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RENISHAW, INC. EMPLOYEE SALARY SAVINGS PLAN
RENISHAW, INC. EMPLOYEE SALARY SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate
RENISHAW, INC. EMPLOYEE SALARY SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate
live (public) 0.03% January 08
Delayed
Holdings (As of 10/31/2024)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | PMSIX (CORE PLUS BOND FUND FKA BOND & MORTGAGE SECURITIES FUND INSTITUTIONAL CLASS) | 0.11% | Bond and Mortgage Sep Acct | 38.09% |
| US Equity | PWCIX (PRINCIPAL CAPITAL APPRECIATION FUND (FKA WEST COAST EQUITY FUND) INSTITUTIONAL CLASS) | 1.65% | Capital Appreciation Separate Account | 11.86% |
| US Equity | PLFIX (LARGECAP S&P 500 INDEX FUND INSTITUTIONAL CLASS) | 1.88% | LargeCap S&P 500 Index Separate Account | 12.83% |
| Real Estate | PIREX (REAL ESTATE SECURITIES FUND INSTITUTIONAL CLASS) | 1.83% | Real Estate Securities Sep Acct | 8.92% |
| Emerging Market Equity | VEIEX (VANGUARD EMERGING MARKETS STOCK INDEX FUND INVESTOR SHARES) | 0.58% | International Emerging Markets Sep Acct | 10.30% |
| International Equity | FDIVX (FIDELITY DIVERSIFIED INTERNATIONAL FUND FIDELITY DIVERSIFIED INTERNATIONAL FUND) | 1.16% | Diversified International Separate Account | 9.05% |
| International Equity | NAPIX (VOYA MULTI-MANAGER INTERNATIONAL SMALL CAP FUND CLASS I) | 0.41% | International SmallCap Separate Account | 8.95% |
* 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** |
|---|---|---|---|---|---|---|
| RENISHAW, INC. EMPLOYEE SALARY SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | 2.8% | 22.3% | -1.0% | 4.5% | 4.3% | 5.5% |
| VFINX (Vanguard (S&P 500) Index) | 7.2% | 12.6% | 19.6% | 16.2% | 13.7% | 14.6% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.1% | 8.8% | 12.0% | 8.6% | 8.5% | 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(%) | -1.2 | 2.8 | 22.3 | -1.0 | 4.5 | 4.3 | 5.5 | 6.2 | 5.9 | 6.2 | 5.8 | 6.3 | 9.7 | -17.4 | 4.4 | 17.9 | 20.1 | -8.3 | 10.4 | 5.0 | -1.9 | 4.9 | 11.1 | 12.1 | -0.0 | 17.6 | 28.0 | -28.4 | 10.1 | 12.4 | 17.2 | 12.9 | 25.4 | -10.7 | 0.9 |
| Sharpe Ratio | NA | -0.02 | 0.06 | -0.48 | 0.08 | 0.24 | NA | NA | NA | NA | 0.4 | -0.04 | 0.62 | -1.42 | 0.46 | 1.02 | 3.12 | -1.1 | 2.05 | 0.59 | -0.23 | 0.79 | 1.51 | 1.55 | 0.0 | 1.5 | 1.47 | -1.22 | 0.68 | 1.13 | 1.64 | 1.44 | 3.19 | -1.15 | -0.12 |
