Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
401k Investor
C T Taylor Company 401K
C T Taylor Company 401K Strategic Asset Allocation - Optimal Moderate
C T Taylor Company 401K Strategic Asset Allocation - Optimal Moderate
live (public) 0.00% April 10
Delayed
Holdings (As of 02/28/2023)
sign up and login first and then customize a new portfolio for the latest current holdings
| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| Inflation Protected Bond | PARRX (REAL RETURN FUND ADMINISTRATIVE) | 0.10% | PIMCO Real Real Admin | 14.06% |
| General Bond | OIBNX (Oppenheimer International Bond R) | 0.0% | Oppenheimer International Bond N | 24.57% |
| US Equity | CRMMX (CRM MID CAP VALUE FUND INVESTOR) | 1.44% | CRM Mid Cap Value Inv | 14.49% |
| US Equity | MVRRX (MFS VALUE FUND R2) | 1.34% | MFS Value R2 | 0.72% |
| US Equity | SAMVX (RIDGEWORTH CEREDEX MID-CAP VALUE EQUITY FUND A SHARES) | 1.74% | RidgeWorth Mid-Cap Value Equity A | 15.34% |
| Emerging Market Equity | IJPIX (VY(R) JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO CLASS S) | 0.62% | ING JPMorgan Emerging Markets Equity Port S | 11.33% |
| International Equity | WSCAX (WANGER INTERNATIONAL WANGER INTERNATIONAL) | 0.53% | Wanger International | 9.77% |
| International Equity | RERFX (EUROPACIFIC GROWTH FUND CLASS R-5) | 0.38% | American Funds EuroPacific Growth R3 | 9.71% |
| CASH | CASH (CASH) | 0.0% | CASH | 0.01% |
* Day change on 01/31/2023.
Previous
Beta
Performance (As of 04/10/2023)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| C T Taylor Company 401K Strategic Asset Allocation - Optimal Moderate | 6.2% | -7.5% | 8.5% | 5.8% | 6.0% | 6.3% |
| VFINX (Vanguard (S&P 500) Index) | 6.7% | 21.6% | 20.9% | 12.9% | 15.0% | 14.4% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.3% | 14.9% | 13.9% | 7.1% | 9.4% | 9.3% |
* 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 |
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(%) | 0.3 | -7.5 | 8.5 | 5.8 | 6.0 | 6.3 | 8.5 | � | -3998.3 | -16.6 | 9.1 | 31.8 | 23.3 | -12.1 | 10.6 | 9.1 | -2.9 | 1.7 | 11.5 | 15.0 | -3.4 | 17.7 | 33.2 | -24.1 | 8.5 | 14.9 | 7.7 | 18.6 | 31.6 | -9.6 | -7.8 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | NA | NA | -1.3 | 0.79 | 1.88 | 3.04 | -1.2 | 2.13 | 1.01 | -0.36 | 0.25 | 1.54 | 1.92 | -0.22 | 1.53 | 2.09 | -1.16 | 0.57 | 1.48 | 0.87 | 2.28 | 4.21 | -1.09 | -0.8 |
| Draw Down(%) | NA | 3655.0 | 3349.5 | 3349.5 | 3349.5 | NA | NA | 3349.5 | 3727.3 | 24.2 | 9.4 | 21.2 | 3.4 | 18.5 | 2.0 | 7.1 | 11.2 | 6.1 | 7.5 | 6.4 | 15.9 | 8.6 | 15.6 | 36.2 | 6.8 | 9.4 | 4.5 | 7.0 | 6.0 | 18.3 | 22.9 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | NA | NA | 13.9 | 11.5 | 16.8 | 7.2 | 11.3 | 4.7 | 8.8 | 8.1 | 6.7 | 7.4 | 7.8 | 15.2 | 11.5 | 15.9 | 21.5 | 9.7 | 7.8 | 6.3 | 7.7 | 7.3 | 9.8 | 12.7 |
| Treynor Ratio | NA | -9.04 | NA | NA | NA | NA | NA | NA | -1.04 | -38.45 | -29.78 | -2.53 | -808.84 | -0.27 | 0.2 | 2.31 | -0.62 | 0.31 | 0.19 | 0.26 | -0.05 | 0.29 | 0.6 | -0.51 | 0.1 | 0.18 | 0.11 | 0.37 | 0.98 | -0.33 | -0.23 |
| Alpha | NA | -15.28 | -5.18 | -3.07 | -1.54 | NA | NA | -0.68 | -60.82 | -0.07 | 0.04 | 0.12 | 0.08 | -0.04 | 0.0 | 0.03 | -0.01 | 0.0 | -0.02 | 0.03 | -0.02 | 0.03 | 0.06 | -0.02 | 0.02 | 0.02 | 0.02 | 0.05 | 0.08 | -0.01 | -0.02 |
| Beta | NA | 4.04 | 2.17 | 1.0 | 0.8 | NA | NA | 0.6 | 38.58 | 0.0 | 0.0 | -0.12 | 0.0 | 0.51 | 0.51 | 0.04 | 0.05 | 0.05 | 0.61 | 0.57 | 0.62 | 0.6 | 0.55 | 0.49 | 0.56 | 0.64 | 0.51 | 0.48 | 0.32 | 0.33 | 0.44 |
| RSquared | NA | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.01 | 0.0 | 0.0 | 0.07 | 0.0 | 0.6 | 0.53 | 0.0 | 0.01 | 0.01 | 0.82 | 0.88 | 0.91 | 0.89 | 0.9 | 0.88 | 0.85 | 0.67 | 0.68 | 0.47 | 0.54 | 0.76 | 0.57 |
| Sortino Ratio | NA | -358.73 | NA | NA | NA | NA | NA | NA | -544.2 | -1.72 | 1.12 | 2.53 | 4.63 | -1.45 | 3.14 | 1.41 | -0.48 | 0.34 | 2.15 | 3.02 | -0.3 | 2.23 | 3.16 | -1.52 | 0.77 | 2.21 | 1.28 | 3.26 | 6.84 | -1.44 | -0.99 |
| Yield(%) | N/A | 30.5 | 23.3 | 15.7 | 12.5 | 13.1 | 23.4 | 6.42 | 26.5 | 6.0 | 11.0 | 8.6 | 7.2 | 4.0 | 0.4 | 5.0 | 5.8 | 5.9 | 7.7 | 4.5 | 4.5 | 3.1 | 3.6 | 6.4 | 7.9 | 7.1 | 6.2 | 4.4 | 3.1 | 1.5 | 0.9 |
| Dividend Growth(%) | N/A | 169.6 | 552.4 | 298.6 | 283.2 | N/A | N/A | N/A | 268.7 | -40.5 | 67.6 | 48.9 | 55.1 | 1133.6 | -92.0 | -17.6 | 1.8 | -16.6 | 97.8 | -3.0 | 66.9 | 16.8 | -57.3 | -11.5 | 25.7 | 26.9 | 65.4 | 86.3 | 93.5 | 42.1 | 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 C T Taylor Company 401K 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 28 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.
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>