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401k Investor
University of Texas 403b Retirement Plan
University of Texas 403b Retirement Plan Strategic Asset Allocation - Optimal Moderate
University of Texas 403b Retirement Plan Strategic Asset Allocation - Optimal Moderate
live (public) 0.00% May 29
Delayed
Holdings (As of 03/28/2024)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | PTRAX (TOTAL RETURN FUND ADMINISTRATIVE) | 0.12% | PIMCO Total Return Admin | 38.12% |
| US Equity | SGRKX (WELLS FARGO GROWTH FUND ADMINISTRATOR CLASS) | 0.82% | Wells Fargo Advantage Growth Adm | 12.96% |
| US Equity | RGAEX (GROWTH FUND OF AMERICA CLASS R-4) | 0.65% | American Funds Growth Fund of Amer R4 | 12.74% |
| CASH | CASH (CASH) | 0.0% | CASH | 0.84% |
| Real Estate | PAREX (T. ROWE PRICE REAL ESTATE FUND INC. T. ROWE PRICE REAL ESTATE FUND-ADVISOR CLASS) | 0.83% | T. Rowe Price Real Estate Advisor | 7.17% |
| Emerging Market Equity | ODMAX (Oppenheimer Developing Markets A) | 0.41% | Oppenheimer Developing Markets A | 9.08% |
| International Equity | AIVKX (AB INTERNATIONAL VALUE FUND CLASS K) | 0.07% | AllianceBern Intl Val K | 9.56% |
| International Equity | JIGRX (JANUS OVERSEAS FUND CLASS S) | 0.22% | Janus Overseas S | 9.53% |
* Day change on 02/29/2024.
Previous
Beta
Performance (As of 05/29/2024)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| University of Texas 403b Retirement Plan Strategic Asset Allocation - Optimal Moderate | 2.8% | 8.7% | 0.5% | 7.3% | 4.8% | 8.8% |
| 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 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.3 | 8.7 | 0.5 | 7.3 | 4.8 | 8.8 | 6.5 | � | -86823.6 | 8.4 | -11.9 | 7.2 | 24.7 | 18.7 | -6.8 | 6.3 | 4.3 | -0.9 | 2.2 | 10.7 | 13.1 | -3.5 | 16.3 | 30.7 | -28.5 | 11.1 | 17.7 | 12.4 | 18.7 | 41.7 | 1.5 | 11.0 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | NA | NA | 0.43 | -1.0 | 0.76 | 1.25 | 2.62 | -0.83 | 0.77 | 0.53 | -0.13 | 0.34 | 1.39 | 1.75 | -0.25 | 1.3 | 1.55 | -1.21 | 0.73 | 1.7 | 1.58 | 1.95 | 5.44 | 0.04 | 0.91 |
| Draw Down(%) | NA | 81966.7 | 81858.5 | 81858.5 | 81858.5 | NA | NA | 81858.5 | 81966.7 | 10.6 | 20.6 | 6.4 | 24.9 | 3.2 | 12.9 | 5.5 | 6.8 | 7.9 | 6.0 | 8.0 | 6.0 | 15.5 | 9.0 | 19.3 | 41.9 | 8.6 | 11.9 | 5.5 | 9.8 | 5.6 | 14.4 | 10.8 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | NA | NA | 9.5 | 13.2 | 9.4 | 19.5 | 6.6 | 9.7 | 7.3 | 7.8 | 7.2 | 6.3 | 7.7 | 7.5 | 14.4 | 12.5 | 19.8 | 24.3 | 11.1 | 8.5 | 6.5 | 9.1 | 7.6 | 9.0 | 9.5 |
| Treynor Ratio | NA | -4.09 | NA | NA | NA | NA | NA | NA | -1.49 | 0.72 | -20.26 | -2.19 | -1.67 | -11.53 | -0.18 | 0.07 | 11.8 | -0.22 | 1.13 | 0.17 | 0.24 | -0.06 | 0.24 | 0.44 | -0.52 | 0.13 | 0.22 | 0.2 | 0.32 | 1.37 | 0.01 | 0.23 |
| Alpha | NA | -343.11 | -109.73 | -65.88 | -32.96 | NA | NA | -14.01 | -846.95 | 0.01 | -0.05 | 0.03 | 0.1 | 0.06 | -0.02 | -0.03 | 0.02 | 0.0 | 0.01 | -0.02 | 0.02 | -0.02 | 0.03 | 0.05 | -0.03 | 0.03 | 0.03 | 0.04 | 0.05 | 0.11 | 0.03 | 0.05 |
| Beta | NA | 227.79 | 28.18 | 11.96 | 8.3 | NA | NA | 3.17 | 582.78 | 0.06 | 0.01 | -0.03 | -0.15 | -0.01 | 0.45 | 0.79 | 0.0 | 0.04 | 0.02 | 0.62 | 0.54 | 0.59 | 0.66 | 0.7 | 0.56 | 0.64 | 0.66 | 0.51 | 0.56 | 0.3 | 0.29 | 0.38 |
| RSquared | NA | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.07 | 0.0 | 0.63 | 0.52 | 0.0 | 0.01 | 0.0 | 0.82 | 0.85 | 0.91 | 0.92 | 0.92 | 0.9 | 0.85 | 0.61 | 0.67 | 0.47 | 0.46 | 0.68 | 0.75 |
| Sortino Ratio | NA | -16035.63 | NA | NA | NA | NA | NA | NA | -16389.91 | 0.63 | -1.36 | 1.08 | 1.67 | 3.98 | -1.06 | 0.97 | 0.71 | -0.18 | 0.46 | 1.95 | 2.7 | -0.32 | 1.87 | 2.3 | -1.55 | 1.0 | 2.48 | 2.36 | 2.72 | 9.19 | 0.06 | 1.29 |
| Yield(%) | N/A | 17.4 | 7.7 | 8.5 | 6.7 | 9.1 | 11.1 | 4.26 | 11.2 | 6.2 | 3.4 | 3.8 | 6.2 | 3.8 | 5.9 | 0.3 | 2.1 | 5.4 | 4.3 | 2.2 | 4.4 | 3.9 | 3.8 | 2.9 | 6.6 | 5.8 | 5.2 | 5.0 | 3.4 | 3.8 | 2.8 | 6.1 |
| Dividend Growth(%) | N/A | 368.5 | 94.5 | 152.6 | 131.2 | N/A | N/A | N/A | 96.8 | 57.8 | -1.7 | -25.6 | 97.1 | -40.7 | 2021.0 | -85.1 | -61.6 | 28.2 | 112.6 | -43.6 | 10.8 | 18.8 | 70.2 | -68.2 | 25.3 | 30.3 | 19.4 | 70.6 | 27.8 | 41.7 | -50.1 | 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 University of Texas 403b Retirement 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:
3. Fund selection: one or two top performing funds among 34 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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