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MyPlanIQ 401k Investor Indiana University and Purdue University at Indianapolis 457b plan Indiana University and Purdue University at Indianapolis 457b plan Strategic Asset Allocation - Optimal Moderate

Indiana University and Purdue University at Indianapolis 457b plan Strategic Asset Allocation - Optimal Moderate

live (public) 0.48% December 31

Delayed Holdings (As of 11/30/2018)
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Asset Fund in this portfolio Price change* Original Fund Description Percentage
General Bond FFRHX (FIDELITY ADVISOR FLOATING RATE HIGH INCOME FUND FIDELITY FLOATING RATE HIGH INCOME FUND) 0.0% Fidelity Floating Rate High Income 20.02%
US Equity FTQGX (FIDELITY FOCUSED STOCK FUND FIDELITY FOCUSED STOCK FUND) 0.18% Fidelity Focused Stock 12.84%
US Equity FLGEX (FIDELITY LARGE CAP GROWTH ENHANCED INDEX FUND FIDELITY LARGE CAP GROWTH ENHANCED INDEX FUND) 0.14% Fidelity Large Cap Growth Enhanced Index 11.70%
CASH CASH (CASH) 0.0% FID CASH RESRVE 15.14%
Real Estate FIREX (FIDELITY INTERNATIONAL REAL ESTATE FUND FIDELITY INTERNATIONAL REAL ESTATE FUND) 0.53% Fidelity International Real Estate 7.37%
Emerging Market Equity FEMEX (FIDELITY EMERGING EUROPE MIDDLE EAST AFRICA (EMEA) FUND FIDELITY EMERGING EUROPE MIDDLE EAST AFRICA (EMEA) FUND) 0.31% Fidelity EMEA 10.62%
International Equity FWWFX (FIDELITY WORLDWIDE FUND FIDELITY WORLDWIDE FUND) 0.23% Fidelity Worldwide 9.33%
International Equity FGILX (FIDELITY GLOBAL EQUITY INCOME FUND FIDELITY GLOBAL EQUITY INCOME FUND) 0.41% Fidelity Global Equity Income 8.69%
Long Term Bond FLBAX (FIDELITY LONG-TERM TREASURY BOND INDEX FUND PREMIUM CLASS) 0.24% Fidelity Spartan L/T Tr Bd Idx Fid Advt 4.29%

* Day change on 09/28/2018.

Monthly Holding Date: Total Transaction Times So Far:
Previous Next
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Holdings

Transactions

Next Rebalance Date: 01/07/2019
Beta
Performance (As of 12/31/2018)

Since 12/31/2000

Name YTD*
Return		 1Yr
AR**		 3Yr
AR**		 5Yr
AR**		 10Yr
AR**		 15Yr
AR**
Indiana University and Purdue University at Indianapolis 457b plan Strategic Asset Allocation - Optimal Moderate 1.6% 5.0% 5.9% 3.4% 6.0% 4.7%
VFINX (Vanguard (S&P 500) Index) 7.8% 12.5% 20.0% 16.5% 13.6% 14.6%
VBINX (Vanguard Balance (60% stocks/40% bonds) 5.1% 8.8% 12.0% 8.6% 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		 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001
Annualized Return(%) 0.3 5.0 5.9 3.4 6.0 4.7 6.0 0.0 5.0 -6.0 10.9 0.2 -2.9 3.8 10.1 13.7 -0.7 16.9 22.3 -24.3 5.8 7.3 10.9 12.3 24.4 -4.9 0.5
Sharpe Ratio NA -0.82 0.11 0.09 0.64 NA NA NA 0.38 -0.82 2.28 0.0 -0.37 0.73 1.81 2.19 -0.06 1.74 1.11 -1.09 0.3 0.56 1.44 1.47 2.87 -0.62 -0.2
Draw Down(%) NA 12.6 12.6 13.4 20.1 NA NA NA 41.2 12.6 2.0 7.6 10.7 4.9 6.5 4.4 12.3 7.6 20.1 36.4 8.4 9.1 4.4 8.5 6.9 15.7 12.5
Standard Deviation(%) NA 9.0 7.0 6.9 9.7 NA NA NA 10.4 9.0 4.5 6.9 8.0 5.2 5.6 6.2 12.2 9.7 19.9 23.2 9.3 7.1 6.0 7.7 8.3 9.5 8.8
Treynor Ratio NA -0.15 0.02 0.01 0.12 NA NA NA 0.08 -0.15 0.22 0.0 -0.07 0.1 0.24 0.31 -0.01 0.34 0.32 -0.47 0.05 0.07 0.18 0.2 0.55 -0.19 -0.05
Alpha NA -0.02 -0.01 -0.01 0.0 NA NA NA 0.01 -0.02 0.01 -0.02 -0.01 0.0 0.0 0.03 0.0 0.04 0.02 -0.02 0.01 -0.01 0.03 0.02 0.04 0.01 0.01
Beta NA 0.49 0.47 0.45 0.52 NA NA NA 0.49 0.49 0.46 0.43 0.44 0.38 0.41 0.44 0.48 0.49 0.7 0.54 0.53 0.59 0.49 0.57 0.43 0.32 0.35
RSquared NA 0.86 0.74 0.73 0.8 NA NA NA 0.8 0.86 0.46 0.67 0.71 0.71 0.69 0.8 0.84 0.83 0.92 0.9 0.82 0.71 0.71 0.68 0.8 0.75 0.75
Sortino Ratio NA -1.04 0.14 0.11 0.9 NA NA NA 0.53 -1.04 3.32 0.0 -0.5 1.03 2.55 3.47 -0.08 2.51 1.62 -1.41 0.4 0.81 2.09 2.05 4.42 -0.87 -0.28
Yield(%) N/A 5.3 2.7 3.8 5.3 6.2 6.2 5.9 3.88 5.3 0.4 1.7 3.9 6.7 3.6 2.8 2.4 2.7 2.9 1.9 9.9 7.1 5.7 4.1 3.1 2.3 3.3
Dividend Growth(%) N/A 1589.0 -42.8 71.9 N/A N/A N/A N/A N/A 1589.0 -78.9 -58.9 -38.6 101.1 47.5 15.3 4.3 13.6 16.0 -79.6 48.5 39.3 54.5 61.8 30.5 -29.0 N/A

*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000

Tax Performance Analytics
Commission Fee ($ per transaction)      Long Term Tax Rate (%)
Short Term Tax Rate (%)      Monthly Withdraw ($)
Monthly Deposit ($)      Tax on Withdraw (%)
Initial Amount ($)      Estimation Method
The start date of the charts is 01/02/2001 when all charts have data
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Optimal strategy. Asset weights of available asset classes Emerging Market Equity, Real Estate, International Equity, Inflation Protected Bond, US Equity, General Bond, Long Term Bond in Indiana University and Purdue University at Indianapolis 457b plan 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:
  • Emerging Market Equity
  • Real Estate
  • International Equity
  • Inflation Protected Bond
  • US Equity
  • General Bond
  • Long Term Bond
  • 10.5%
  • 7.3%
  • 17.2%
  • 15.0%
  • 24.9%
  • 20.0%
  • 5.0%

   3. Fund selection: one or two top performing funds among 197 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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