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Ameritas Life Insurance Corp OVERTURE MEDLEY B SHARES
Ameritas Life Insurance Corp OVERTURE MEDLEY B SHARES Strategic Asset Allocation - Optimal Moderate
Ameritas Life Insurance Corp OVERTURE MEDLEY B SHARES Strategic Asset Allocation - Optimal Moderate
live (public) 0.10% December 29
Delayed
Holdings (As of 10/31/2017)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | MFIIX (MFS STRATEGIC INCOME FUND I) | 0.0% | MFS VIT Strategic Income I | 38.62% |
| US Equity | FCNTX (Fidelity Contrafund) | 0.70% | Fidelity V2 Contrafund S2 | 12.92% |
| US Equity | NASDX (NASDAQ-100 INDEX FUND DIRECT SHARES) | 0.59% | Calvert VP Nasdaq 100 | 12.70% |
| Real Estate | UUSRX (US REAL ESTATE PORTFOLIO CLASS I) | UIF US Real Estate I | 6.84% | |
| Emerging Market Equity | UEMEX (EMERGING MARKETS EQUITY PORTFOLIO CLASS I) | UIF Emerging Mrkt Equity I | 10.97% | |
| International Equity | TAVFX (THIRD AVENUE VALUE FUND INSTITUTIONAL CLASS) | 0.14% | Third Avenue Value | 8.75% |
| International Equity | FOSFX (FIDELITY OVERSEAS FUND FIDELITY OVERSEAS FUND) | 0.49% | Fidelity VIP Ovseas S2 | 9.20% |
* 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** |
|---|---|---|---|---|---|---|
| Ameritas Life Insurance Corp OVERTURE MEDLEY B SHARES Strategic Asset Allocation - Optimal Moderate | 8.3% | 8.6% | 5.8% | 6.9% | 4.9% | 8.5% |
| VFINX (Vanguard (S&P 500) Index) | 7.4% | 14.8% | 19.6% | 16.6% | 13.6% | 14.9% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.5% | 11.0% | 12.0% | 9.0% | 8.5% | 9.6% |
* 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 | Since 01/02/2001 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.4 | 8.6 | 5.8 | 6.9 | 4.9 | 8.5 | 8.5 | 0.0 | 7.0 | 11.5 | 7.2 | -0.0 | 5.1 | 11.7 | 16.5 | -3.6 | 17.1 | 34.3 | -32.3 | 10.0 | 14.2 | 11.6 | 14.3 | 26.1 | -6.3 | -0.0 |
| Sharpe Ratio | NA | 2.92 | 0.82 | 1.05 | 0.41 | NA | NA | NA | 0.54 | 2.85 | 0.9 | -0.01 | 0.82 | 1.8 | 2.06 | -0.24 | 1.42 | 1.82 | -1.41 | 0.63 | 1.41 | 1.5 | 1.73 | 3.14 | -0.65 | -0.2 |
| Draw Down(%) | NA | 1.9 | 11.0 | 11.0 | 42.8 | NA | NA | NA | 45.5 | 1.9 | 7.3 | 8.5 | 5.5 | 6.8 | 6.4 | 16.9 | 8.8 | 17.5 | 41.5 | 8.5 | 9.4 | 5.0 | 9.1 | 6.1 | 16.1 | 15.6 |
| Standard Deviation(%) | NA | 3.8 | 6.8 | 6.6 | 12.5 | NA | NA | NA | 11.3 | 3.8 | 7.8 | 8.0 | 6.2 | 6.5 | 8.0 | 14.9 | 12.0 | 18.8 | 23.6 | 11.1 | 7.7 | 6.3 | 7.7 | 8.1 | 11.3 | 11.8 |
| Treynor Ratio | NA | 0.24 | 0.11 | 0.14 | 0.09 | NA | NA | NA | 0.11 | 0.23 | 0.13 | 0.0 | 0.1 | 0.22 | 0.28 | -0.06 | 0.27 | 0.52 | -0.6 | 0.11 | 0.17 | 0.19 | 0.24 | 0.62 | -0.18 | -0.05 |
| Alpha | NA | 0.01 | 0.01 | 0.0 | 0.0 | NA | NA | NA | 0.01 | 0.01 | 0.01 | 0.0 | 0.0 | -0.01 | 0.03 | -0.02 | 0.03 | 0.06 | -0.06 | 0.02 | 0.02 | 0.03 | 0.03 | 0.05 | 0.01 | 0.02 |
| Beta | NA | 0.47 | 0.51 | 0.51 | 0.58 | NA | NA | NA | 0.55 | 0.47 | 0.54 | 0.48 | 0.5 | 0.53 | 0.58 | 0.61 | 0.63 | 0.66 | 0.55 | 0.62 | 0.65 | 0.51 | 0.56 | 0.41 | 0.41 | 0.52 |
| RSquared | NA | 0.68 | 0.83 | 0.83 | 0.9 | NA | NA | NA | 0.86 | 0.69 | 0.83 | 0.87 | 0.85 | 0.81 | 0.86 | 0.92 | 0.92 | 0.92 | 0.93 | 0.81 | 0.71 | 0.7 | 0.65 | 0.74 | 0.88 | 0.88 |
| Sortino Ratio | NA | 4.67 | 1.15 | 1.47 | 0.56 | NA | NA | NA | 0.75 | 4.54 | 1.26 | -0.01 | 1.15 | 2.5 | 3.2 | -0.32 | 2.04 | 2.73 | -1.8 | 0.86 | 2.11 | 2.23 | 2.44 | 5.01 | -0.91 | -0.28 |
| Yield(%) | N/A | 3.6 | 3.5 | 3.9 | 4.2 | 8.0 | 8.0 | 5.9 | 4.02 | 3.4 | 3.1 | 3.6 | 2.9 | 4.2 | 2.4 | 3.4 | 3.5 | 3.0 | 7.3 | 7.2 | 5.8 | 3.8 | 3.2 | 2.0 | 2.3 | 3.3 |
| Dividend Growth(%) | N/A | 30.9 | 30.7 | 26.0 | N/A | N/A | N/A | N/A | N/A | 20.4 | -15.5 | 31.7 | -24.1 | 104.4 | -31.8 | 12.3 | 56.0 | -71.4 | 10.9 | 39.0 | 74.7 | 35.4 | 101.1 | -20.2 | -30.0 | 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, Real Estate, International Equity, US Equity, General Bond
in Ameritas Life Insurance Corp OVERTURE MEDLEY B SHARES 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 28 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
- Real Estate
- International Equity
- US Equity
- General Bond
- 10.5%
- 7.3%
- 17.2%
- 24.9%
- 40.0%
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