Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
Major Brokerage Investor
Etrade Core Mutual Funds
Etrade Core Mutual Funds Strategic Asset Allocation - Optimal Moderate
Etrade Core Mutual Funds Strategic Asset Allocation - Optimal Moderate
live (public) 0.65% April 26
Delayed
Holdings (As of 02/29/2024)
sign up and login first and then customize a new portfolio for the latest current holdings
Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
General Bond | PONAX (PIMCO INCOME FUND CLASS A) | 0.10% | PIMCO Income A | 39.00% |
US Equity | PSPAX (STOCKSPLUS FUND A) | 0.56% | PIMCO StocksPLUS A | 12.92% |
US Equity | NOSIX (NORTHERN STOCK INDEX FUND NORTHERN STOCK INDEX FUND) | 0.56% | Northern Stock Index | 12.80% |
Real Estate | TCREX (TIAA-CREF REAL ESTATE SECURITIES FUND RETAIL CLASS) | 0.77% | TIAA-CREF Real Estate Sec Retail | 7.57% |
Emerging Market Equity | NOEMX (Northern Emerging Markets Equity Fun) | 0.28% | Northern Emerging Markets Equity Index | 8.09% |
International Equity | PIPAX (PIMCO INTERNATIONAL STOCKSPLUS TR STRATEGY FUND (U.S. DOLLAR-HEDGED) A) | 0.25% | PIMCO International StocksPLUS TR Str A | 10.13% |
International Equity | VDVIX (VANGUARD DEVELOPED MARKETS INDEX FUND INVESTOR SHARES) | 0.25% | Vanguard Developed Markets Idx Investor | 9.49% |
CASH | CASH (CASH) | 0.0% | CASH | 0.19% |
* Day change on 02/29/2024.
Beta
Performance (As of 04/26/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Etrade Core Mutual Funds Strategic Asset Allocation - Optimal Moderate | 2.3% | 11.6% | 7.5% | 8.5% | 7.0% | 10.0% |
VFINX (Vanguard (S&P 500) Index) | 5.6% | 22.1% | 7.5% | 13.0% | 12.3% | 14.4% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 1.8% | 12.7% | 2.1% | 7.4% | 7.6% | 9.5% |
* 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(%) | 1.6 | 2.3 | 11.6 | 7.5 | 8.5 | 7.0 | 10.0 | 8.1 | 8.2 | 34.9 | -12.6 | 8.2 | 6.9 | 18.6 | -6.7 | 11.8 | 8.3 | 1.6 | 7.0 | 11.6 | 18.2 | -1.4 | 19.8 | 33.4 | -27.4 | 9.4 | 14.6 | 11.5 | 14.7 | 27.1 | -3.7 | 4.1 |
Sharpe Ratio | NA | 0.17 | 1.05 | 0.36 | 0.49 | 0.54 | NA | NA | 0.61 | 1.49 | -1.15 | 1.0 | 0.38 | 3.18 | -1.09 | 2.76 | 1.07 | 0.17 | 1.08 | 1.53 | 2.61 | -0.11 | 1.62 | 1.81 | -1.21 | 0.62 | 1.42 | 1.43 | 1.65 | 3.41 | -0.44 | 0.19 |
Draw Down(%) | NA | 3.8 | 8.3 | 18.9 | 25.8 | 25.8 | NA | NA | 41.5 | 8.3 | 18.8 | 4.3 | 25.8 | 2.6 | 11.9 | 1.5 | 6.4 | 6.9 | 5.5 | 8.9 | 5.2 | 14.5 | 8.9 | 18.4 | 38.1 | 7.0 | 8.5 | 4.8 | 9.1 | 6.4 | 16.4 | 11.6 |
Standard Deviation(%) | NA | 6.7 | 7.5 | 14.4 | 14.1 | 11.1 | NA | NA | 11.6 | 20.5 | 12.2 | 8.1 | 17.9 | 5.4 | 7.4 | 4.0 | 7.5 | 9.2 | 6.5 | 7.5 | 7.0 | 13.5 | 12.2 | 18.4 | 23.5 | 10.2 | 7.9 | 6.5 | 8.3 | 7.8 | 10.9 | 9.3 |
Treynor Ratio | NA | 0.02 | 0.15 | 0.11 | 0.15 | 0.13 | NA | NA | 0.14 | 0.57 | -0.31 | 0.16 | 0.14 | 0.45 | -0.2 | 0.22 | 0.16 | 0.03 | 0.14 | 0.19 | 0.36 | -0.03 | 0.32 | 0.52 | -0.52 | 0.11 | 0.16 | 0.17 | 0.23 | 0.64 | -0.12 | 0.05 |
Alpha | NA | -0.02 | -0.01 | 0.01 | 0.01 | 0.01 | NA | NA | 0.02 | 0.07 | -0.02 | -0.02 | -0.01 | 0.02 | -0.02 | 0.01 | 0.01 | 0.01 | 0.0 | -0.02 | 0.04 | -0.01 | 0.04 | 0.06 | -0.03 | 0.02 | 0.01 | 0.03 | 0.03 | 0.05 | 0.02 | 0.03 |
Beta | NA | 0.47 | 0.53 | 0.47 | 0.48 | 0.47 | NA | NA | 0.51 | 0.53 | 0.45 | 0.51 | 0.48 | 0.38 | 0.4 | 0.49 | 0.52 | 0.48 | 0.52 | 0.61 | 0.51 | 0.55 | 0.62 | 0.64 | 0.54 | 0.59 | 0.69 | 0.54 | 0.58 | 0.41 | 0.4 | 0.39 |
RSquared | NA | 0.68 | 0.7 | 0.29 | 0.48 | 0.53 | NA | NA | 0.71 | 0.1 | 0.8 | 0.67 | 0.88 | 0.79 | 0.85 | 0.67 | 0.81 | 0.66 | 0.82 | 0.8 | 0.86 | 0.9 | 0.86 | 0.91 | 0.9 | 0.86 | 0.77 | 0.72 | 0.6 | 0.82 | 0.89 | 0.82 |
Sortino Ratio | NA | 0.23 | 1.56 | 0.78 | 0.81 | 0.85 | NA | NA | 0.9 | 5.69 | -1.56 | 1.43 | 0.47 | 4.78 | -1.36 | 4.25 | 1.53 | 0.25 | 1.55 | 2.1 | 4.12 | -0.14 | 2.36 | 2.7 | -1.57 | 0.84 | 2.16 | 2.11 | 2.34 | 5.48 | -0.63 | 0.27 |
Yield(%) | N/A | 1.18 | 5.74 | 5.94 | 5.21 | 4.84 | N/A | N/A | 6.16 | 6.05 | 6.89 | 5.17 | 3.85 | 4.25 | 3.45 | 0.85 | 3.55 | 5.43 | 9.3 | 6.34 | 9.65 | 6.13 | 13.79 | 12.78 | 4.93 | 6.79 | 6.89 | 5.92 | 5.37 | 5.31 | 3.77 | 3.97 |
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 - Optimal
strategy. Asset weights of available asset classes
in Etrade Core Mutual Funds 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 29 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.