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ONEBEACON 401K SAVINGS AND EMPLOYEE STOCK OWNERSHIP PLAN
ONEBEACON 401K SAVINGS AND EMPLOYEE STOCK OWNERSHIP PLAN Strategic Asset Allocation - Equal Weight Moderate
ONEBEACON 401K SAVINGS AND EMPLOYEE STOCK OWNERSHIP PLAN Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.01% May 16
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
CASH | CASH (CASH) | 0.0% | CASH | 100.00% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/16/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
ONEBEACON 401K SAVINGS AND EMPLOYEE STOCK OWNERSHIP PLAN Strategic Asset Allocation - Equal Weight Moderate | 1.4% | 3.8% | 2.3% | 1.6% | 1.1% | 2.8% |
VFINX (Vanguard (S&P 500) Index) | 11.7% | 29.3% | 9.9% | 15.0% | 12.9% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 17.4% | 3.9% | 8.6% | 8.0% | 9.8% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 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(%) | 0.1 | 1.4 | 3.8 | 2.3 | 1.6 | 1.1 | 2.8 | 2.6 | 2.4 | 4.2 | 1.4 | 0.0 | 0.2 | 1.4 | 1.3 | 0.6 | 0.2 | 0.0 | 0.0 | 4.5 | 7.0 | 1.7 | 7.8 | 14.2 | -15.5 | 6.4 | 10.1 | 4.5 | 3.7 | 0.7 | 1.1 | 2.3 |
Sharpe Ratio | NA | 0.3 | 0.12 | -0.01 | 0.0 | 0.03 | NA | NA | 0.26 | -0.05 | 0.0 | 0.02 | 0.05 | 1.02 | 2.25 | 0.06 | 0.93 | -0.2 | 0.14 | 1.22 | 1.61 | 0.21 | 1.21 | 1.43 | -1.0 | 0.54 | 1.22 | 0.58 | 2.14 | 0.05 | 0.01 | 0.01 |
Draw Down(%) | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 25.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 3.7 | 3.3 | 6.6 | 5.0 | 10.4 | 24.4 | 3.4 | 5.0 | 2.7 | 0.4 | 0.0 | 0.0 | 0.0 |
Standard Deviation(%) | NA | 0.0 | 0.1 | 0.2 | 0.2 | 0.1 | NA | NA | 5.0 | 0.3 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 3.6 | 4.3 | 7.7 | 6.3 | 9.9 | 16.4 | 6.2 | 5.6 | 3.9 | 1.3 | 0.0 | 0.0 | 0.0 |
Treynor Ratio | NA | -0.65 | 0.31 | -0.06 | -7.1 | 2.15 | NA | NA | 0.08 | 0.29 | 0.01 | 0.06 | -0.28 | 64.8 | -7.43 | -0.29 | 1.22 | 1.87 | 0.22 | 0.17 | 0.21 | 0.05 | 0.22 | 0.4 | -0.43 | 0.09 | 0.13 | 0.06 | 0.71 | 0.68 | -0.13 | -0.03 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.01 | 0.0 | 0.01 | 0.02 | 0.0 | 0.01 | 0.0 | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 |
Beta | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.17 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.26 | 0.33 | 0.32 | 0.34 | 0.36 | 0.38 | 0.38 | 0.54 | 0.36 | 0.04 | 0.0 | 0.0 | 0.0 |
RSquared | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.43 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.6 | 0.93 | 0.96 | 0.96 | 0.97 | 0.93 | 0.94 | 0.94 | 0.89 | 0.11 | 0.0 | 0.0 | 0.0 |
Sortino Ratio | NA | NA | NA | -0.13 | 0.11 | 0.83 | NA | NA | 0.36 | -0.95 | NA | NA | NA | NA | NA | 0.19 | 33.82 | -4.94 | NA | 1.68 | 2.48 | 0.29 | 1.76 | 2.15 | -1.32 | 0.73 | 1.86 | 0.85 | 4.15 | 3.61 | 0.81 | NA |
Yield(%) | N/A | 1.31 | 3.8 | 2.32 | 1.61 | 1.08 | N/A | N/A | 1.44 | 4.25 | 1.38 | 0.02 | 0.23 | 1.42 | 1.34 | 0.63 | 0.21 | 0.03 | 0.02 | 0.02 | 1.49 | 1.84 | 1.81 | 1.75 | 1.9 | 2.67 | 2.61 | 2.3 | 1.86 | 0.69 | 1.11 | 2.31 |
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 | 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 - Equal Weight
. The allocations are diversified by investing in the 1 major asset classes: US Equity
that are covered in ONEBEACON 401K SAVINGS AND EMPLOYEE STOCK OWNERSHIP PLAN. It then selects one or two funds for each of the 1 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 9 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
05/16/2013
are obtained from historical simulation. They are hypothetical.