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Jefferson National Variable Annuity Select Funds
Jefferson National Variable Annuity Select Funds Strategic Asset Allocation - Equal Weight Moderate
Jefferson National Variable Annuity Select Funds Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.21% May 17
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
CASH | CASH (CASH) | 0.0% | CASH | 0.15% |
Real Estate | VGSIX (VANGUARD REIT INDEX FUND INVESTOR SHARES) | 0.77% | Vanguard REIT Index Inv | 11.82% |
International Equity | FIVFX (FIDELITY INTERNATIONAL CAPITAL APPRECIATION FUND FIDELITY INTERNATIONAL CAPITAL APPRECIATION FUND) | 0.35% | Fidelity International Capital Apprec | 12.64% |
General Bond | PSFAX (SHORT-TERM FUND ADMINISTRATIVE) | 0.0% | PIMCO Short-Term Admin | 38.54% |
US Equity | TRBCX (T. ROWE PRICE BLUE CHIP GROWTH FUND INC. T. ROWE PRICE BLUE CHIP GROWTH FUND INC.) | 0.21% | T. Rowe Price Blue Chip Growth | 6.05% |
US Equity | ALVOX (ALGER CAPITAL APPRECIATION PORTFOLIO ALGER CAPITAL APPRECIATION PORTFOLIO CLASS I-2) | 0.18% | Alger Capital Appreciation Ptfl I-2 | 9.42% |
Commodities | PCRRX (COMMODITYREALRETURN STRATEGY FUND ADMINISTRATIVE) | 1.05% | PIMCO Commodity Real Ret Strat Admin | 11.40% |
Emerging Market Equity | EMRIX (EMERGING MARKETS FUND CLASS I) | 0.13% | Van Eck Emerging Markets I | 9.98% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/17/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Jefferson National Variable Annuity Select Funds Strategic Asset Allocation - Equal Weight Moderate | 6.8% | 13.0% | 9.1% | 9.8% | 7.5% | 8.8% |
VFINX (Vanguard (S&P 500) Index) | 11.7% | 29.3% | 9.9% | 15.0% | 12.9% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 17.4% | 3.9% | 8.6% | 8.0% | 9.8% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
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(%) | 1.4 | 6.8 | 13.0 | 9.1 | 9.8 | 7.5 | 8.8 | 7.4 | 7.1 | 30.6 | -9.8 | 8.5 | 8.4 | 18.8 | -7.7 | 9.9 | 6.1 | 8.6 | 3.8 | 6.4 | 12.4 | -1.5 | 16.0 | 30.5 | -25.8 | 4.7 | 9.8 | 7.7 | 15.4 | 22.1 | -3.0 | 3.1 |
Sharpe Ratio | NA | 0.91 | 1.45 | 0.48 | 0.62 | 0.59 | NA | NA | 0.64 | 1.31 | -1.04 | 0.99 | 0.52 | 3.11 | -1.22 | 2.43 | 0.81 | 0.69 | 0.72 | 1.23 | 2.51 | -0.18 | 2.3 | 2.01 | -1.78 | 0.25 | 1.31 | 1.25 | 2.48 | 4.99 | -0.58 | 0.12 |
Draw Down(%) | NA | 2.8 | 6.4 | 16.7 | 22.3 | 22.3 | NA | NA | 37.4 | 6.4 | 15.3 | 5.6 | 22.3 | 2.5 | 12.9 | 1.7 | 6.5 | 5.8 | 5.1 | 6.0 | 4.9 | 11.3 | 4.9 | 13.8 | 34.3 | 6.0 | 4.3 | 3.0 | 7.7 | 2.3 | 13.7 | 8.4 |
Standard Deviation(%) | NA | 6.0 | 6.3 | 13.9 | 13.2 | 10.9 | NA | NA | 9.4 | 20.1 | 10.7 | 8.6 | 15.9 | 5.6 | 7.4 | 3.8 | 7.2 | 12.5 | 5.2 | 5.2 | 4.9 | 8.6 | 6.9 | 15.1 | 15.0 | 7.0 | 5.0 | 4.4 | 5.8 | 4.3 | 7.1 | 6.3 |
Treynor Ratio | NA | 0.12 | 0.2 | 0.17 | 0.2 | 0.16 | NA | NA | 0.17 | 0.58 | -0.3 | 0.19 | 0.19 | 0.46 | -0.23 | 0.21 | 0.13 | 0.24 | 0.09 | 0.17 | 0.38 | -0.05 | 0.48 | 0.61 | -0.84 | 0.05 | 0.2 | 0.19 | 0.39 | 1.29 | -0.19 | 0.03 |
Alpha | NA | 0.01 | 0.0 | 0.02 | 0.01 | 0.01 | NA | NA | 0.01 | 0.07 | -0.01 | -0.01 | 0.0 | 0.03 | -0.03 | 0.01 | 0.01 | 0.04 | 0.0 | -0.02 | 0.03 | -0.01 | 0.04 | 0.06 | -0.07 | 0.01 | 0.01 | 0.02 | 0.04 | 0.06 | 0.01 | 0.01 |
Beta | NA | 0.44 | 0.46 | 0.4 | 0.41 | 0.41 | NA | NA | 0.35 | 0.45 | 0.37 | 0.45 | 0.42 | 0.38 | 0.39 | 0.43 | 0.46 | 0.36 | 0.4 | 0.38 | 0.33 | 0.32 | 0.33 | 0.5 | 0.32 | 0.32 | 0.33 | 0.28 | 0.37 | 0.17 | 0.22 | 0.23 |
RSquared | NA | 0.7 | 0.7 | 0.22 | 0.4 | 0.41 | NA | NA | 0.51 | 0.07 | 0.7 | 0.47 | 0.85 | 0.7 | 0.83 | 0.58 | 0.68 | 0.18 | 0.76 | 0.67 | 0.72 | 0.77 | 0.74 | 0.8 | 0.76 | 0.55 | 0.45 | 0.45 | 0.49 | 0.44 | 0.65 | 0.62 |
Sortino Ratio | NA | 1.39 | 2.19 | 1.1 | 1.07 | 1.01 | NA | NA | 0.99 | 5.5 | -1.44 | 1.39 | 0.65 | 4.83 | -1.53 | 3.63 | 1.18 | 1.66 | 1.02 | 1.72 | 3.91 | -0.23 | 3.48 | 3.09 | -2.2 | 0.3 | 2.01 | 1.83 | 3.49 | 8.51 | -0.79 | 0.16 |
Yield(%) | N/A | 1.8 | 5.75 | 7.55 | 6.17 | 4.67 | N/A | N/A | 5.08 | 5.96 | 7.03 | 8.83 | 4.16 | 4.2 | 3.83 | 0.53 | 2.69 | 5.07 | 4.2 | 4.04 | 4.43 | 5.54 | 5.1 | 5.4 | 5.47 | 5.16 | 6.47 | 7.37 | 6.77 | 3.46 | 4.12 | 5.25 |
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 | 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 - Equal Weight
. The allocations are diversified by investing in the 6 major asset classes: Fixed Income, Foreign Equity, US Equity, REITs, Emerging Market Equity, Commodity
that are covered in Jefferson National Variable Annuity Select Funds. It then selects one or two funds for each of the 6 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 64 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
06/03/2014
are obtained from historical simulation. They are hypothetical.