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Western Reserve Life Insurance VUL No Profunds
Western Reserve Life Insurance VUL No Profunds Asset Allocation Composite Moderate
Western Reserve Life Insurance VUL No Profunds Asset Allocation Composite Moderate
live (public) 0.15% May 07
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
General Bond | PTTRX (TOTAL RETURN FUND INSTITUTIONAL) | 0.12% | TA PIMCO Total Return | 40.09% |
US Equity | PJFZX (PRUDENTIAL JENNISON GROWTH FUND CLASS Z) | 0.12% | TA Jennison Growth | 10.45% |
US Equity | TDEIX (TRANSAMERICA US GROWTH I) | 0.07% | TA WMC Diversified Growth | 10.24% |
Real Estate | IRGIX (VY(R) CLARION GLOBAL REAL ESTATE PORTFOLIO CLASS I) | 0.49% | TA Clarion Global Real Estate Securities | 9.64% |
International Equity | TSWIX (TRANSAMERICA INTERNATIONAL EQUITY I) | 0.0% | TA International Moderate Growth | 15.04% |
International Equity | MIEIX (MFS INSTITUTIONAL INTERNATIONAL EQUITY FUND MFS INSTITUTIONAL INTERNATIONAL EQUITY FUND) | 0.32% | TA MFS International Equity | 14.54% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/07/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Western Reserve Life Insurance VUL No Profunds Asset Allocation Composite Moderate | 1.5% | 7.2% | -5.2% | 2.4% | 4.2% | 6.7% |
VFINX (Vanguard (S&P 500) Index) | 9.2% | 27.2% | 9.1% | 13.9% | 12.6% | 14.4% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.5% | 15.3% | 2.8% | 7.7% | 7.7% | 9.6% |
* 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(%) | 2.2 | 1.5 | 7.2 | -5.2 | 2.4 | 4.2 | 6.7 | 7.2 | 7.9 | 3.2 | -21.6 | 13.6 | 10.4 | 21.3 | -2.8 | 13.4 | 7.4 | -1.4 | 4.7 | 13.8 | 15.6 | -0.5 | 9.6 | 22.5 | -0.9 | 12.9 | 8.7 | 8.7 | 15.0 | 22.7 | 9.4 | 8.7 |
Sharpe Ratio | NA | 0.03 | 0.41 | -0.81 | 0.09 | 0.4 | NA | NA | 0.85 | -0.13 | -2.08 | 1.53 | 1.28 | 2.93 | -0.45 | 2.7 | 1.09 | -0.22 | 0.73 | 1.86 | 1.99 | -0.04 | 1.0 | 2.51 | -0.25 | 1.05 | 0.66 | 0.96 | 1.85 | 3.48 | 2.12 | 1.17 |
Draw Down(%) | NA | 4.6 | 8.2 | 28.5 | 28.5 | 28.5 | NA | NA | 28.5 | 8.2 | 22.3 | 4.7 | 11.3 | 3.0 | 11.4 | 2.2 | 4.1 | 6.7 | 5.1 | 7.4 | 6.3 | 12.3 | 8.2 | 3.9 | 7.4 | 5.4 | 9.2 | 4.5 | 5.7 | 3.1 | 2.4 | 4.1 |
Standard Deviation(%) | NA | 8.4 | 8.4 | 9.3 | 8.8 | 7.8 | NA | NA | 8.1 | 8.0 | 11.1 | 8.9 | 8.0 | 6.8 | 9.1 | 4.7 | 6.6 | 6.5 | 6.4 | 7.4 | 7.8 | 14.3 | 9.5 | 8.9 | 7.4 | 9.4 | 8.2 | 6.8 | 7.6 | 6.3 | 3.9 | 5.4 |
Treynor Ratio | NA | 0.0 | 0.06 | -0.19 | 0.03 | 0.11 | NA | NA | 0.32 | -0.02 | -0.7 | 0.24 | 0.89 | 0.42 | -0.08 | 0.25 | 0.24 | -0.06 | 0.09 | 0.23 | 0.27 | -0.01 | 0.29 | 2.19 | 0.85 | 0.18 | 0.08 | 0.12 | 0.24 | 1.49 | -1.2 | -1.38 |
Alpha | NA | -0.05 | -0.03 | -0.04 | -0.01 | 0.0 | NA | NA | 0.02 | -0.04 | -0.07 | 0.0 | 0.03 | 0.03 | 0.0 | 0.01 | 0.02 | -0.01 | 0.0 | -0.01 | 0.03 | 0.0 | 0.02 | 0.07 | -0.01 | 0.03 | -0.01 | 0.02 | 0.03 | 0.07 | 0.02 | 0.02 |
Beta | NA | 0.62 | 0.62 | 0.4 | 0.26 | 0.3 | NA | NA | 0.22 | 0.48 | 0.33 | 0.56 | 0.11 | 0.47 | 0.5 | 0.5 | 0.29 | 0.25 | 0.5 | 0.6 | 0.57 | 0.59 | 0.33 | 0.1 | -0.02 | 0.53 | 0.71 | 0.56 | 0.58 | 0.15 | -0.07 | -0.05 |
RSquared | NA | 0.75 | 0.73 | 0.57 | 0.39 | 0.45 | NA | NA | 0.27 | 0.61 | 0.52 | 0.69 | 0.24 | 0.75 | 0.88 | 0.5 | 0.35 | 0.35 | 0.8 | 0.82 | 0.88 | 0.93 | 0.4 | 0.1 | 0.01 | 0.83 | 0.74 | 0.73 | 0.72 | 0.16 | 0.21 | 0.03 |
Sortino Ratio | NA | 0.04 | 0.59 | -1.08 | 0.12 | 0.54 | NA | NA | 1.19 | -0.18 | -2.59 | 2.22 | 1.74 | 4.6 | -0.6 | 4.22 | 1.46 | -0.29 | 1.02 | 2.65 | 3.14 | -0.05 | 1.41 | 3.86 | -0.34 | 1.47 | 0.97 | 1.45 | 2.63 | 5.52 | 3.15 | 1.7 |
Yield(%) | N/A | 0.57 | 3.37 | 4.26 | 4.42 | 4.21 | N/A | N/A | 4.59 | 3.32 | 3.89 | 5.09 | 5.09 | 4.61 | 4.87 | 5.95 | 2.49 | 3.29 | 3.76 | 4.15 | 3.92 | 3.52 | 4.35 | 4.69 | 4.23 | 5.87 | 5.48 | 2.32 | 3.72 | 3.58 | 7.97 | 8.82 |
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
The risk profile of this portfolio is 40%. The total allocation of the fixed income asset should be at least 40%.
The portfolio’s stock (risk asset) allocation can be dynamically reduced when stock or risk asset markets are in a downtrend.
This portfolio belongs to Western Reserve Life Insurance VUL No Profunds