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The KPMG 401K Plan
The KPMG 401K Plan Strategic Asset Allocation - Optimal Moderate
The KPMG 401K Plan Strategic Asset Allocation - Optimal Moderate
live (public) 0.55% November 13
Delayed
Holdings (As of 08/30/2024)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | VBMPX (VANGUARD TOTAL BOND MARKET INDEX FUND INSTITUTIONAL PLUS SHARES) | 0.31% | Vanguard Total Bond Market Idx Instl Pls | 1.77% |
| General Bond | VBITX (VANGUARD SHORT-TERM BOND INDEX FUND INSTITUTIONAL SHARES) | 0.10% | Vanguard Short-Term Bond Idx Instl | 36.91% |
| US Equity | RGAGX (GROWTH FUND OF AMERICA CLASS R-6) | 0.89% | American Funds Growth Fund of Amer R6 | 12.08% |
| US Equity | MEIKX (MFS VALUE FUND R6) | 0.78% | MFS Value R5 | 12.36% |
| CASH | CASH (CASH) | 0.0% | BLACKROCK FEDFUND INSTL CL | 0.23% |
| Real Estate | MRLAX (GLOBAL REAL ESTATE PORTFOLIO CLASS I) | 0.83% | Morgan Stanley Inst Glbl Real Estate I | 8.72% |
| Emerging Market Equity | GEMAX (GOLDMAN SACHS EMERGING MARKETS EQUITY FUND CLASS A) | 0.46% | Goldman Sachs Emerging Mkts Equity A | 9.07% |
| International Equity | RERGX (EUROPACIFIC GROWTH FUND CLASS R-6) | 0.47% | American Funds EuroPacific Gr R6 | 9.51% |
| International Equity | DODFX (DODGE & COX INTERNATIONAL STOCK FUND DODGE & COX INTERNATIONAL STOCK FUND) | 0.45% | Dodge & Cox International Stock | 9.35% |
* Day change on 08/30/2024.
Previous
Beta
Performance (As of 11/13/2024)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| The KPMG 401K Plan Strategic Asset Allocation - Optimal Moderate | 9.3% | 13.8% | 0.1% | 5.5% | 4.7% | 6.7% |
| VFINX (Vanguard (S&P 500) Index) | 8.4% | 25.7% | 21.5% | 13.2% | 15.2% | 14.2% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.2% | 17.0% | 14.2% | 7.3% | 9.5% | 9.2% |
* 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 |
2024 | 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 | 13.8 | 0.1 | 5.5 | 4.7 | 6.7 | 6.4 | 6.9 | 8.1 | 9.8 | -15.2 | 5.8 | 18.1 | 17.1 | -7.1 | 10.4 | 4.8 | 0.1 | 6.6 | 13.2 | 13.0 | -1.7 | 16.1 | 24.9 | -24.5 | 7.5 | 13.3 | 8.5 | 17.9 | 29.0 | -3.3 | 8.5 |
| Sharpe Ratio | NA | 1.52 | -0.41 | 0.22 | 0.32 | NA | NA | 0.5 | 0.26 | 0.55 | -1.15 | 0.64 | 1.0 | 2.21 | -0.89 | 2.0 | 0.57 | 0.01 | 1.01 | 1.74 | 1.76 | -0.12 | 1.31 | 1.26 | -1.12 | 0.48 | 1.34 | 1.01 | 2.41 | 3.84 | -0.41 | 0.57 |
