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Jefferson National Variable Annuity Selected
Jefferson National Variable Annuity Selected Strategic Asset Allocation - Optimal Moderate
Jefferson National Variable Annuity Selected Strategic Asset Allocation - Optimal Moderate
live (public) 0.28% March 18
Delayed
Holdings (As of 01/31/2022)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| Commodities | CCRSX (COMMODITY RETURN STRATEGY PORTFOLIO CLASS 1) | 0.64% | Credit Suisse Trust Commodity Return St | 5.92% |
| General Bond | EIBLX (EATON VANCE FLOATING-RATE FUND EATON VANCE FLOATING-RATE FUND CLASS I) | 0.0% | Eaton Vance VT Floating-Rate Income | 17.73% |
| US Equity | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 1.89% | Vanguard VIF Equity Index | 10.98% |
| US Equity | VTSMX (VANGUARD TOTAL STOCK MARKET INDEX FUND INVESTOR SHARES) | 2.17% | Vanguard VIF Total Stock Mkt Idx | 9.69% |
| CASH | CASH (CASH) | 0.0% | Invesco VI Money Market I | 2.89% |
| Real Estate | FRESX (FIDELITY REAL ESTATE INVESTMENT PORTFOLIO FIDELITY REAL ESTATE INVESTMENT PORTFOLIO) | 1.54% | Fidelity VIP Real Estate Service 2 | 6.35% |
| Emerging Market Equity | EMRIX (EMERGING MARKETS FUND CLASS I) | 3.12% | Van Eck VIP Tr Emerging Mkts I | 9.94% |
| International Equity | FOSFX (FIDELITY OVERSEAS FUND FIDELITY OVERSEAS FUND) | 2.51% | Fidelity VIP Overseas Service 2 | 7.61% |
| International Equity | VTRIX (VANGUARD INTERNATIONAL VALUE FUND INVESTOR SHARES) | 1.71% | Vanguard VIF International | 7.42% |
| Long Term Bond | PLGBX (LONG-TERM U.S. GOVERNMENT FUND ADMINISTRATIVE) | 0.39% | PIMCO VIT Long-Term US Govt Admin | 4.30% |
| Inflation Protected Bond | PARRX (REAL RETURN FUND ADMINISTRATIVE) | 0.08% | PIMCO VIT Real Return Admin | 14.05% |
| International Bond | TGBAX (TEMPLETON GLOBAL BOND FUND ADVISOR CLASS) | 0.46% | Templeton Global Bond Sec Cl2 | 3.12% |
| REINVEST | APISX (SHORT DURATION INFLATION PROTECTION BOND FUND R5 CLASS) | 0.09% | American Century VP Inflation Prot II | 0.55% |
* Day change on 01/31/2022.
Previous
Beta
Performance (As of 03/18/2022)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Jefferson National Variable Annuity Selected Strategic Asset Allocation - Optimal Moderate | -3.6% | 30.9% | 17.2% | 11.1% | 7.5% | 6.4% |
| VFINX (Vanguard (S&P 500) Index) | 9.9% | 28.2% | 9.5% | 14.4% | 12.7% | 14.7% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.8% | 16.0% | 3.5% | 8.2% | 7.9% | 9.7% |
* YTD: Year to Date
