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PWC SUPPORT SERVICES 401K RETIREMENT PLAN
PWC SUPPORT SERVICES 401K RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate
PWC SUPPORT SERVICES 401K RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate
live (public) 0.45% August 28
Delayed
Holdings (As of 06/30/2020)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | HABDX (HARBOR BOND FUND INSTITUTIONAL CLASS) | 0.25% | Harbor Bond | 18.73% |
| US Equity | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 0.50% | Northern Trust S&P 500 | 13.44% |
| US Equity | NMCIX (VOYA MIDCAP OPPORTUNITIES FUND CLASS I) | 1.57% | ING VP Mid Cap Opportunities | 13.87% |
| Real Estate | IGLIX (VOYA GLOBAL REAL ESTATE FUND CLASS I) | ING Global Real Estate | 6.71% | |
| Emerging Market Equity | PIEIX (INTERNATIONAL EMERGING MARKETS FUND INSTITUTIONAL CLASS) | 1.72% | Principal International Emerging Markets | 10.84% |
| International Equity | MRSJX (MFS RESEARCH INTERNATIONAL FUND R4) | 0.39% | MFS Research International R4 | 8.38% |
| International Equity | EFA (iShares MSCI EAFE ETF) | 0.35% | Northern Trust Daily EAFE Index | 9.42% |
| Long Term Bond | VUSTX (VANGUARD LONG-TERM TREASURY FUND INVESTOR SHARES) | 0.71% | Northern Trust Long Government Bond | 4.56% |
| Inflation Protected Bond | VIPSX (VANGUARD INFLATION-PROTECTED SECURITIES FUND INVESTOR SHARES) | 0.0% | Northern Trust TIPS | 14.05% |
* Day change on 05/29/2020.
Previous
Beta
Performance (As of 08/28/2020)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| PWC SUPPORT SERVICES 401K RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate | -3.0% | 5.0% | 2.1% | 2.2% | 5.7% | 6.1% |
| VFINX (Vanguard (S&P 500) Index) | 7.1% | 13.7% | 19.4% | 16.6% | 13.6% | 14.5% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.4% | 10.3% | 11.9% | 8.9% | 8.5% | 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 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 2.1 | 5.0 | 2.1 | 2.2 | 5.7 | 6.1 | 5.7 | 0.0 | 7.1 | 7.0 | 16.0 | -8.1 | 8.7 | 5.9 | -4.2 | 3.9 | 10.1 | 13.8 | -0.5 | 15.7 | 28.5 | -24.7 | 11.5 | 12.6 | 11.2 | 15.0 | 25.2 | -1.3 | 7.2 |
| Sharpe Ratio | NA | 0.71 | 0.34 | 0.49 | 0.62 | NA | NA | NA | 0.57 | 0.38 | 2.38 | -1.06 | 1.61 | 0.65 | -0.52 | 0.61 | 1.32 | 1.79 | -0.04 | 1.31 | 1.61 | -1.15 | 0.85 | 1.14 | 1.39 | 1.77 | 3.27 | -0.24 | 0.57 |
| Draw Down(%) | NA | 19.5 | 19.5 | 19.5 | 19.5 | NA | NA | NA | 38.6 | 19.5 | 2.8 | 14.4 | 3.1 | 6.8 | 11.0 | 6.0 | 8.5 | 6.9 | 13.7 | 8.6 | 18.5 | 36.9 | 7.0 | 10.0 | 4.5 | 6.9 | 6.6 | 14.8 | 9.4 |
| Standard Deviation(%) | NA | 14.7 | 10.6 | 9.6 | 9.4 | NA | NA | NA | 10.9 | 17.8 | 6.1 | 9.0 | 5.0 | 8.7 | 8.2 | 6.3 | 7.6 | 7.7 | 14.1 | 11.9 | 17.7 | 22.3 | 10.0 | 8.2 | 6.5 | 7.9 | 7.5 | 10.2 | 8.5 |
| Treynor Ratio | NA | 0.26 | 0.08 | 0.1 | 0.12 | NA | NA | NA | 0.13 | 0.17 | 0.35 | -0.2 | 0.16 | 0.09 | -0.09 | 0.08 | 0.17 | 0.25 | -0.01 | 0.25 | 0.46 | -0.5 | 0.15 | 0.13 | 0.17 | 0.24 | 0.67 | -0.07 | 0.15 |
| Alpha | NA | 0.0 | -0.01 | 0.0 | 0.0 | NA | NA | NA | 0.01 | 0.01 | 0.01 | -0.03 | 0.0 | 0.0 | -0.02 | -0.01 | -0.03 | 0.02 | 0.0 | 0.03 | 0.04 | -0.02 | 0.03 | 0.01 | 0.03 | 0.03 | 0.05 | 0.03 | 0.04 |
| Beta | NA | 0.41 | 0.43 | 0.45 | 0.49 | NA | NA | NA | 0.49 | 0.41 | 0.42 | 0.48 | 0.52 | 0.6 | 0.46 | 0.5 | 0.61 | 0.55 | 0.57 | 0.62 | 0.62 | 0.52 | 0.58 | 0.7 | 0.52 | 0.58 | 0.36 | 0.35 | 0.33 |
| RSquared | NA | 0.86 | 0.83 | 0.81 | 0.81 | NA | NA | NA | 0.81 | 0.87 | 0.72 | 0.85 | 0.47 | 0.82 | 0.77 | 0.8 | 0.79 | 0.85 | 0.89 | 0.89 | 0.9 | 0.9 | 0.85 | 0.73 | 0.68 | 0.65 | 0.69 | 0.81 | 0.7 |
| Sortino Ratio | NA | 0.91 | 0.44 | 0.64 | 0.84 | NA | NA | NA | 0.79 | 0.49 | 3.57 | -1.34 | 2.24 | 0.9 | -0.69 | 0.84 | 1.84 | 2.76 | -0.05 | 1.91 | 2.36 | -1.49 | 1.17 | 1.67 | 2.04 | 2.51 | 5.18 | -0.33 | 0.79 |
| Yield(%) | N/A | 1.3 | 2.5 | 3.4 | 4.6 | 6.2 | 6.2 | 8.3 | 4.07 | 0.5 | 1.8 | 5.3 | 0.4 | 4.3 | 4.7 | 4.4 | 3.8 | 4.1 | 3.1 | 2.9 | 2.5 | 6.1 | 7.2 | 6.1 | 5.7 | 4.0 | 2.3 | 2.4 | 6.0 |
| Dividend Growth(%) | N/A | -77.3 | -30.4 | 10.8 | N/A | N/A | N/A | N/A | N/A | -65.6 | -69.2 | 1369.6 | -90.2 | -13.7 | 13.2 | 24.1 | 6.2 | 30.8 | 24.5 | 48.1 | -68.8 | -5.5 | 30.7 | 21.7 | 63.9 | 113.4 | -2.6 | -57.5 | 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 PWC SUPPORT SERVICES 401K 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 27 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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