Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
401k Investor
Jefferson National Variable Annuity Selected
Jefferson National Variable Annuity Selected Tactical Asset Allocation Moderate
Jefferson National Variable Annuity Selected Tactical Asset Allocation Moderate
live (public) 0.15% November 20
Delayed
Holdings (As of 09/29/2017)
sign up and login first and then customize a new portfolio for the latest current holdings
| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| CASH | CASH (CASH) | 0.0% | Invesco VI Money Market I | 0.13% |
| General Bond | PADMX (GLOBAL BOND FUND (UNHEDGED) ADMINISTRATIVE) | 0.21% | PIMCO VIT Global (Unhedged) Bond Admin | 18.64% |
| General Bond | PFUUX (PIMCO FOREIGN BOND FUND (UNHEDGED) ADMINISTRATIVE) | 0.30% | PIMCO VIT Foreign Bond (Unhedged) Adm | 19.88% |
| Emerging Market Equity | EMRIX (EMERGING MARKETS FUND CLASS I) | 0.51% | Van Eck VIP Tr Emerging Mkts I | 16.40% |
| Emerging Market Equity | PYEFX (PIONEER EMERGING MARKETS FUND PIONEER EMERGING MARKETS FUND: CLASS Y) | 0.42% | Pioneer Emerging Markets VCT II | 16.26% |
| International Equity | IGMSX (VY(R) OPPENHEIMER GLOBAL PORTFOLIO CLASS S) | 0.87% | Oppenheimer Global VA Svc | 14.74% |
| International Equity | JAIGX (OVERSEAS PORTFOLIO INSTITUTIONAL SHARES) | 0.79% | Janus Aspen Overseas Instl | 13.95% |
* Day change on 08/31/2017.
Previous
Beta
Performance (As of 11/20/2017)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Jefferson National Variable Annuity Selected Tactical Asset Allocation Moderate | 7.0% | 7.5% | 2.6% | 5.2% | 9.1% | 11.7% |
| VFINX (Vanguard (S&P 500) Index) | 6.7% | 21.6% | 20.9% | 12.9% | 15.0% | 14.4% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.3% | 14.9% | 13.9% | 7.1% | 9.4% | 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 | 20 Yr | Since 01/02/2001 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.7 | 7.5 | 2.6 | 5.2 | 9.1 | 11.7 | 0.0 | 11.5 | 9.6 | 9.3 | -5.5 | -2.7 | 15.5 | 14.6 | -2.2 | 13.9 | 22.7 | 8.9 | 22.8 | 18.8 | 12.6 | 13.6 | 30.9 | 7.3 | 9.5 |
| Sharpe Ratio | NA | 2.29 | 0.59 | 0.68 | 0.84 | NA | NA | 1.16 | 1.57 | 1.09 | -0.6 | -0.28 | 1.92 | 2.01 | -0.19 | 0.99 | 1.87 | 1.51 | 1.64 | 1.39 | 1.4 | 1.31 | 5.19 | 1.62 | 1.54 |
| Draw Down(%) | NA | 4.3 | 12.7 | 15.7 | 15.7 | NA | NA | 15.7 | 4.3 | 6.6 | 11.0 | 12.2 | 9.0 | 4.8 | 14.4 | 10.5 | 5.5 | 2.7 | 11.0 | 15.4 | 6.3 | 14.2 | 2.2 | 2.1 | 3.2 |
| Standard Deviation(%) | NA | 6.1 | 8.0 | 8.3 | 9.5 | NA | NA | 9.1 | 5.8 | 8.3 | 9.2 | 9.6 | 8.1 | 7.2 | 11.8 | 13.9 | 12.1 | 5.3 | 12.1 | 11.2 | 7.5 | 9.7 | 5.8 | 3.8 | 4.6 |
| Treynor Ratio | NA | 0.22 | 0.1 | 0.11 | 0.38 | NA | NA | 0.54 | 0.15 | 0.22 | -0.12 | -0.04 | 0.26 | 0.33 | -0.06 | 0.22 | 1.81 | -1.68 | 0.34 | 0.2 | 0.23 | 0.26 | 5.98 | -1.01 | 6.31 |
| Alpha | NA | 0.01 | 0.0 | 0.0 | 0.03 | NA | NA | 0.04 | 0.0 | 0.02 | -0.02 | -0.04 | 0.0 | 0.03 | -0.01 | 0.02 | 0.07 | 0.02 | 0.07 | 0.03 | 0.04 | 0.03 | 0.1 | 0.02 | 0.03 |
| Beta | NA | 0.62 | 0.47 | 0.53 | 0.21 | NA | NA | 0.19 | 0.61 | 0.42 | 0.48 | 0.72 | 0.6 | 0.45 | 0.4 | 0.62 | 0.13 | -0.05 | 0.58 | 0.79 | 0.45 | 0.49 | 0.05 | -0.06 | 0.01 |
| RSquared | NA | 0.48 | 0.54 | 0.59 | 0.21 | NA | NA | 0.17 | 0.51 | 0.43 | 0.65 | 0.73 | 0.68 | 0.62 | 0.64 | 0.64 | 0.08 | 0.14 | 0.59 | 0.5 | 0.38 | 0.32 | 0.02 | 0.17 | 0.0 |
| Sortino Ratio | NA | 3.53 | 0.83 | 0.94 | 1.18 | NA | NA | 1.64 | 2.31 | 1.62 | -0.78 | -0.37 | 2.74 | 3.08 | -0.25 | 1.41 | 2.75 | 2.25 | 2.28 | 1.96 | 1.99 | 1.81 | 8.78 | 2.39 | 2.41 |
| Yield(%) | N/A | 5.2 | 5.1 | 5.3 | 7.4 | 14.5 | 13.2 | 0.0 | 1.8 | 5.4 | 3.2 | 6.4 | 5.3 | 3.5 | 6.3 | 3.6 | 4.4 | 4.1 | 5.8 | 8.7 | 5.9 | 5.0 | 3.4 | 4.7 | 5.8 |
| Dividend Growth(%) | N/A | 43.8 | 27.8 | 49.2 | N/A | N/A | N/A | N/A | -62.8 | 56.2 | -50.5 | 37.1 | 73.8 | -46.1 | 100.0 | 1.7 | 15.1 | -11.6 | -22.0 | 69.2 | 31.9 | 92.9 | -22.2 | -10.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Tactical Asset Allocation
. The following is the description on how in general the strategy works for this portfolio. It is for information purpose only. The actual implementation might be
different from the description in some situations where optimization has been implemented.
The strategy first derives trend scores of the 6 major asset classes: US Equity, Fixed Income, Foreign Equity, REITs, Commodity, Emerging Market Equity that are covered in Jefferson National Variable Annuity Selected. It then selects the top 2 risk assets and 1 fixed income asset.
1. Risk allocation: the risk profile of this portfolio is 40.
The total allocation of the 1 fixed income asset should be at least 40%.
2. Asset weights: risk assets selected are equally weighted by
default.
3. Fund selection: about 2 top performing funds among 194 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. During a market downturn, the asset
exposure to risk assets might be reduced and is switched to fixed income instead to avoid big loss.
5.
Simulation: Performance data before this portfolio went public on
01/23/2014
are obtained from historical simulation. They are hypothetical.
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>