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401k Investor
Roche Deferred Compensation Plan
Roche Deferred Compensation Plan Strategic Asset Allocation - Equal Weight Moderate
Roche Deferred Compensation Plan Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.05% January 08
Delayed
Holdings (As of 10/31/2024)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| CASH | CASH (CASH) | 0.0% | PIMCO VIT Money Market | 0.01% |
| Real Estate | VGSIX (VANGUARD REIT INDEX FUND INVESTOR SHARES) | 1.67% | Vanguard VIF REIT Index | 15.07% |
| International Equity | FIGSX (FIDELITY SERIES INTERNATIONAL GROWTH FUND FIDELITY SERIES INTERNATIONAL GROWTH FUND) | 0.91% | MFS VIT Growth Series | 14.25% |
| General Bond | PTTRX (TOTAL RETURN FUND INSTITUTIONAL) | 0.23% | PIMCO VIT Total Return | 37.65% |
| US Equity | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 1.85% | Vanguard VIF Equity Index | 9.41% |
| US Equity | PRFDX (T. ROWE PRICE EQUITY INCOME FUND T. ROWE PRICE EQUITY INCOME FUND) | 0.66% | T Rowe Price Equity Income | 8.64% |
| Emerging Market Equity | GEMMX (GMO EMERGING MARKETS FUND CLASS VI) | 0.45% | MS Universal Emerging Markets | 14.97% |
* Day change on 10/31/2024.
Previous
Beta
Performance (As of 01/08/2025)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Roche Deferred Compensation Plan Strategic Asset Allocation - Equal Weight Moderate | 3.4% | 22.2% | 2.5% | 5.1% | 7.6% | 7.1% |
| VFINX (Vanguard (S&P 500) Index) | 7.1% | 13.4% | 19.2% | 16.2% | 13.6% | 14.5% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.1% | 9.5% | 11.8% | 8.6% | 8.4% | 9.4% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 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(%) | -1.3 | 3.4 | 22.2 | 2.5 | 5.1 | 7.6 | 7.1 | 7.9 | 7.3 | 7.7 | 7.7 | 3.6 | 13.6 | -12.7 | 10.2 | 7.6 | 19.9 | -7.5 | 9.6 | 40.7 | -4.5 | 5.4 | 5.7 | 13.7 | -0.2 | 13.5 | 28.7 | -18.3 | 8.3 | 13.6 | 9.5 | 12.1 | 22.0 | 0.9 | 4.9 |
| Sharpe Ratio | NA | -0.01 | -0.23 | -0.31 | 0.13 | 0.41 | NA | NA | NA | NA | 0.58 | -0.39 | 1.09 | -1.22 | 1.26 | 0.41 | 3.02 | -1.08 | 1.88 | 1.4 | -0.52 | 0.89 | 0.93 | 2.63 | -0.02 | 1.51 | 1.78 | -1.06 | 0.64 | 1.74 | 1.48 | 1.82 | 4.3 | -0.03 | 0.43 |
| Draw Down(%) | NA | 0.3 | 6.2 | 17.6 | 22.2 | 22.2 | NA | NA | NA | NA | 32.4 | 6.2 | 7.9 | 18.0 | 4.0 | 22.2 | 2.6 | 12.6 | 3.3 | 6.5 | 12.2 | 5.1 | 7.2 | 3.7 | 13.0 | 6.9 | 15.8 | 32.4 | 5.1 | 6.2 | 3.4 | 7.9 | 3.1 | 10.5 | 6.5 |
