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Ohio National Oncore Extra
Ohio National Oncore Extra Strategic Asset Allocation - Optimal Moderate
Ohio National Oncore Extra Strategic Asset Allocation - Optimal Moderate
live (public) 0.50% July 12
Delayed
Holdings (As of 05/31/2022)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| Commodities | PCRIX (COMMODITYREALRETURN STRATEGY FUND INSTITUTIONAL) | 0.13% | PIMCO CommodityRealReturn Strategy Portfolio | 5.68% |
| General Bond | PIGLX (GLOBAL BOND FUND (UNHEDGED) INSTITUTIONAL) | 0.0% | PIMCO Global Bond Portfolio (Unhedged) | 24.07% |
| US Equity | SVAIX (FEDERATED STRATEGIC VALUE DIVIDEND FUND INSTITUTIONAL SHARES) | 2.70% | Federated Equity Management Company of PA Strategic Value Portfolio | 12.12% |
| US Equity | GSLIX (GOLDMAN SACHS LARGE CAP VALUE FUND INSTITUTIONAL) | 2.79% | Goldman Sachs Large Cap Value Fund | 10.29% |
| Real Estate | FRESX (FIDELITY REAL ESTATE INVESTMENT PORTFOLIO FIDELITY REAL ESTATE INVESTMENT PORTFOLIO) | 4.53% | Fidelity VIP Real Estate Portfolio | 6.59% |
| Emerging Market Equity | LZEMX (LAZARD EMERGING MARKETS EQUITY PORTFOLIO INSTITUTIONAL SHARES) | 0.54% | Lazard Retirement Emerging Markets Equity Port | 9.45% |
| International Equity | TEFRX (TEMPLETON FOREIGN FUND CLASS R) | 0.61% | Franklin Templeton Variable Insurance Products:Templeton Foreign Securities Fund | 8.43% |
| International Equity | LZIEX (LAZARD INTERNATIONAL EQUITY PORTFOLIO INSTITUTIONAL SHARES) | 1.26% | Lazard Retirement International Equity Portfolio | 8.70% |
| Inflation Protected Bond | PRRIX (REAL RETURN FUND INSTITUTIONAL) | 0.87% | PIMCO Real Return Portfolio | 14.67% |
* Day change on 04/29/2022.
Previous
Beta
Performance (As of 07/12/2022)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Ohio National Oncore Extra Strategic Asset Allocation - Optimal Moderate | -5.9% | -4.3% | 5.5% | 3.8% | 4.5% | 4.4% |
| VFINX (Vanguard (S&P 500) Index) | 6.7% | 21.6% | 20.9% | 12.9% | 15.0% | 14.3% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.3% | 14.9% | 13.9% | 7.1% | 9.4% | 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 |
2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -1.8 | -4.3 | 5.5 | 3.8 | 4.5 | 4.4 | 6.6 | 6.2 | -11.1 | 9.3 | 7.7 | 16.8 | -9.5 | 7.0 | 5.0 | 0.3 | 3.7 | 8.0 | 13.0 | -1.0 | 15.0 | 29.7 | -25.7 | 10.1 | 13.0 | 12.0 | 16.0 | 23.9 | 1.9 | 3.1 |
