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admin test Merrill Edge No Load No Transaction Fee Mutual Funds
admin test Merrill Edge No Load No Transaction Fee Mutual Funds Strategic Asset Allocation - Optimal Moderate
admin test Merrill Edge No Load No Transaction Fee Mutual Funds Strategic Asset Allocation - Optimal Moderate
live (public) 0.39% September 24
Delayed
Holdings (As of 07/31/2020)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | PRTIX (U.S. TREASURY INTERMEDIATE FUND U.S. TREASURY INTERMEDIATE FUND) | 0.0% | T. Rowe Price US Treasury Interm | 13.83% |
| General Bond | SCCIX (SCOUT CORE BOND FUND INSTITUTIONAL CLASS) | 0.08% | Scout Core Bond I | 5.42% |
| US Equity | NESGX (Needham Small Cap Growth Fun) | 1.72% | Needham Small Cap Growth | 16.37% |
| US Equity | BIOPX (BARON OPPORTUNITY FUND BARON OPPORTUNITY FUND) | 1.92% | Baron Opportunity Retail | 8.72% |
| CASH | CASH (CASH) | 0.0% | CASH | 0.74% |
| Real Estate | BREFX (BARON REAL ESTATE FUND BARON REAL ESTATE FUND) | 1.27% | Baron Real Estate Retail | 8.34% |
| Emerging Market Equity | MCHFX (MATTHEWS CHINA FUND INVESTOR CLASS SHARES) | 0.94% | Matthews China Investor | 10.94% |
| International Equity | MGLBX (MARSICO GLOBAL FUND MARSICO GLOBAL FUND) | 1.65% | Marsico Global | 9.17% |
| International Equity | ARTRX (ARTISAN GLOBAL OPPORTUNITIES FUND INVESTOR SHARES) | 0.92% | Artisan Growth Opportunities Inv | 8.13% |
| Long Term Bond | BTTTX (ZERO COUPON 2020 FUND INVESTOR CLASS) | 0.0% | American Century Zero Coupon 2020 Inv | 3.86% |
| Inflation Protected Bond | DIAVX (DREYFUS INFLATION ADJUSTED SECURITIES FUND INVESTOR SHARES) | 0.08% | Dreyfus Inflation-Adjusted Sec Inv | 14.48% |
* Day change on 06/30/2020.
Previous
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Performance (As of 09/24/2020)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| admin test Merrill Edge No Load No Transaction Fee Mutual Funds Strategic Asset Allocation - Optimal Moderate | 1.4% | 5.1% | 2.8% | 2.5% | 5.8% | 5.9% |
| VFINX (Vanguard (S&P 500) Index) | 6.0% | 14.9% | 18.3% | 16.7% | 13.3% | 14.7% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.7% | 11.2% | 11.6% | 9.1% | 8.3% | 9.5% |
* 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(%) | -0.2 | 5.1 | 2.8 | 2.5 | 5.8 | 5.9 | 5.8 | 0.0 | 7.7 | 8.0 | 11.2 | -5.6 | 6.0 | 1.0 | 0.7 | 5.2 | 9.8 | 12.4 | 1.7 | 14.4 | 30.7 | -23.9 | 9.7 | 12.7 | 10.3 | 15.6 | 28.3 | 5.6 | 9.5 |
| Sharpe Ratio | NA | 0.58 | 0.21 | 0.36 | 0.57 | NA | NA | NA | 0.68 | 0.37 | 2.09 | -0.77 | 1.0 | 0.13 | 0.1 | 0.94 | 1.65 | 1.96 | 0.14 | 1.62 | 1.71 | -1.26 | 0.76 | 1.22 | 1.55 | 2.4 | 4.3 | 0.61 | 0.9 |
| Draw Down(%) | NA | 24.3 | 24.3 | 24.3 | 24.3 | NA | NA | NA | 37.5 | 24.3 | 2.8 | 12.8 | 5.3 | 7.4 | 7.8 | 4.0 | 6.8 | 4.9 | 12.8 | 7.7 | 16.9 | 35.6 | 8.4 | 9.4 | 4.4 | 7.3 | 5.3 | 11.3 | 9.9 |
| Standard Deviation(%) | NA | 18.4 | 12.2 | 10.2 | 9.1 | NA | NA | NA | 10.0 | 21.4 | 4.7 | 8.9 | 5.3 | 6.4 | 7.1 | 5.5 | 5.9 | 6.3 | 12.5 | 8.8 | 17.8 | 19.7 | 8.8 | 7.7 | 5.3 | 6.1 | 6.4 | 7.5 | 8.0 |
| Treynor Ratio | NA | 0.22 | 0.05 | 0.08 | 0.11 | NA | NA | NA | 0.15 | 0.16 | 0.32 | -0.15 | 0.09 | 0.02 | 0.02 | 0.13 | 0.21 | 0.27 | 0.03 | 0.33 | 0.49 | -0.56 | 0.14 | 0.16 | 0.21 | 0.4 | 0.97 | 0.21 | 0.22 |
| Alpha | NA | 0.02 | -0.01 | 0.0 | 0.0 | NA | NA | NA | 0.02 | 0.03 | 0.01 | -0.02 | -0.02 | -0.01 | 0.0 | 0.0 | -0.01 | 0.02 | 0.0 | 0.03 | 0.05 | -0.03 | 0.02 | 0.01 | 0.03 | 0.04 | 0.07 | 0.04 | 0.04 |
| Beta | NA | 0.49 | 0.47 | 0.46 | 0.47 | NA | NA | NA | 0.44 | 0.5 | 0.3 | 0.45 | 0.57 | 0.41 | 0.41 | 0.4 | 0.46 | 0.46 | 0.51 | 0.43 | 0.62 | 0.44 | 0.46 | 0.59 | 0.38 | 0.36 | 0.28 | 0.22 | 0.32 |
| RSquared | NA | 0.83 | 0.78 | 0.77 | 0.8 | NA | NA | NA | 0.75 | 0.83 | 0.66 | 0.75 | 0.52 | 0.73 | 0.8 | 0.7 | 0.76 | 0.88 | 0.9 | 0.78 | 0.9 | 0.86 | 0.72 | 0.6 | 0.55 | 0.43 | 0.57 | 0.58 | 0.74 |
| Sortino Ratio | NA | 0.74 | 0.27 | 0.47 | 0.76 | NA | NA | NA | 0.92 | 0.47 | 3.05 | -0.98 | 1.34 | 0.18 | 0.13 | 1.32 | 2.33 | 3.08 | 0.19 | 2.3 | 2.6 | -1.63 | 1.02 | 1.73 | 2.31 | 3.39 | 6.89 | 0.87 | 1.23 |
| Yield(%) | N/A | 2.0 | 3.1 | 3.4 | 4.5 | 5.6 | 5.6 | 8.5 | 3.61 | 0.3 | 2.6 | 6.6 | 0.3 | 2.5 | 4.4 | 6.1 | 4.2 | 3.3 | 2.3 | 2.1 | 2.2 | 2.5 | 3.9 | 5.4 | 7.5 | 3.5 | 2.7 | 2.8 | 3.5 |
| Dividend Growth(%) | N/A | -70.5 | -16.6 | 7.0 | N/A | N/A | N/A | N/A | N/A | -86.8 | -63.9 | 2660.8 | -89.6 | -43.0 | -23.7 | 58.8 | 43.5 | 43.6 | 24.3 | 27.7 | -33.1 | -30.6 | -18.4 | -19.6 | 149.7 | 63.9 | 1.1 | -10.8 | 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 admin test Merrill Edge No Load No Transaction Fee Mutual Funds 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 526 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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