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John Hancock Trustees of ELV Associates 401k
John Hancock Trustees of ELV Associates 401k Strategic Asset Allocation - Optimal Moderate
John Hancock Trustees of ELV Associates 401k Strategic Asset Allocation - Optimal Moderate
live (public) 0.19% 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 | RPSIX (SPECTRUM INCOME FUND SPECTRUM INCOME FUND) | 0.0% | T. Rowe Price Spectrum Inc | 25.37% |
| US Equity | JIMSX (MID CAP STOCK FUND CLASS 1) | 0.71% | Mid Cap Stock Fund | 8.53% |
| US Equity | FRSGX (FRANKLIN SMALL-MID CAP GROWTH FUND CLASS A) | 0.62% | Franklin Templeton Small-Mid Growth | 1.24% |
| US Equity | HCAYX (THE HARTFORD CAPITAL APPRECIATION FUND CLASS Y) | 0.62% | Jennison Associates Capital Appreciation Fund | 14.83% |
| Real Estate | JIREX (REAL ESTATE SECURITIES FUND CLASS 1) | 0.27% | Real Est. Securities Fund | 7.45% |
| Emerging Market Equity | ODVYX (Oppenheimer Developing Markets Y) | 0.12% | Oppenheimer Developing Mkt | 10.42% |
| International Equity | MGIAX (MFS INTERNATIONAL VALUE FUND A) | 0.21% | International Value Fund | 7.74% |
| International Equity | OGLYX (Oppenheimer Global Fund Cl Y) | 0.30% | Oppenheimer Global | 1.88% |
| International Equity | AEPGX (EUROPACIFIC GROWTH FUND CLASS A) | 0.13% | EuroPacific Growth Fund | 7.71% |
| Inflation Protected Bond | PRRIX (REAL RETURN FUND INSTITUTIONAL) | 0.09% | PIMCO Real Return | 14.83% |
* Day change on 09/30/2019.
Previous
Beta
Performance (As of 12/31/2019)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| John Hancock Trustees of ELV Associates 401k Strategic Asset Allocation - Optimal Moderate | 14.3% | 4.4% | 5.2% | 4.4% | 6.5% | 5.6% |
| VFINX (Vanguard (S&P 500) Index) | 6.5% | 15.1% | 19.3% | 17.4% | 13.4% | 14.8% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.7% | 11.2% | 11.6% | 9.1% | 8.3% | 9.6% |
* 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(%) | -0.6 | 4.4 | 5.2 | 4.4 | 6.5 | 5.6 | 5.8 | 0.0 | 6.6 | 19.7 | -6.4 | 9.8 | 5.1 | -0.6 | 4.6 | 11.8 | 12.2 | -1.7 | 14.4 | 26.1 | -28.2 | 6.9 | 12.0 | 9.7 | 14.5 | 23.3 | -0.5 | 6.5 |
| Sharpe Ratio | NA | 2.62 | 0.83 | 0.58 | 0.72 | NA | NA | NA | 0.54 | 2.62 | -0.83 | 1.98 | 0.62 | -0.07 | 0.74 | 1.71 | 1.8 | -0.12 | 1.3 | 1.33 | -1.26 | 0.4 | 1.22 | 1.46 | 1.97 | 2.83 | -0.16 | 0.56 |
| Draw Down(%) | NA | 3.6 | 13.4 | 13.4 | 15.1 | NA | NA | NA | 43.4 | 3.6 | 13.4 | 2.8 | 7.8 | 9.0 | 5.3 | 7.3 | 5.5 | 15.1 | 8.0 | 18.7 | 37.2 | 6.9 | 8.1 | 4.1 | 6.2 | 6.2 | 14.1 | 9.4 |
| Standard Deviation(%) | NA | 7.0 | 7.3 | 7.6 | 8.7 | NA | NA | NA | 10.5 | 7.0 | 9.3 | 4.6 | 7.9 | 8.3 | 6.2 | 6.9 | 6.8 | 14.6 | 11.0 | 19.5 | 23.2 | 9.5 | 7.1 | 5.2 | 6.9 | 8.0 | 9.6 | 7.4 |
| Treynor Ratio | NA | 0.36 | 0.12 | 0.09 | 0.11 | NA | NA | NA | 0.11 | 0.36 | -0.15 | 0.17 | 0.09 | -0.01 | 0.09 | 0.21 | 0.24 | -0.03 | 0.25 | 0.38 | -0.55 | 0.07 | 0.15 | 0.19 | 0.28 | 0.56 | -0.05 | 0.14 |
| Alpha | NA | 0.02 | 0.0 | 0.0 | 0.0 | NA | NA | NA | 0.01 | 0.02 | -0.02 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.02 | -0.01 | 0.02 | 0.03 | -0.04 | 0.01 | 0.01 | 0.03 | 0.04 | 0.04 | 0.03 | 0.03 |
| Beta | NA | 0.51 | 0.52 | 0.52 | 0.55 | NA | NA | NA | 0.51 | 0.51 | 0.52 | 0.54 | 0.56 | 0.49 | 0.49 | 0.55 | 0.5 | 0.6 | 0.58 | 0.69 | 0.53 | 0.55 | 0.58 | 0.41 | 0.49 | 0.4 | 0.33 | 0.3 |
| RSquared | NA | 0.84 | 0.84 | 0.84 | 0.86 | NA | NA | NA | 0.82 | 0.84 | 0.89 | 0.62 | 0.84 | 0.84 | 0.81 | 0.78 | 0.88 | 0.92 | 0.9 | 0.92 | 0.89 | 0.84 | 0.67 | 0.65 | 0.62 | 0.74 | 0.81 | 0.77 |
| Sortino Ratio | NA | 3.93 | 1.13 | 0.8 | 0.99 | NA | NA | NA | 0.74 | 3.93 | -1.06 | 2.93 | 0.85 | -0.1 | 1.05 | 2.41 | 2.8 | -0.15 | 1.86 | 1.99 | -1.62 | 0.54 | 1.8 | 2.17 | 2.82 | 4.38 | -0.23 | 0.77 |
| Yield(%) | N/A | 4.9 | 3.6 | 4.0 | 5.5 | 6.5 | 6.5 | 8.1 | 4.39 | 4.8 | 5.1 | 0.3 | 3.8 | 4.7 | 5.9 | 3.9 | 4.7 | 3.4 | 3.2 | 3.0 | 3.6 | 7.8 | 7.3 | 6.8 | 4.7 | 3.2 | 2.8 | 4.5 |
| Dividend Growth(%) | N/A | -8.2 | -19.3 | 14.1 | N/A | N/A | N/A | N/A | N/A | -12.2 | 1572.2 | -90.6 | -20.6 | -17.2 | 68.8 | -7.2 | 38.0 | 19.6 | 33.4 | -38.6 | -51.0 | 17.2 | 21.3 | 63.1 | 80.1 | 15.7 | -34.7 | 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 John Hancock Trustees of ELV Associates 401k 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 54 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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