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401k Investor
QA Consulting, Inc. 401k Plan
QA Consulting, Inc. 401k Plan Strategic Asset Allocation - Equal Weight Moderate
QA Consulting, Inc. 401k Plan Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.28% December 30
Delayed
Holdings (As of 10/31/2016)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
International Equity | DFISX (INTERNATIONAL SMALL COMPANY PORTFOLIO INTERNATIONAL SMALL COMPANY PORTFOLIO - INSTITUTIONAL CLASS) | 0.22% | Internation SmallCap Separate Account | 15.14% |
US Equity | PWCIX (PRINCIPAL CAPITAL APPRECIATION FUND (FKA WEST COAST EQUITY FUND) INSTITUTIONAL CLASS) | 0.02% | Capital Appreciation Separate Account | 9.59% |
US Equity | PEIIX (EQUITY INCOME FUND FORMERLY EQUITY INCOME FUND I INSTITUTIONAL CLASS) | 0.23% | Equity Income Separate Account | 6.90% |
CASH | CASH (CASH) | 0.0% | CASH | 0.00% |
Real Estate | PIREX (REAL ESTATE SECURITIES FUND INSTITUTIONAL CLASS) | 1.60% | Real Estate Seurities Sep Acct | 17.34% |
General Bond | PPSIX (PREFERRED SECURITIES FUND INSTITUTIONAL CLASS) | 0.49% | Preferred Securities Sep Acct | 19.09% |
General Bond | BPRIX (BlackRock Inflation Protected Bond Instl) | 0.18% | Inflation Protection Separate Account | 18.42% |
Emerging Market Equity | PIEIX (INTERNATIONAL EMERGING MARKETS FUND INSTITUTIONAL CLASS) | 0.09% | Internation Emerging Markets Sep Acct | 13.52% |
* Day change on 10/31/2016.
Beta
Performance (As of 12/30/2016)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
QA Consulting, Inc. 401k Plan Strategic Asset Allocation - Equal Weight Moderate | 5.7% | 4.4% | 3.0% | 6.3% | 4.3% | 6.5% |
VFINX (Vanguard (S&P 500) Index) | 11.8% | 30.7% | 9.7% | 15.2% | 12.8% | 14.7% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.8% | 18.2% | 3.6% | 8.7% | 7.9% | 9.7% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 01/02/2001 |
2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.8 | 4.4 | 3.0 | 6.3 | 4.3 | 6.5 | 5.7 | 5.5 | -0.4 | 3.9 | 9.2 | 13.5 | -2.3 | 14.7 | 27.4 | -26.3 | 6.9 | 13.8 | 7.3 | 13.0 | 25.8 | -2.9 | -4.9 |
Sharpe Ratio | NA | 0.5 | 0.38 | 0.84 | 0.31 | NA | 0.46 | 0.63 | -0.05 | 0.63 | 1.26 | 2.04 | -0.19 | 1.33 | 1.49 | -1.21 | 0.37 | 1.45 | 0.88 | 1.72 | 4.13 | -0.56 | -1.02 |
Draw Down(%) | NA | 8.4 | 12.1 | 12.1 | 39.6 | NA | 39.6 | 7.5 | 8.9 | 5.6 | 8.5 | 5.3 | 14.6 | 7.4 | 16.8 | 36.9 | 7.8 | 7.7 | 3.7 | 10.5 | 4.7 | 12.9 | 11.7 |
Standard Deviation(%) | NA | 8.5 | 7.7 | 7.4 | 12.2 | NA | 10.5 | 8.4 | 8.3 | 6.2 | 7.3 | 6.6 | 12.2 | 11.0 | 18.3 | 22.5 | 10.6 | 7.3 | 5.9 | 7.0 | 6.1 | 7.2 | 7.1 |
Treynor Ratio | NA | 1.85 | 0.96 | 0.32 | 0.08 | NA | 0.11 | 2.88 | -0.09 | 1.91 | 0.16 | 0.29 | -0.05 | 0.26 | 0.44 | -0.52 | 0.06 | 0.18 | 0.11 | 0.27 | 0.97 | -0.17 | -0.28 |
Alpha | NA | 0.02 | 0.01 | 0.02 | 0.01 | NA | 0.01 | 0.02 | 0.0 | 0.01 | -0.02 | 0.03 | -0.01 | 0.03 | 0.04 | -0.03 | 0.01 | 0.02 | 0.02 | 0.03 | 0.06 | 0.01 | -0.02 |
Beta | NA | 0.02 | 0.03 | 0.2 | 0.48 | NA | 0.43 | 0.02 | 0.04 | 0.02 | 0.57 | 0.46 | 0.49 | 0.57 | 0.62 | 0.53 | 0.6 | 0.58 | 0.45 | 0.45 | 0.26 | 0.23 | 0.26 |
RSquared | NA | 0.0 | 0.0 | 0.12 | 0.68 | NA | 0.64 | 0.0 | 0.01 | 0.0 | 0.77 | 0.8 | 0.86 | 0.87 | 0.86 | 0.92 | 0.82 | 0.63 | 0.63 | 0.5 | 0.53 | 0.7 | 0.63 |
Sortino Ratio | NA | 0.69 | 0.53 | 1.16 | 0.43 | NA | 0.63 | 0.87 | -0.06 | 0.87 | 1.74 | 3.13 | -0.25 | 1.93 | 2.21 | -1.59 | 0.49 | 2.16 | 1.26 | 2.32 | 6.43 | -0.78 | -1.29 |
Yield(%) | N/A | 5.6 | 4.5 | 5.8 | 5.5 | 7.4 | 3.85 | 3.8 | 5.3 | 4.1 | 7.8 | 3.1 | 3.2 | 4.3 | 4.6 | 2.3 | 8.6 | 5.4 | 2.7 | 3.0 | 1.0 | 0.9 | 1.6 |
Dividend Growth(%) | N/A | 64.4 | 6.2 | 47.3 | N/A | N/A | N/A | -30.2 | 34.8 | -42.5 | 185.6 | -4.9 | -15.4 | 19.7 | 47.4 | -71.3 | 80.5 | 115.9 | 0.5 | 290.5 | 5.5 | -45.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Equal Weight
. The allocations are diversified by investing in the 5 major asset classes: US Equity, Fixed Income, Emerging Market Equity, REITs, Foreign Equity
that are covered in QA Consulting, Inc. 401k Plan. It then selects one or two funds for each of the 5 major asset classes.
1.Risk allocation: the risk profile of this portfolio 40.
The total allocation of the fixed income assets should be at least 40%.
2.Asset weights: risk assets selected are equally weighted by
default.
3.Fund selection: about one or two top performing funds among 28 available funds in the plan are chosen for each asset selected. They are usually equally weighted within
the asset by default.
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 on
04/25/2013
are obtained from historical simulation. They are hypothetical.