Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
401k Investor
AON SAVINGS PLAN
AON SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate
AON SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate
live (public) 0.41% August 28
Delayed
Holdings (As of 06/30/2020)
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 | STABLEVALUE (STABLEVALUE) | 0.0% | Stable Value | 38.89% |
| US Equity | VIIIX (VANGUARD INSTITUTIONAL INDEX FUND INSTITUTIONAL PLUS SHARES) | 0.49% | US Large Company Index | 12.69% |
| US Equity | DFUSX (U.S. LARGE COMPANY PORTFOLIO U.S. LARGE COMPANY PORTFOLIO) | 0.47% | US Large Company Growth | 12.21% |
| Real Estate | IGLAX (VOYA GLOBAL REAL ESTATE FUND CLASS A) | Global Real Estate | 6.90% | |
| Emerging Market Equity | VEIEX (VANGUARD EMERGING MARKETS STOCK INDEX FUND INVESTOR SHARES) | 1.50% | Foreign Emerging Markets | 11.14% |
| International Equity | VFWSX (VANGUARD FTSE ALL-WORLD EX-US INDEX FUND INSTITUTIONAL SHARES) | 0.28% | Foreign All Company Index | 9.19% |
| International Equity | RERGX (EUROPACIFIC GROWTH FUND CLASS R-6) | 0.72% | Foreign All Company | 8.98% |
* Day change on 05/29/2020.
Previous
Beta
Performance (As of 08/28/2020)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| AON SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | -8.5% | -1.5% | 0.4% | 1.6% | 4.7% | 4.8% |
| VFINX (Vanguard (S&P 500) Index) | -3.0% | 13.7% | 12.6% | 16.7% | 12.3% | 13.1% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | -2.8% | 5.0% | 5.0% | 6.8% | 6.5% | 7.8% |
* 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 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 2.0 | -1.5 | 0.4 | 1.6 | 4.7 | 4.8 | 4.4 | 0.0 | 5.3 | -0.1 | 13.5 | -6.0 | 8.5 | 6.3 | -1.2 | 3.9 | 11.4 | 11.3 | -4.7 | 10.6 | 29.2 | -25.7 | 7.4 | 12.9 | 8.2 | 14.3 | 25.9 | -9.1 | 0.8 |
| Sharpe Ratio | NA | 0.31 | 0.19 | 0.38 | 0.51 | NA | NA | NA | 0.38 | -0.02 | 1.89 | -0.84 | 1.76 | 0.72 | -0.15 | 0.61 | 1.65 | 1.39 | -0.32 | 0.85 | 1.58 | -1.11 | 0.43 | 1.29 | 0.91 | 1.69 | 2.82 | -0.87 | -0.13 |
| Draw Down(%) | NA | 21.4 | 21.4 | 21.4 | 21.4 | NA | NA | NA | 38.7 | 21.4 | 3.7 | 12.5 | 2.8 | 6.5 | 8.9 | 5.2 | 5.9 | 7.1 | 15.4 | 9.7 | 16.1 | 34.9 | 6.2 | 8.9 | 4.4 | 7.5 | 7.7 | 18.9 | 16.2 |
| Standard Deviation(%) | NA | 15.1 | 10.7 | 9.6 | 9.5 | NA | NA | NA | 11.4 | 18.3 | 6.4 | 8.7 | 4.5 | 8.5 | 8.4 | 6.4 | 6.9 | 8.1 | 14.7 | 12.4 | 18.4 | 24.1 | 10.3 | 7.4 | 6.6 | 7.9 | 8.9 | 11.8 | 11.8 |
| Treynor Ratio | NA | 0.11 | 0.04 | 0.08 | 0.09 | NA | NA | NA | 0.08 | -0.01 | 0.25 | -0.15 | 0.15 | 0.1 | -0.02 | 0.07 | 0.19 | 0.18 | -0.08 | 0.16 | 0.45 | -0.46 | 0.07 | 0.14 | 0.1 | 0.22 | 0.53 | -0.24 | -0.03 |
| Alpha | NA | -0.02 | -0.01 | -0.01 | -0.01 | NA | NA | NA | 0.01 | -0.03 | 0.0 | -0.02 | -0.01 | 0.0 | 0.0 | -0.01 | -0.02 | 0.01 | -0.02 | 0.01 | 0.04 | -0.02 | 0.01 | 0.01 | 0.02 | 0.03 | 0.04 | 0.0 | 0.02 |
| Beta | NA | 0.43 | 0.45 | 0.47 | 0.52 | NA | NA | NA | 0.55 | 0.43 | 0.48 | 0.49 | 0.52 | 0.61 | 0.51 | 0.53 | 0.59 | 0.61 | 0.62 | 0.66 | 0.65 | 0.58 | 0.62 | 0.68 | 0.6 | 0.62 | 0.47 | 0.43 | 0.52 |
| RSquared | NA | 0.91 | 0.9 | 0.88 | 0.88 | NA | NA | NA | 0.9 | 0.91 | 0.88 | 0.9 | 0.59 | 0.87 | 0.89 | 0.88 | 0.89 | 0.92 | 0.95 | 0.94 | 0.94 | 0.96 | 0.93 | 0.84 | 0.87 | 0.76 | 0.82 | 0.92 | 0.89 |
| Sortino Ratio | NA | 0.39 | 0.24 | 0.49 | 0.69 | NA | NA | NA | 0.52 | -0.02 | 2.7 | -1.07 | 2.52 | 0.99 | -0.2 | 0.84 | 2.36 | 2.12 | -0.43 | 1.22 | 2.31 | -1.45 | 0.58 | 1.91 | 1.31 | 2.41 | 4.36 | -1.2 | -0.18 |
| Yield(%) | N/A | 1.7 | 2.5 | 2.7 | 3.1 | 3.6 | 3.6 | 4.3 | 2.6 | 0.8 | 1.9 | 4.5 | 0.8 | 3.1 | 2.4 | 2.1 | 2.4 | 2.1 | 1.9 | 2.0 | 1.8 | 1.8 | 5.1 | 3.5 | 2.8 | 2.8 | 2.5 | 1.8 | 3.6 |
| Dividend Growth(%) | N/A | -58.7 | 20.4 | 42.9 | N/A | N/A | N/A | N/A | N/A | -50.5 | -60.9 | 505.3 | -71.5 | 26.5 | 18.9 | -6.1 | 25.5 | 9.5 | 5.5 | 36.4 | -21.1 | -62.7 | 60.1 | 41.2 | 12.9 | 39.0 | 28.0 | -49.6 | 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 AON 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 22 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.
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>