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Berkshire Hathaway Employee Savings and Stock Ownership Plan of General RE
Berkshire Hathaway Employee Savings and Stock Ownership Plan of General RE Strategic Asset Allocation - Optimal Moderate
Berkshire Hathaway Employee Savings and Stock Ownership Plan of General RE Strategic Asset Allocation - Optimal Moderate
live (public) 0.38% July 12
Delayed
Holdings (As of 05/31/2022)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
General Bond | PIGLX (GLOBAL BOND FUND (UNHEDGED) INSTITUTIONAL) | 0.50% | PIMCO Global Bond Fund - Unhedged | 24.53% |
US Equity | VINIX (VANGUARD INSTITUTIONAL INDEX FUND INSTITUTIONAL SHARES) | 0.62% | Vanguard Institutional Index | 12.08% |
US Equity | VTSMX (VANGUARD TOTAL STOCK MARKET INDEX FUND INVESTOR SHARES) | 0.75% | Vanguard Total Stock Market Index | 0.86% |
US Equity | AAGPX (AMERICAN BEACON LARGE CAP VALUE FUND INVESTOR CLASS) | 0.65% | American Beacon Large-Cap | 13.47% |
Real Estate | FRESX (FIDELITY REAL ESTATE INVESTMENT PORTFOLIO FIDELITY REAL ESTATE INVESTMENT PORTFOLIO) | 1.43% | Fidelity Real Estate | 7.15% |
Emerging Market Equity | LZEMX (LAZARD EMERGING MARKETS EQUITY PORTFOLIO INSTITUTIONAL SHARES) | 1.67% | Lazard emerging Markets | 10.51% |
International Equity | FSIIX (FIDELITY INTERNATIONAL INDEX FUND INVESTOR CLASS) | 0.28% | Spartan International Index | 7.95% |
International Equity | BJBIX (ABERDEEN SELECT INTERNATIONAL EQUITY FUND CLASS A) | 0.66% | Julius Baer International Equity | 8.46% |
Inflation Protected Bond | VIPSX (VANGUARD INFLATION-PROTECTED SECURITIES FUND INVESTOR SHARES) | 0.52% | Vanguard Inflation Protected | 14.99% |
* Day change on 05/31/2022.
Beta
Performance (As of 07/12/2022)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Berkshire Hathaway Employee Savings and Stock Ownership Plan of General RE Strategic Asset Allocation - Optimal Moderate | -17.1% | -15.4% | 1.3% | 2.7% | 4.6% | 3.8% |
VFINX (Vanguard (S&P 500) Index) | 11.6% | 30.7% | 9.8% | 15.0% | 12.8% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 18.2% | 3.8% | 8.6% | 7.9% | 9.8% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.5 | -15.4 | 1.3 | 2.7 | 4.6 | 3.8 | 6.5 | 6.3 | -17.1 | 7.4 | 16.8 | 13.5 | -6.9 | 12.2 | 7.2 | -1.6 | 5.1 | 7.6 | 12.1 | -1.6 | 13.9 | 25.9 | -27.2 | 12.2 | 13.0 | 8.8 | 17.7 | 26.2 | 2.9 | 3.8 |
Sharpe Ratio | NA | -1.42 | 0.07 | 0.17 | 0.43 | NA | NA | 0.49 | -1.3 | 0.81 | 0.86 | 1.64 | -0.89 | 2.67 | 0.82 | -0.2 | 0.84 | 1.0 | 1.59 | -0.11 | 1.16 | 1.41 | -1.28 | 0.97 | 1.22 | 1.04 | 2.12 | 3.9 | 0.23 | 0.19 |
Draw Down(%) | NA | 18.1 | 23.7 | 23.7 | 23.7 | NA | NA | 40.3 | 17.7 | 6.0 | 23.4 | 3.5 | 13.3 | 1.9 | 6.4 | 9.9 | 5.5 | 8.5 | 6.4 | 14.2 | 8.8 | 17.3 | 39.3 | 6.7 | 9.3 | 4.4 | 8.3 | 4.8 | 11.7 | 9.8 |
Standard Deviation(%) | NA | 11.0 | 13.9 | 11.8 | 9.8 | NA | NA | 11.0 | 13.3 | 9.0 | 19.4 | 7.4 | 9.2 | 4.3 | 8.6 | 8.2 | 6.1 | 7.6 | 7.6 | 14.2 | 11.9 | 18.3 | 22.0 | 9.6 | 8.0 | 6.4 | 7.9 | 6.5 | 7.8 | 7.9 |
Treynor Ratio | NA | -0.31 | 0.02 | 0.04 | 0.08 | NA | NA | 0.11 | -0.34 | 0.12 | 0.31 | 0.25 | -0.16 | 0.26 | 0.12 | -0.03 | 0.11 | 0.13 | 0.22 | -0.03 | 0.22 | 0.4 | -0.56 | 0.17 | 0.15 | 0.14 | 0.34 | 0.87 | 0.07 | 0.05 |
Alpha | NA | -0.04 | -0.01 | -0.01 | -0.01 | NA | NA | 0.01 | -0.06 | -0.03 | 0.02 | 0.0 | -0.02 | 0.01 | 0.01 | -0.01 | 0.0 | -0.03 | 0.02 | -0.01 | 0.02 | 0.03 | -0.04 | 0.03 | 0.01 | 0.02 | 0.05 | 0.06 | 0.03 | 0.02 |
Beta | NA | 0.51 | 0.53 | 0.52 | 0.52 | NA | NA | 0.5 | 0.51 | 0.6 | 0.53 | 0.48 | 0.5 | 0.46 | 0.59 | 0.48 | 0.46 | 0.6 | 0.55 | 0.58 | 0.62 | 0.64 | 0.5 | 0.54 | 0.66 | 0.48 | 0.49 | 0.29 | 0.25 | 0.29 |
RSquared | NA | 0.86 | 0.86 | 0.85 | 0.83 | NA | NA | 0.79 | 0.89 | 0.75 | 0.9 | 0.67 | 0.85 | 0.49 | 0.81 | 0.81 | 0.75 | 0.76 | 0.86 | 0.91 | 0.9 | 0.92 | 0.88 | 0.8 | 0.67 | 0.59 | 0.47 | 0.58 | 0.68 | 0.63 |
Sortino Ratio | NA | -1.81 | 0.09 | 0.22 | 0.57 | NA | NA | 0.67 | -1.59 | 1.14 | 1.1 | 2.19 | -1.14 | 4.34 | 1.15 | -0.27 | 1.19 | 1.39 | 2.45 | -0.15 | 1.7 | 2.07 | -1.64 | 1.33 | 1.81 | 1.54 | 3.02 | 6.19 | 0.33 | 0.26 |
Yield(%) | N/A | 6.68 | 4.55 | 3.61 | 3.73 | N/A | N/A | 4.09 | 1.97 | 5.29 | 4.93 | 2.49 | 3.86 | 0.24 | 5.18 | 4.17 | 2.56 | 4.92 | 3.31 | 3.08 | 2.26 | 3.77 | 3.36 | 7.96 | 5.92 | 4.51 | 4.79 | 4.87 | 2.48 | 4.05 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 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 Berkshire Hathaway Employee Savings and Stock Ownership Plan of General RE 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.