** AR: Annualized Return
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 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(%) | 2.1 | 30.9 | 17.2 | 11.1 | 7.5 | 6.4 | 7.9 | 7.9 | -3.6 | 36.0 | 16.3 | 14.7 | -8.3 | 8.7 | 2.3 | -2.6 | 2.6 | 9.9 | 11.4 | -2.9 | 15.8 | 28.3 | -29.0 | 14.8 | 14.8 | 12.5 | 14.1 | 28.4 | -0.1 | 4.0 |
| Sharpe Ratio | NA | 1.21 | 0.93 | 0.7 | 0.62 | NA | NA | 0.62 | -0.35 | 1.39 | 0.96 | 2.41 | -1.2 | 1.67 | 0.31 | -0.32 | 0.47 | 1.72 | 1.73 | -0.31 | 1.54 | 1.58 | -1.31 | 1.12 | 1.4 | 1.77 | 1.79 | 4.36 | -0.16 | 0.24 |
| Draw Down(%) | NA | 7.0 | 21.1 | 21.1 | 21.1 | NA | NA | 41.6 | 6.1 | 7.4 | 21.1 | 2.5 | 14.2 | 3.0 | 6.4 | 8.6 | 5.4 | 6.9 | 6.4 | 11.0 | 8.3 | 17.0 | 41.2 | 8.4 | 9.9 | 3.8 | 9.2 | 4.4 | 14.6 | 9.9 |
| Standard Deviation(%) | NA | 25.5 | 18.1 | 14.7 | 11.4 | NA | NA | 11.4 | 10.2 | 25.8 | 16.7 | 5.5 | 8.0 | 4.8 | 6.9 | 8.1 | 5.5 | 5.7 | 6.6 | 9.3 | 10.2 | 17.9 | 22.8 | 10.5 | 8.2 | 5.8 | 7.3 | 6.4 | 7.9 | 7.2 |
| Treynor Ratio | NA | 0.62 | 0.37 | 0.23 | 0.16 | NA | NA | 0.16 | -0.1 | 0.57 | 0.36 | 0.35 | -0.22 | 0.16 | 0.05 | -0.06 | 0.06 | 0.22 | 0.25 | -0.08 | 0.31 | 0.45 | -0.58 | 0.2 | 0.18 | 0.24 | 0.27 | 1.05 | -0.05 | 0.06 |
| Alpha | NA | 0.09 | 0.04 | 0.02 | 0.01 | NA | NA | 0.02 | -0.02 | 0.07 | 0.03 | 0.01 | -0.03 | 0.0 | -0.01 | -0.01 | -0.01 | -0.01 | 0.02 | -0.01 | 0.03 | 0.04 | -0.04 | 0.04 | 0.02 | 0.04 | 0.03 | 0.07 | 0.02 | 0.02 |
| Beta | NA | 0.5 | 0.46 | 0.45 | 0.45 | NA | NA | 0.45 | 0.38 | 0.63 | 0.45 | 0.38 | 0.43 | 0.51 | 0.44 | 0.46 | 0.43 | 0.46 | 0.46 | 0.35 | 0.51 | 0.63 | 0.52 | 0.59 | 0.64 | 0.43 | 0.48 | 0.26 | 0.25 | 0.28 |
| RSquared | NA | 0.07 | 0.29 | 0.32 | 0.39 | NA | NA | 0.57 | 0.68 | 0.08 | 0.86 | 0.76 | 0.84 | 0.51 | 0.71 | 0.77 | 0.79 | 0.79 | 0.8 | 0.75 | 0.83 | 0.91 | 0.87 | 0.8 | 0.61 | 0.59 | 0.53 | 0.5 | 0.7 | 0.68 |
| Sortino Ratio | NA | 5.2 | 1.87 | 1.35 | 1.11 | NA | NA | 0.95 | -0.5 | 5.33 | 1.22 | 3.62 | -1.5 | 2.29 | 0.42 | -0.43 | 0.64 | 2.42 | 2.6 | -0.41 | 2.23 | 2.34 | -1.68 | 1.54 | 2.08 | 2.65 | 2.51 | 6.88 | -0.22 | 0.33 |
| Yield(%) | N/A | 9.55 | 6.31 | 4.67 | 4.69 | N/A | N/A | 4.62 | 0.28 | 9.33 | 5.77 | 2.45 | 3.92 | 0.61 | 2.39 | 9.98 | 4.89 | 3.34 | 3.55 | 5.78 | 3.34 | 3.64 | 4.43 | 5.54 | 5.67 | 5.66 | 5.51 | 3.93 | 2.89 | 4.03 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 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 Jefferson National Variable Annuity Selected 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 194 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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