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Blackrock No Load Mutual Funds
Blackrock No Load Mutual Funds Strategic Asset Allocation - Optimal Moderate
Blackrock No Load Mutual Funds Strategic Asset Allocation - Optimal Moderate
live (public) 0.16% December 31
Delayed
Holdings (As of 11/29/2019)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | CMCBX (BlackRock Core bd Port Svc) | 0.0% | BlackRock Core Bond Service | 20.47% |
| US Equity | CMGSX (BLACKROCK MID CAP GROWTH EQUITY PORTFOLIO SERVICE) | 0.93% | BlackRock Mid-Cap Growth Equity Svc | 20.40% |
| US Equity | STSEX (BLACKROCK EXCHANGE PORTFOLIO BLACKROCK) | 0.18% | BlackRock Exchange BlackRock | 20.88% |
| International Equity | BRESX (BLACKROCK INTERNATIONAL DIVIDEND FUND SERVICE) | 0.30% | BlackRock International Opp Svc | 9.50% |
| International Equity | MDIIX (BlackRock Intern Index A) | 0.0% | BlackRock International Index Inv A | 9.37% |
| Inflation Protected Bond | BPRSX (BlackRock Infl Prot bd Port Svc Cl) | 0.19% | BlackRock Inflation Protected Bond Svc | 14.42% |
| Long Term Bond | BNMSX (BlackRock National Municipal Fund) | 0.09% | BlackRock National Municipal Service | 4.96% |
* Day change on 09/30/2019.
Previous
Beta
Instructions On FolioInvesting.com Download Current Holdings to FolioInvesting CSV file
Performance (As of 12/31/2019)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Blackrock No Load Mutual Funds Strategic Asset Allocation - Optimal Moderate | 15.7% | 2.1% | 2.0% | 1.7% | 4.5% | 4.6% |
| VFINX (Vanguard (S&P 500) Index) | 7.5% | 14.0% | 19.4% | 16.3% | 13.6% | 14.5% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.5% | 10.5% | 12.0% | 8.8% | 8.5% | 9.4% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.8 | 2.1 | 2.0 | 1.7 | 4.5 | 4.6 | 4.9 | 0.0 | 4.8 | 20.7 | -6.1 | -2.8 | 3.8 | -3.0 | 4.6 | 13.4 | 8.6 | -1.4 | 11.7 | 22.3 | -23.7 | 9.0 | 12.1 | 8.8 | 10.5 | 28.9 | -8.1 | -5.0 |
| Sharpe Ratio | NA | 2.74 | 0.23 | 0.15 | 0.43 | NA | NA | NA | 0.35 | 2.73 | -0.69 | -0.32 | 0.42 | -0.36 | 0.62 | 1.81 | 1.1 | -0.1 | 0.95 | 1.34 | -1.2 | 0.61 | 1.07 | 0.96 | 1.02 | 3.24 | -0.87 | -0.83 |
| Draw Down(%) | NA | 3.5 | 17.6 | 17.6 | 17.6 | NA | NA | NA | 36.9 | 3.5 | 15.0 | 9.5 | 8.1 | 9.4 | 5.0 | 6.2 | 7.2 | 15.3 | 10.7 | 16.0 | 33.0 | 6.3 | 9.4 | 5.0 | 9.6 | 6.9 | 16.4 | 14.1 |
| Standard Deviation(%) | NA | 7.1 | 9.6 | 9.2 | 9.8 | NA | NA | NA | 10.8 | 7.1 | 10.8 | 10.5 | 8.4 | 8.4 | 7.3 | 7.4 | 7.8 | 14.9 | 12.3 | 16.6 | 20.6 | 9.8 | 8.2 | 6.9 | 9.4 | 8.7 | 10.6 | 8.8 |
| Treynor Ratio | NA | 0.37 | 0.04 | 0.02 | 0.07 | NA | NA | NA | 0.07 | 0.37 | -0.13 | -0.05 | 0.06 | -0.06 | 0.08 | 0.22 | 0.15 | -0.02 | 0.18 | 0.38 | -0.52 | 0.11 | 0.13 | 0.13 | 0.15 | 0.65 | -0.25 | -0.2 |
| Alpha | NA | 0.02 | -0.02 | -0.01 | -0.01 | NA | NA | NA | 0.01 | 0.02 | -0.01 | -0.06 | -0.01 | -0.01 | -0.01 | -0.01 | 0.0 | -0.01 | 0.01 | 0.03 | -0.02 | 0.02 | 0.01 | 0.02 | 0.02 | 0.06 | 0.0 | -0.01 |
| Beta | NA | 0.52 | 0.57 | 0.56 | 0.6 | NA | NA | NA | 0.52 | 0.52 | 0.58 | 0.69 | 0.61 | 0.51 | 0.57 | 0.62 | 0.58 | 0.62 | 0.66 | 0.59 | 0.48 | 0.57 | 0.7 | 0.51 | 0.63 | 0.44 | 0.38 | 0.37 |
| RSquared | NA | 0.84 | 0.59 | 0.69 | 0.82 | NA | NA | NA | 0.81 | 0.84 | 0.85 | 0.2 | 0.9 | 0.89 | 0.79 | 0.87 | 0.9 | 0.95 | 0.95 | 0.93 | 0.91 | 0.85 | 0.73 | 0.6 | 0.56 | 0.73 | 0.86 | 0.79 |
| Sortino Ratio | NA | 4.21 | 0.27 | 0.19 | 0.57 | NA | NA | NA | 0.48 | 4.21 | -0.88 | -0.34 | 0.58 | -0.48 | 0.83 | 2.56 | 1.63 | -0.13 | 1.34 | 1.97 | -1.56 | 0.83 | 1.62 | 1.39 | 1.38 | 5.03 | -1.2 | -1.09 |
| Yield(%) | N/A | 1.6 | 2.2 | 2.3 | 5.2 | 5.8 | 5.8 | 6.1 | 3.95 | 1.5 | 5.1 | 0.2 | 1.9 | 3.3 | 6.9 | 15.1 | 2.9 | 2.6 | 2.1 | 1.7 | 2.3 | 4.2 | 6.3 | 4.5 | 6.7 | 2.3 | 3.4 | 2.3 |
| Dividend Growth(%) | N/A | -70.9 | -43.9 | -53.5 | N/A | N/A | N/A | N/A | N/A | -73.0 | 2271.0 | -88.6 | -43.8 | -49.6 | -49.4 | 470.8 | 10.7 | 32.9 | 58.4 | -44.0 | -40.8 | -25.7 | 56.1 | -27.3 | 271.0 | -36.4 | 42.3 | 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 Blackrock No Load Mutual Funds 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 25 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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