strategy. Asset weights of available asset classes
in PFIZER SAVINGS 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 26 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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