| Draw Down(%) | NA | 3.7 | 23.4 | 23.6 | 23.6 | NA | NA | 39.1 | 3.7 | 11.1 | 21.6 | 6.1 | 21.8 | 3.6 | 13.2 | 1.7 | 6.1 | 8.3 | 5.3 | 7.6 | 5.7 | 16.5 | 8.8 | 18.4 | 36.7 | 5.7 | 7.7 | 4.7 | 6.4 | 6.6 | 15.4 | 12.6 |
| Standard Deviation(%) | NA | 8.2 | 11.2 | 12.4 | 10.3 | NA | NA | 11.2 | 7.8 | 10.1 | 14.4 | 9.0 | 17.8 | 7.1 | 9.5 | 4.9 | 8.1 | 8.1 | 6.6 | 7.6 | 7.4 | 14.7 | 12.2 | 19.7 | 22.6 | 9.4 | 7.5 | 6.3 | 7.0 | 7.4 | 10.7 | 10.9 |
| Treynor Ratio | NA | 0.24 | -0.08 | 0.05 | 0.06 | NA | NA | 0.11 | 0.04 | 0.09 | -0.31 | 0.1 | 0.37 | 0.31 | -0.17 | 0.16 | 0.08 | 0.0 | 0.12 | 0.21 | 0.24 | -0.03 | 0.25 | 0.36 | -0.48 | 0.08 | 0.15 | 0.12 | 0.34 | 0.77 | -0.12 | 0.14 |
| Alpha | NA | -0.01 | -0.03 | -0.01 | -0.01 | NA | NA | 0.01 | -0.03 | -0.02 | -0.02 | -0.03 | 0.03 | 0.01 | -0.02 | 0.0 | 0.0 | 0.0 | 0.0 | -0.02 | 0.02 | -0.01 | 0.03 | 0.03 | -0.02 | 0.01 | 0.01 | 0.02 | 0.05 | 0.06 | 0.02 | 0.05 |
| Beta | NA | 0.52 | 0.54 | 0.51 | 0.51 | NA | NA | 0.53 | 0.49 | 0.61 | 0.54 | 0.56 | 0.48 | 0.51 | 0.51 | 0.61 | 0.57 | 0.49 | 0.54 | 0.63 | 0.55 | 0.6 | 0.65 | 0.7 | 0.53 | 0.56 | 0.67 | 0.52 | 0.49 | 0.37 | 0.37 | 0.44 |
| RSquared | NA | 0.6 | 0.73 | 0.78 | 0.8 | NA | NA | 0.83 | 0.63 | 0.63 | 0.81 | 0.67 | 0.89 | 0.79 | 0.84 | 0.68 | 0.86 | 0.87 | 0.87 | 0.86 | 0.9 | 0.91 | 0.91 | 0.93 | 0.93 | 0.92 | 0.79 | 0.73 | 0.61 | 0.73 | 0.8 | 0.75 |
| Sortino Ratio | NA | 2.32 | -0.56 | 0.29 | 0.43 | NA | NA | 0.69 | 0.37 | 0.8 | -1.56 | 0.89 | 1.27 | 3.19 | -1.12 | 2.94 | 0.79 | 0.02 | 1.39 | 2.46 | 2.73 | -0.15 | 1.92 | 1.85 | -1.45 | 0.65 | 2.05 | 1.48 | 3.5 | 6.23 | -0.59 | 0.8 |
| Yield(%) | N/A | 5.0 | 3.6 | 3.8 | 3.9 | 5.5 | 6.5 | 3.52 | 2.5 | 4.4 | 3.6 | 2.4 | 2.8 | 2.5 | 4.8 | 0.4 | 2.9 | 3.5 | 2.9 | 5.1 | 3.1 | 3.7 | 2.2 | 3.0 | 3.7 | 5.2 | 3.6 | 4.0 | 5.6 | 4.3 | 2.8 | 3.6 |
| Dividend Growth(%) | N/A | 36.5 | 49.9 | 56.0 | 53.1 | N/A | N/A | N/A | -40.3 | 3.9 | 63.0 | -2.3 | 36.0 | -53.1 | 1358.8 | -86.6 | -18.3 | 29.4 | -36.3 | 88.2 | -17.6 | 95.6 | -9.0 | -38.0 | -24.2 | 62.4 | -1.2 | -15.6 | 66.1 | 50.2 | -14.6 | 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 The KPMG 401K 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 23 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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