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401k Investor
Indiana University and Purdue University at Indianapolis 403b plan
Indiana University and Purdue University at Indianapolis 403b plan Strategic Asset Allocation - Equal Weight Moderate
Indiana University and Purdue University at Indianapolis 403b plan Strategic Asset Allocation - Equal Weight Moderate
live (public) 1.06% April 28
Delayed
Holdings (As of 02/28/2022)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| Real Estate | FRESX (FIDELITY REAL ESTATE INVESTMENT PORTFOLIO FIDELITY REAL ESTATE INVESTMENT PORTFOLIO) | 1.54% | Fidelity Real Estate Investment | 16.05% |
| International Equity | FICDX (FIDELITY CANADA FUND FIDELITY CANADA FUND) | 2.07% | Fidelity Canada | 16.89% |
| General Bond | FTBFX (FIDELITY TOTAL BOND FUND FIDELITY TOTAL BOND FUND) | 0.0% | Fidelity Total Bond | 38.20% |
| US Equity | FFTYX (AB FLEXFEE US THEMATIC PORTFOLIO ADVISOR CLASS) | 2.65% | Fidelity Fifty | 7.83% |
| US Equity | AMAGX (AMANA GROWTH FUND AMANA GROWTH FUND INVESTOR SHARES) | 2.03% | Amana Trust Growth | 6.19% |
| Emerging Market Equity | FKEMX (FIDELITY EMERGING MARKETS FUND CLASS K) | 3.57% | Fidelity Emerging Markets K | 14.83% |
| CASH | CASH (CASH) | 0.0% | FID RET GOVT MM | 0.81% |
* Day change on 01/31/2022.
Previous
Beta
Performance (As of 04/28/2022)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Indiana University and Purdue University at Indianapolis 403b plan Strategic Asset Allocation - Equal Weight Moderate | -4.5% | 0.9% | 10.8% | 6.2% | 5.9% | 5.5% |
| VFINX (Vanguard (S&P 500) Index) | 7.1% | 13.4% | 19.2% | 16.2% | 13.6% | 14.3% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.2% | 9.6% | 11.6% | 8.7% | 8.4% | 9.3% |
* 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 | 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(%) | 0.7 | 0.9 | 10.8 | 6.2 | 5.9 | 5.5 | 5.8 | 6.8 | 7.0 | 6.6 | -6.7 | 8.7 | 16.9 | 19.0 | -13.7 | 10.1 | 3.9 | 0.8 | 5.0 | 7.0 | 14.3 | -1.1 | 17.0 | 39.7 | -24.1 | 4.9 | 12.0 | 9.7 | 11.9 | 19.2 | 0.1 | 3.4 |
| Sharpe Ratio | NA | -0.37 | 0.61 | 0.38 | 0.51 | NA | NA | NA | NA | 0.6 | -0.62 | 1.0 | 0.91 | 2.69 | -1.22 | 2.16 | 0.48 | 0.09 | 0.84 | 1.09 | 2.24 | -0.1 | 1.61 | 2.27 | -1.38 | 0.28 | 1.72 | 1.67 | 1.92 | 3.99 | -0.15 | 0.17 |
| Draw Down(%) | NA | 8.3 | 21.5 | 21.5 | 21.5 | NA | NA | NA | NA | 35.8 | 8.3 | 5.9 | 21.5 | 3.4 | 18.6 | 2.6 | 7.0 | 8.2 | 5.2 | 7.7 | 6.1 | 12.1 | 8.1 | 15.2 | 34.6 | 6.0 | 5.5 | 3.6 | 7.8 | 3.2 | 12.0 | 6.4 |
| Standard Deviation(%) | NA | 8.8 | 12.6 | 11.5 | 9.4 | NA | NA | NA | NA | 9.7 | 10.8 | 8.6 | 18.3 | 6.5 | 12.3 | 4.4 | 7.6 | 8.1 | 5.9 | 6.4 | 6.3 | 11.3 | 10.5 | 17.5 | 18.1 | 7.0 | 5.1 | 4.5 | 5.7 | 4.6 | 6.4 | 6.1 |
| Treynor Ratio | NA | -8.89 | -0.63 | -1.2 | 2.13 | NA | NA | NA | NA | 0.22 | -6.8 | -2.88 | -0.99 | -165.3 | -0.37 | 0.23 | 7.25 | 0.13 | 2.46 | 0.14 | 0.32 | -0.03 | 0.31 | 0.66 | -0.6 | 0.05 | 0.21 | 0.22 | 0.3 | 0.86 | -0.05 | 0.04 |
| Alpha | NA | -0.01 | 0.04 | 0.02 | 0.02 | NA | NA | NA | NA | 0.02 | -0.08 | 0.04 | 0.08 | 0.06 | -0.05 | 0.01 | 0.02 | 0.0 | 0.02 | -0.02 | 0.03 | -0.01 | 0.04 | 0.08 | -0.04 | 0.01 | 0.02 | 0.03 | 0.03 | 0.05 | 0.02 | 0.02 |
| Beta | NA | 0.0 | -0.12 | -0.04 | 0.02 | NA | NA | NA | NA | 0.27 | 0.01 | -0.03 | -0.17 | 0.0 | 0.4 | 0.42 | 0.01 | 0.06 | 0.02 | 0.49 | 0.44 | 0.45 | 0.54 | 0.6 | 0.42 | 0.39 | 0.41 | 0.34 | 0.37 | 0.21 | 0.2 | 0.24 |
| RSquared | NA | 0.0 | 0.05 | 0.0 | 0.0 | NA | NA | NA | NA | 0.29 | 0.0 | 0.0 | 0.1 | 0.0 | 0.32 | 0.41 | 0.0 | 0.01 | 0.0 | 0.74 | 0.79 | 0.87 | 0.86 | 0.88 | 0.89 | 0.79 | 0.66 | 0.6 | 0.51 | 0.62 | 0.64 | 0.71 |
| Sortino Ratio | NA | -0.52 | 0.81 | 0.48 | 0.67 | NA | NA | NA | NA | 0.81 | -0.85 | 1.42 | 1.18 | 3.99 | -1.36 | 3.25 | 0.68 | 0.13 | 1.2 | 1.51 | 3.43 | -0.13 | 2.32 | 3.5 | -1.77 | 0.37 | 2.62 | 2.49 | 2.68 | 6.44 | -0.21 | 0.24 |
| Yield(%) | N/A | 3.8 | 4.7 | 3.5 | 4.2 | 5.2 | 5.2 | 7.9 | 7.9 | 4.07 | 0.1 | 4.1 | 4.8 | 4.5 | 2.7 | 0.5 | 2.8 | 3.4 | 3.9 | 3.5 | 4.1 | 2.8 | 4.1 | 4.3 | 2.9 | 7.1 | 6.1 | 5.6 | 4.3 | 4.5 | 3.8 | 5.4 |
| Dividend Growth(%) | N/A | -8.2 | 140.5 | 19.2 | 44.8 | N/A | N/A | N/A | N/A | N/A | -96.9 | -1.1 | 29.1 | 40.5 | 557.1 | -82.8 | -19.0 | -7.3 | 18.1 | -2.3 | 43.5 | -19.4 | 31.8 | 13.9 | -56.7 | 29.3 | 19.6 | 45.7 | 12.9 | 21.0 | -28.3 | 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, Foreign Equity, Emerging Market Equity, REITs
that are covered in Indiana University and Purdue University at Indianapolis 403b 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 81 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
01/06/2014
are obtained from historical simulation. They are hypothetical.
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