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ELON UNIVERSITY DEFINED CONTRIBUTION PLAN
ELON UNIVERSITY DEFINED CONTRIBUTION PLAN Strategic Asset Allocation - Equal Weight Moderate
ELON UNIVERSITY DEFINED CONTRIBUTION PLAN Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.10% June 16
Delayed
Holdings (As of 04/28/2023)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| CASH | CASH (CASH) | 0.0% | CASH | 40.31% |
| US Equity | DFTPX (DFA U.S. Target Value Ptf Class R2) | 1.75% | DFA U.S. Targeted Value Portfolio—R2 | 8.11% |
| US Equity | TRVRX (TIAA-CREF MID-CAP VALUE FUND RETIREMENT CLASS) | 1.44% | TRVRX | 10.14% |
| International Equity | TRIEX (TIAA-CREF INTERNATIONAL EQUITY INDEX FUND RETIREMENT CLASS) | 0.43% | TIAA-CREF International Equity Index Fund—Retirement | 22.65% |
| Emerging Market Equity | DFEPX (DFA Emerging Markets Value Ptf Cl R2) | 0.26% | DFA Emerging Markets Value Portfolio—R2 | 18.79% |
* Day change on 03/31/2023.
Previous
Beta
Performance (As of 06/16/2023)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| ELON UNIVERSITY DEFINED CONTRIBUTION PLAN Strategic Asset Allocation - Equal Weight Moderate | 2.3% | -3.6% | 10.6% | 3.9% | 4.2% | 4.3% |
| VFINX (Vanguard (S&P 500) Index) | 7.7% | 14.9% | 19.6% | 16.0% | 13.4% | 14.6% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.6% | 10.2% | 12.1% | 8.5% | 8.3% | 9.4% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 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(%) | 2.1 | -3.6 | 10.6 | 3.9 | 4.2 | 4.3 | 4.3 | 5.0 | 5.5 | 3.9 | 4.6 | -7.8 | 4.9 | 16.6 | 12.7 | -7.5 | 12.1 | 6.7 | -3.8 | 3.9 | 8.5 | 10.4 | -2.0 | 10.3 | 21.3 | -20.7 | 5.0 | 11.3 | 4.8 | 10.1 | 18.2 | -17.2 | -3.1 |
| Sharpe Ratio | NA | 0.55 | 0.55 | 0.24 | 0.4 | NA | NA | NA | NA | 0.26 | 0.35 | -0.85 | 0.5 | 1.07 | 1.68 | -0.9 | 2.21 | 0.7 | -0.46 | 0.65 | 1.34 | 1.47 | -0.16 | 0.91 | 1.08 | -0.95 | 0.19 | 1.3 | 0.44 | 1.55 | 2.43 | -1.42 | -0.35 |
| Draw Down(%) | NA | 8.5 | 15.6 | 22.1 | 22.1 | NA | NA | NA | NA | 36.3 | 5.2 | 15.6 | 6.8 | 22.1 | 4.9 | 13.6 | 2.8 | 7.3 | 10.0 | 4.6 | 5.8 | 6.1 | 13.0 | 8.6 | 16.3 | 32.1 | 7.5 | 5.8 | 3.3 | 5.8 | 6.6 | 23.4 | 22.3 |
| Standard Deviation(%) | NA | 9.0 | 9.8 | 10.7 | 9.2 | NA | NA | NA | NA | 11.2 | 7.1 | 10.9 | 9.8 | 15.2 | 6.8 | 9.8 | 5.2 | 9.2 | 8.4 | 6.0 | 6.3 | 7.0 | 13.0 | 11.2 | 19.7 | 22.8 | 10.6 | 6.1 | 5.9 | 5.9 | 7.2 | 12.9 | 15.3 |
| Treynor Ratio | NA | 0.13 | 0.12 | 0.06 | 0.08 | NA | NA | NA | NA | 0.06 | 0.06 | -0.23 | 0.08 | 0.42 | 0.24 | -0.18 | 0.2 | 0.1 | -0.08 | 0.08 | 0.16 | 0.2 | -0.04 | 0.17 | 0.31 | -0.41 | 0.03 | 0.15 | 0.06 | 0.23 | 0.51 | -0.4 | -0.08 |
| Alpha | NA | -0.01 | 0.0 | -0.01 | 0.0 | NA | NA | NA | NA | 0.0 | -0.02 | 0.0 | -0.04 | 0.03 | 0.0 | -0.02 | 0.0 | 0.0 | -0.02 | -0.01 | -0.02 | 0.01 | -0.01 | 0.01 | 0.02 | 0.0 | 0.01 | 0.01 | 0.01 | 0.02 | 0.03 | -0.03 | 0.01 |
| Beta | NA | 0.39 | 0.45 | 0.42 | 0.45 | NA | NA | NA | NA | 0.51 | 0.41 | 0.4 | 0.6 | 0.39 | 0.48 | 0.5 | 0.58 | 0.63 | 0.48 | 0.48 | 0.53 | 0.52 | 0.54 | 0.6 | 0.69 | 0.53 | 0.61 | 0.54 | 0.47 | 0.4 | 0.34 | 0.46 | 0.68 |
| RSquared | NA | 0.74 | 0.7 | 0.74 | 0.74 | NA | NA | NA | NA | 0.82 | 0.71 | 0.78 | 0.64 | 0.79 | 0.77 | 0.76 | 0.57 | 0.79 | 0.8 | 0.82 | 0.86 | 0.89 | 0.94 | 0.95 | 0.92 | 0.9 | 0.85 | 0.78 | 0.69 | 0.56 | 0.66 | 0.87 | 0.89 |
| Sortino Ratio | NA | 0.82 | 0.77 | 0.32 | 0.54 | NA | NA | NA | NA | 0.36 | 0.5 | -1.17 | 0.68 | 1.42 | 2.38 | -1.13 | 3.28 | 0.97 | -0.61 | 0.9 | 1.9 | 2.23 | -0.21 | 1.29 | 1.58 | -1.27 | 0.25 | 1.94 | 0.61 | 2.11 | 3.61 | -1.92 | -0.5 |
| Yield(%) | N/A | 3.7 | 4.8 | 4.1 | 3.9 | 3.9 | 3.9 | 5.1 | 5.1 | 2.73 | 1.0 | 2.8 | 4.5 | 4.6 | 4.3 | 2.7 | 0.3 | 1.9 | 3.5 | 2.3 | 3.9 | 2.9 | 2.1 | 1.5 | 1.7 | 2.3 | 4.9 | 4.6 | 2.6 | 1.7 | 1.3 | 1.1 | 1.8 |
| Dividend Growth(%) | N/A | -24.6 | 110.6 | 108.5 | 97.1 | N/A | N/A | N/A | N/A | N/A | -68.3 | -34.1 | 12.2 | 22.6 | 46.5 | 1026.1 | -85.1 | -46.5 | 58.9 | -37.5 | 49.2 | 33.8 | 51.7 | 12.3 | -41.2 | -52.1 | 17.4 | 91.1 | 66.1 | 57.1 | -5.2 | -38.4 | 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 4 major asset classes: Emerging Market Equity, US Equity, Fixed Income, Foreign Equity
that are covered in ELON UNIVERSITY DEFINED CONTRIBUTION PLAN. It then selects one or two funds for each of the 4 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 35 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
09/02/2014
are obtained from historical simulation. They are hypothetical.
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