| Sharpe Ratio | NA | -1.19 | 0.2 | 0.16 | 0.41 | NA | NA | 0.53 | -1.05 | 1.15 | 0.43 | 2.72 | -1.45 | 1.53 | 0.57 | 0.03 | 0.65 | 1.14 | 1.9 | -0.09 | 1.64 | 1.75 | -1.26 | 0.79 | 1.3 | 1.71 | 2.28 | 4.01 | 0.09 | 0.09 |
| Draw Down(%) | NA | 13.1 | 24.1 | 24.1 | 24.1 | NA | NA | 38.3 | 11.5 | 5.3 | 24.1 | 2.8 | 13.8 | 2.0 | 6.5 | 6.9 | 5.2 | 8.3 | 5.5 | 12.1 | 7.4 | 16.6 | 37.4 | 6.6 | 8.3 | 4.1 | 6.8 | 4.0 | 11.8 | 10.2 |
| Standard Deviation(%) | NA | 9.4 | 12.2 | 10.3 | 8.9 | NA | NA | 10.0 | 10.8 | 8.1 | 17.4 | 5.7 | 7.5 | 4.1 | 8.4 | 9.2 | 5.7 | 7.0 | 6.8 | 11.8 | 9.1 | 16.9 | 21.1 | 9.0 | 7.5 | 5.8 | 6.6 | 5.8 | 8.5 | 8.1 |
| Treynor Ratio | NA | -0.29 | 0.06 | 0.04 | 0.08 | NA | NA | 0.12 | -0.31 | 0.19 | 0.16 | 0.42 | -0.28 | 0.16 | 0.09 | 0.01 | 0.09 | 0.15 | 0.27 | -0.02 | 0.34 | 0.5 | -0.55 | 0.14 | 0.16 | 0.23 | 0.36 | 0.95 | 0.03 | 0.03 |
| Alpha | NA | -0.03 | -0.01 | -0.01 | 0.0 | NA | NA | 0.01 | -0.03 | -0.01 | 0.0 | 0.02 | -0.03 | 0.0 | 0.0 | 0.0 | 0.0 | -0.03 | 0.02 | -0.01 | 0.03 | 0.05 | -0.03 | 0.02 | 0.01 | 0.03 | 0.04 | 0.06 | 0.03 | 0.02 |
| Beta | NA | 0.38 | 0.44 | 0.43 | 0.44 | NA | NA | 0.44 | 0.37 | 0.49 | 0.46 | 0.37 | 0.39 | 0.41 | 0.52 | 0.45 | 0.43 | 0.54 | 0.48 | 0.47 | 0.44 | 0.59 | 0.48 | 0.51 | 0.59 | 0.42 | 0.41 | 0.25 | 0.27 | 0.28 |
| RSquared | NA | 0.65 | 0.78 | 0.77 | 0.73 | NA | NA | 0.74 | 0.71 | 0.64 | 0.84 | 0.65 | 0.78 | 0.43 | 0.65 | 0.57 | 0.73 | 0.73 | 0.81 | 0.85 | 0.77 | 0.9 | 0.87 | 0.81 | 0.62 | 0.56 | 0.48 | 0.52 | 0.67 | 0.57 |
| Sortino Ratio | NA | -1.51 | 0.26 | 0.21 | 0.55 | NA | NA | 0.73 | -1.29 | 1.61 | 0.54 | 4.22 | -1.79 | 2.3 | 0.78 | 0.05 | 0.92 | 1.6 | 2.95 | -0.12 | 2.39 | 2.59 | -1.63 | 1.1 | 1.96 | 2.52 | 3.28 | 6.28 | 0.13 | 0.12 |
| Yield(%) | N/A | 5.9 | 5.3 | 4.3 | 5.3 | 6.0 | 10.6 | 4.78 | 1.8 | 6.0 | 3.8 | 4.2 | 4.3 | 0.4 | 2.7 | 5.4 | 3.9 | 6.7 | 4.2 | 4.9 | 3.6 | 3.6 | 5.7 | 9.1 | 6.2 | 6.8 | 3.7 | 4.4 | 3.9 | 5.0 |
| Dividend Growth(%) | N/A | 36.3 | 130.2 | 16.4 | 44.8 | N/A | N/A | N/A | -66.8 | 68.9 | 8.0 | -13.4 | 1195.9 | -85.7 | -51.4 | 44.3 | -37.5 | 81.4 | -15.5 | 55.3 | 29.3 | -52.6 | -30.5 | 63.5 | 4.8 | 108.6 | 3.7 | 17.0 | -20.1 | 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 Ohio National Oncore Extra 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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