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Facebook 401k
Facebook 401k Asset Allocation Composite Moderate
Facebook 401k Asset Allocation Composite Moderate
live (public) 0.54% December 31
Delayed
Holdings (As of 11/30/2018)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | PTTRX (TOTAL RETURN FUND INSTITUTIONAL) | 0.20% | PIM TOTAL RT INST | 39.39% |
| US Equity | OGGFX (JPMORGAN SMALL CAP GROWTH FUND SELECT CLASS) | 0.05% | JPM SM CAP GRTH SEL | 14.76% |
| US Equity | ACRNX (COLUMBIA ACORN FUND COLUMBIA ACORN FUND CLASS Z) | 0.29% | COLUMBIA ACORN Z | 15.16% |
| Real Estate | IARIX (INVESCO REAL ESTATE FUND CLASS R5) | 1.34% | INVS REAL ESTATE IS | 14.47% |
| International Equity | JAOSX (JANUS OVERSEAS FUND CLASS T) | 0.77% | JANUS OVERSEAS T | 8.10% |
| International Equity | TRIGX (T. ROWE PRICE INTERNATIONAL VALUE EQUITY FUND T. ROWE PRICE INTERNATIONAL VALUE EQUITY FUND) | 0.90% | TRP INTL GRTH & INC | 8.12% |
* Day change on 09/28/2018.
Previous
Beta
Performance (As of 12/31/2018)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Facebook 401k Asset Allocation Composite Moderate | 3.8% | 7.7% | 8.5% | 5.9% | 9.2% | 9.8% |
| VFINX (Vanguard (S&P 500) Index) | 8.4% | 25.7% | 21.5% | 13.2% | 15.2% | 14.2% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.2% | 17.0% | 14.2% | 7.3% | 9.5% | 9.2% |
* 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 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.2 | 7.7 | 8.5 | 5.9 | 9.2 | 9.8 | 0.0 | 9.4 | -5.2 | 15.0 | 5.4 | -3.8 | 5.8 | 12.7 | 12.6 | -1.0 | 13.2 | 26.8 | 0.5 | 8.5 | 17.4 | 11.2 | 13.0 | 24.4 | 10.1 | 8.7 |
| Sharpe Ratio | NA | -0.76 | 0.59 | 0.4 | 0.83 | NA | NA | 1.03 | -0.76 | 3.22 | 0.79 | -0.53 | 0.86 | 1.56 | 1.62 | -0.06 | 1.28 | 2.52 | -0.06 | 0.53 | 1.86 | 1.42 | 1.56 | 3.95 | 2.22 | 1.17 |
| Draw Down(%) | NA | 12.8 | 12.8 | 12.8 | 15.7 | NA | NA | 15.7 | 12.8 | 1.9 | 5.1 | 8.4 | 5.0 | 7.7 | 5.9 | 15.7 | 8.1 | 5.0 | 6.6 | 6.1 | 7.4 | 4.2 | 7.0 | 2.7 | 2.4 | 4.1 |
| Standard Deviation(%) | NA | 8.6 | 6.8 | 6.8 | 9.0 | NA | NA | 8.2 | 8.6 | 4.5 | 6.6 | 7.1 | 6.7 | 8.1 | 7.8 | 15.4 | 10.3 | 10.6 | 7.7 | 10.2 | 7.6 | 6.4 | 7.7 | 6.0 | 4.1 | 5.4 |
| Treynor Ratio | NA | -0.14 | 0.1 | 0.07 | 0.19 | NA | NA | 0.39 | -0.14 | 0.29 | 0.17 | -0.11 | 0.11 | 0.19 | 0.22 | -0.02 | 0.36 | 1.91 | 2.2 | 0.09 | 0.22 | 0.17 | 0.21 | 1.79 | -1.31 | -1.38 |
| Alpha | NA | -0.01 | 0.01 | 0.0 | 0.01 | NA | NA | 0.03 | -0.01 | 0.02 | 0.01 | -0.01 | 0.0 | -0.02 | 0.02 | -0.01 | 0.03 | 0.08 | 0.0 | 0.02 | 0.03 | 0.03 | 0.03 | 0.07 | 0.03 | 0.02 |
| Beta | NA | 0.46 | 0.41 | 0.41 | 0.4 | NA | NA | 0.22 | 0.46 | 0.5 | 0.31 | 0.34 | 0.54 | 0.66 | 0.57 | 0.64 | 0.37 | 0.14 | 0.0 | 0.59 | 0.64 | 0.53 | 0.57 | 0.13 | -0.07 | -0.05 |
| RSquared | NA | 0.83 | 0.63 | 0.63 | 0.54 | NA | NA | 0.25 | 0.83 | 0.56 | 0.38 | 0.54 | 0.82 | 0.8 | 0.88 | 0.94 | 0.41 | 0.13 | 0.0 | 0.84 | 0.71 | 0.72 | 0.67 | 0.14 | 0.19 | 0.03 |
| Sortino Ratio | NA | -0.96 | 0.78 | 0.53 | 1.15 | NA | NA | 1.45 | -0.96 | 5.1 | 1.05 | -0.68 | 1.21 | 2.21 | 2.45 | -0.09 | 1.82 | 3.83 | -0.08 | 0.74 | 2.89 | 2.11 | 2.16 | 6.46 | 3.38 | 1.7 |
| Yield(%) | N/A | 5.6 | 6.1 | 5.8 | 8.6 | 12.1 | 14.6 | 5.75 | 5.6 | 4.9 | 6.0 | 5.4 | 5.1 | 5.9 | 5.7 | 3.0 | 4.6 | 5.5 | 9.4 | 7.7 | 7.5 | 3.6 | 3.4 | 3.3 | 8.1 | 8.8 |
| Dividend Growth(%) | N/A | 30.6 | 17.5 | 56.1 | N/A | N/A | N/A | N/A | 30.6 | -13.5 | 5.8 | 14.6 | -4.5 | 17.0 | 89.3 | -26.4 | 5.6 | -41.1 | 32.3 | 18.7 | 136.1 | 20.0 | 30.6 | -56.0 | -0.2 | 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 Facebook 401k.
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