| Standard Deviation(%) | NA | 4.9 | 7.4 | 9.4 | 11.4 | 13.0 | NA | NA | NA | NA | 10.9 | 7.5 | 8.5 | 11.6 | 8.1 | 18.0 | 6.1 | 8.1 | 4.8 | 28.9 | 8.7 | 6.1 | 6.1 | 5.2 | 11.6 | 8.8 | 16.0 | 18.2 | 8.3 | 5.9 | 5.0 | 6.1 | 5.0 | 6.7 | 6.0 |
| Treynor Ratio | NA | 0.0 | -0.04 | -0.06 | 0.03 | 0.11 | NA | NA | NA | NA | 0.15 | -0.06 | 0.17 | -0.32 | 0.2 | 0.15 | 0.46 | -0.2 | 0.22 | 0.8 | -0.1 | 0.12 | 0.12 | 0.41 | -0.01 | 0.29 | 0.52 | -0.47 | 0.11 | 0.21 | 0.19 | 0.29 | 0.94 | -0.01 | 0.12 |
| Alpha | NA | -0.05 | -0.03 | -0.02 | -0.01 | 0.0 | NA | NA | NA | NA | 0.02 | -0.04 | 0.0 | -0.02 | -0.01 | -0.01 | 0.03 | -0.02 | 0.01 | 0.13 | -0.02 | 0.0 | -0.03 | 0.03 | 0.0 | 0.03 | 0.05 | -0.01 | 0.02 | 0.02 | 0.03 | 0.03 | 0.05 | 0.02 | 0.02 |
| Beta | NA | 0.33 | 0.45 | 0.46 | 0.48 | 0.47 | NA | NA | NA | NA | 0.42 | 0.46 | 0.55 | 0.44 | 0.52 | 0.48 | 0.41 | 0.44 | 0.4 | 0.5 | 0.45 | 0.44 | 0.47 | 0.33 | 0.47 | 0.46 | 0.55 | 0.41 | 0.47 | 0.49 | 0.39 | 0.38 | 0.23 | 0.21 | 0.21 |
| RSquared | NA | 0.9 | 0.58 | 0.75 | 0.81 | 0.36 | NA | NA | NA | NA | 0.5 | 0.59 | 0.71 | 0.84 | 0.7 | 0.88 | 0.68 | 0.84 | 0.32 | 0.04 | 0.63 | 0.69 | 0.72 | 0.66 | 0.87 | 0.87 | 0.87 | 0.87 | 0.81 | 0.69 | 0.65 | 0.48 | 0.61 | 0.65 | 0.6 |
| Sortino Ratio | NA | -0.01 | -0.31 | -0.43 | 0.18 | 0.75 | NA | NA | NA | NA | 0.94 | -0.52 | 1.65 | -1.67 | 1.85 | 0.51 | 4.55 | -1.37 | 2.63 | 6.87 | -0.69 | 1.25 | 1.3 | 4.14 | -0.03 | 2.19 | 2.67 | -1.4 | 0.87 | 2.63 | 2.24 | 2.54 | 7.12 | -0.04 | 0.62 |
| Yield(%) | N/A | 0.0 | 2.5 | 2.8 | 3.7 | 4.9 | 6.6 | 6.6 | 9.3 | 9.3 | 4.95 | 2.5 | 3.9 | 2.4 | 3.3 | 5.0 | 3.9 | 2.6 | 0.5 | 3.8 | 5.8 | 4.1 | 4.5 | 5.0 | 6.6 | 4.9 | 5.1 | 7.2 | 8.9 | 7.9 | 6.1 | 5.0 | 5.0 | 5.5 | 6.0 |
| Dividend Growth(%) | N/A | -99.2 | -27.7 | -17.2 | 56.0 | 21.1 | N/A | N/A | N/A | N/A | N/A | -28.6 | 40.0 | -19.1 | -29.4 | 54.6 | 39.5 | 435.3 | -80.1 | -38.5 | 52.3 | -5.6 | 3.2 | -24.5 | 50.0 | 25.7 | -42.3 | -12.1 | 27.1 | 44.0 | 36.7 | 20.3 | -7.3 | -3.5 | 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: Foreign Equity, Emerging Market Equity, US Equity, Fixed Income, REITs
that are covered in Roche Deferred Compensation 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 19 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
04/23/2014
are obtained from historical simulation. They are hypothetical.
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