| Draw Down(%) | NA | 0.6 | 5.5 | 21.5 | 24.5 | 24.5 | NA | NA | NA | NA | 41.7 | 5.4 | 10.1 | 22.2 | 6.2 | 23.1 | 2.7 | 14.0 | 3.1 | 7.1 | 8.6 | 4.9 | 7.8 | 7.3 | 15.7 | 8.6 | 17.1 | 39.5 | 7.0 | 9.5 | 4.3 | 8.7 | 8.1 | 19.8 | 18.0 |
| Standard Deviation(%) | NA | 6.0 | 7.7 | 10.2 | 11.9 | 9.8 | NA | NA | NA | NA | 11.2 | 7.7 | 8.8 | 13.2 | 9.5 | 17.3 | 6.0 | 8.7 | 4.8 | 8.1 | 8.1 | 6.2 | 7.4 | 7.7 | 14.6 | 11.7 | 18.9 | 24.1 | 10.5 | 8.1 | 9.1 | 8.3 | 7.7 | 10.3 | 11.4 |
| Treynor Ratio | NA | 0.0 | 0.01 | -0.1 | 0.02 | 0.05 | NA | NA | NA | NA | 0.09 | -0.01 | 0.1 | -0.39 | 0.07 | 0.4 | 0.44 | -0.2 | 0.21 | 0.08 | -0.04 | 0.1 | 0.19 | 0.21 | 0.0 | 0.28 | 0.42 | -0.52 | 0.12 | 0.13 | 0.25 | 0.2 | 0.67 | -0.34 | -0.03 |
| Alpha | NA | -0.08 | -0.03 | -0.03 | -0.02 | -0.01 | NA | NA | NA | NA | 0.01 | -0.03 | -0.02 | -0.04 | -0.04 | 0.03 | 0.03 | -0.03 | 0.0 | 0.0 | -0.01 | 0.0 | -0.02 | 0.02 | 0.0 | 0.03 | 0.04 | -0.03 | 0.02 | 0.01 | 0.05 | 0.03 | 0.05 | -0.01 | 0.02 |
| Beta | NA | 0.43 | 0.5 | 0.5 | 0.48 | 0.48 | NA | NA | NA | NA | 0.52 | 0.51 | 0.56 | 0.49 | 0.59 | 0.44 | 0.43 | 0.48 | 0.48 | 0.56 | 0.47 | 0.49 | 0.6 | 0.57 | 0.6 | 0.62 | 0.66 | 0.56 | 0.61 | 0.7 | 0.61 | 0.6 | 0.37 | 0.35 | 0.46 |
| RSquared | NA | 0.98 | 0.68 | 0.75 | 0.74 | 0.75 | NA | NA | NA | NA | 0.8 | 0.69 | 0.69 | 0.79 | 0.66 | 0.77 | 0.8 | 0.88 | 0.45 | 0.82 | 0.81 | 0.79 | 0.81 | 0.87 | 0.91 | 0.92 | 0.91 | 0.93 | 0.86 | 0.74 | 0.46 | 0.66 | 0.66 | 0.78 | 0.74 |
| Sortino Ratio | NA | -0.03 | 0.08 | -0.66 | 0.11 | 0.33 | NA | NA | NA | NA | 0.56 | -0.05 | 0.91 | -1.9 | 0.6 | 1.37 | 4.65 | -1.39 | 2.81 | 0.81 | -0.31 | 1.13 | 2.09 | 2.33 | -0.01 | 2.19 | 2.17 | -1.58 | 0.92 | 1.66 | 3.34 | 2.02 | 5.04 | -1.57 | -0.17 |
| Yield(%) | N/A | N/A | 1.5 | 1.9 | 3.5 | 4.5 | 5.8 | 5.8 | 7.6 | 7.6 | 3.54 | 1.5 | 2.8 | 1.9 | 3.9 | 5.8 | 3.2 | 8.1 | 3.2 | 3.1 | 5.0 | 3.0 | 4.4 | 2.7 | 2.5 | 2.6 | 2.3 | 3.6 | 7.3 | 5.9 | 4.8 | 1.8 | 1.0 | 0.7 | 1.2 |
| Dividend Growth(%) | N/A | N/A | -43.1 | -47.7 | -9.6 | 72.1 | N/A | N/A | N/A | N/A | N/A | -43.1 | 26.0 | -50.1 | -20.9 | 120.2 | -64.2 | 178.9 | 10.9 | -40.5 | 79.4 | -26.2 | 83.2 | 8.9 | 10.4 | 47.2 | -54.2 | -45.6 | 37.8 | 47.5 | 202.7 | 116.6 | 26.6 | -40.4 | 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 RENISHAW, INC. EMPLOYEE SALARY SAVINGS 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 23 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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