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Coghlan Financial Group, LLC
Coghlan Financial Group, LLC Strategic Asset Allocation - Optimal Moderate
Coghlan Financial Group, LLC Strategic Asset Allocation - Optimal Moderate
live (public) 0.02% December 29
Delayed
Holdings (As of 10/31/2017)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| Commodities | SKIRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) | 0.09% | SKIRX | 4.80% |
| General Bond | MWTIX (METROPOLITAN WEST TOTAL RETURN BOND FUND CLASS I) | 0.09% | MWTIX | 38.35% |
| US Equity | DODGX (DODGE & COX STOCK FUND DODGE & COX STOCK FUND) | 0.48% | DODGX | 12.13% |
| US Equity | POGRX (PRIMECAP ODYSSEY GROWTH FUND PRIMECAP ODYSSEY GROWTH FUND) | 0.70% | POGRX | 10.32% |
| Real Estate | PIRPX (REAL ESTATE SECURITIES FUND CLASS P) | PIRPX | 6.87% | |
| Emerging Market Equity | RNWGX (NEW WORLD FUND INC CLASS R-6) | 0.84% | RNWGX | 10.47% |
| International Equity | LISIX (LAZARD INTERNATIONAL STRATEGIC EQUITY PORTFOLIO INSTITUTIONAL SHARES) | 0.54% | LISIX | 8.74% |
| International Equity | THOFX (THORNBURG GLOBAL OPPORTUNITIES FUND THORNBURG GLOBAL OPPORTUNITIES FUND - CLASS R5) | 0.71% | THOFX | 8.32% |
* Day change on 09/29/2017.
Previous
Beta
Performance (As of 12/29/2017)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Coghlan Financial Group, LLC Strategic Asset Allocation - Optimal Moderate | 9.5% | 9.7% | 4.3% | 6.6% | 5.6% | 8.0% |
| VFINX (Vanguard (S&P 500) Index) | 6.7% | 21.6% | 20.9% | 12.9% | 15.0% | 14.4% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.7% | 16.5% | 14.2% | 7.4% | 9.5% | 9.3% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.2 | 9.7 | 4.3 | 6.6 | 5.6 | 8.0 | 0.0 | 6.0 | 13.1 | 4.3 | -2.2 | 4.5 | 15.2 | 14.6 | -1.1 | 16.4 | 28.8 | -24.2 | 8.6 | 13.3 | 5.0 | 10.4 | 20.6 | -13.2 | 1.4 |
| Sharpe Ratio | NA | 3.61 | 0.65 | 1.04 | 0.5 | NA | NA | 0.48 | 3.58 | 0.51 | -0.29 | 0.76 | 2.43 | 1.92 | -0.08 | 1.55 | 1.76 | -1.16 | 0.66 | 1.38 | 0.47 | 1.41 | 2.06 | -1.02 | -0.09 |
| Draw Down(%) | NA | 1.6 | 12.7 | 12.7 | 36.8 | NA | NA | 37.0 | 1.6 | 7.3 | 8.8 | 5.0 | 5.3 | 6.7 | 14.9 | 8.1 | 18.4 | 34.7 | 5.9 | 5.5 | 4.3 | 5.8 | 9.0 | 23.0 | 13.5 |
| Standard Deviation(%) | NA | 3.5 | 6.8 | 6.5 | 11.5 | NA | NA | 10.6 | 3.5 | 8.0 | 7.8 | 5.9 | 6.3 | 7.5 | 13.9 | 10.5 | 16.3 | 21.7 | 8.5 | 7.3 | 6.1 | 6.7 | 9.6 | 14.0 | 10.7 |
| Treynor Ratio | NA | 0.3 | 0.09 | 0.14 | 0.11 | NA | NA | 0.1 | 0.29 | 0.07 | -0.05 | 0.09 | 0.29 | 0.26 | -0.02 | 0.3 | 0.51 | -0.5 | 0.11 | 0.15 | 0.05 | 0.16 | 0.36 | -0.27 | -0.02 |
| Alpha | NA | 0.02 | 0.0 | 0.0 | 0.01 | NA | NA | 0.01 | 0.02 | 0.0 | -0.01 | 0.0 | 0.0 | 0.03 | -0.01 | 0.03 | 0.05 | -0.02 | 0.02 | 0.01 | 0.01 | 0.02 | 0.02 | -0.01 | 0.02 |
| Beta | NA | 0.43 | 0.5 | 0.5 | 0.53 | NA | NA | 0.53 | 0.43 | 0.57 | 0.46 | 0.48 | 0.52 | 0.56 | 0.57 | 0.55 | 0.57 | 0.51 | 0.49 | 0.66 | 0.57 | 0.58 | 0.55 | 0.52 | 0.48 |
| RSquared | NA | 0.67 | 0.82 | 0.83 | 0.89 | NA | NA | 0.9 | 0.67 | 0.87 | 0.83 | 0.84 | 0.84 | 0.88 | 0.92 | 0.9 | 0.91 | 0.92 | 0.87 | 0.82 | 0.9 | 0.9 | 0.96 | 0.94 | 0.94 |
| Sortino Ratio | NA | 5.91 | 0.9 | 1.45 | 0.69 | NA | NA | 0.67 | 5.85 | 0.7 | -0.39 | 1.06 | 3.49 | 2.94 | -0.11 | 2.24 | 2.54 | -1.51 | 0.88 | 2.16 | 0.66 | 2.05 | 3.15 | -1.4 | -0.12 |
| Yield(%) | N/A | 1.9 | 2.6 | 3.1 | 3.6 | 5.8 | 4.0 | 3.2 | 1.9 | 3.8 | 2.2 | 2.5 | 3.1 | 3.4 | 2.7 | 3.4 | 3.3 | 3.6 | 4.9 | 4.1 | 3.6 | 3.9 | 1.3 | 0.9 | 2.6 |
| Dividend Growth(%) | N/A | -47.2 | 4.1 | 21.7 | N/A | N/A | N/A | N/A | -47.7 | 63.8 | -6.6 | -9.2 | 5.7 | 26.3 | -10.4 | 33.2 | -27.8 | -21.4 | 32.5 | 22.5 | 3.0 | 242.9 | 32.8 | -65.4 | 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 Emerging Market Equity, International Equity, US Equity, Real Estate, General Bond, Commodities
in Coghlan Financial Group, LLC 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 18 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.
- Emerging Market Equity
- International Equity
- US Equity
- Real Estate
- General Bond
- Commodities
- 10.0%
- 16.0%
- 22.0%
- 7.0%
- 40.0%
- 5.0%
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