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401k Investor
Trevor Project 403(b)
Trevor Project 403(b) Strategic Asset Allocation - Equal Weight Moderate
Trevor Project 403(b) Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.21% May 17
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
CASH | CASH (CASH) | 0.0% | SunAmerica Government Money Market I | 19.58% |
International Equity | TGRIX (INTERNATIONAL GROWTH FUND I CLASS) | 0.31% | American Century International Growth | 17.01% |
General Bond | VWESX (VANGUARD LONG-TERM INVESTMENT-GRADE FUND INVESTOR SHARES) | 0.25% | Vanguard Long-Term Investment Grade | 18.25% |
US Equity | PABGX (T. ROWE PRICE BLUE CHIP GROWTH FUND INC. T. ROWE PRICE BLUE CHIP GROWTH FUND-ADVISOR CLASS) | 0.21% | T.Rowe Price Blue Chip Growth | 8.88% |
US Equity | TCRAX (GROWTH FUND A CLASS) | 0.10% | American Century Growth | 6.71% |
Real Estate | IGREX (INVESCO GLOBAL REAL ESTATE FUND CLASS R5) | 0.0% | Invesco Global Real Estate | 12.95% |
Commodities | BRCAX (INVESCO BALANCED-RISK COMMODITY STRATEGY FUND CLASS A) | 0.91% | Invesco Balanced-Risk Commodity Strategy | 16.62% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/17/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Trevor Project 403(b) Strategic Asset Allocation - Equal Weight Moderate | 4.6% | 12.1% | 3.0% | 6.2% | 4.5% | 6.6% |
VFINX (Vanguard (S&P 500) Index) | 11.7% | 29.3% | 9.9% | 15.0% | 12.9% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 17.4% | 3.9% | 8.6% | 8.0% | 9.8% |
* 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(%) | 1.5 | 4.6 | 12.1 | 3.0 | 6.2 | 4.5 | 6.6 | 5.4 | 5.2 | 8.6 | -7.5 | 9.1 | 9.8 | 16.5 | -7.8 | 13.5 | 2.1 | -3.9 | 4.3 | 5.9 | 12.1 | 2.7 | 13.0 | 19.8 | -22.7 | 7.0 | 10.4 | 8.2 | 9.9 | 14.6 | -0.3 | 1.2 |
Sharpe Ratio | NA | 0.47 | 1.15 | 0.08 | 0.47 | 0.4 | NA | NA | 0.44 | 0.58 | -0.87 | 1.21 | 0.62 | 2.69 | -1.12 | 3.13 | 0.25 | -0.52 | 0.82 | 0.99 | 1.85 | 0.27 | 1.29 | 1.23 | -1.23 | 0.43 | 1.02 | 1.06 | 1.27 | 2.06 | -0.2 | -0.14 |
Draw Down(%) | NA | 3.5 | 6.3 | 14.6 | 22.3 | 22.3 | NA | NA | 36.7 | 7.0 | 12.9 | 4.9 | 22.3 | 1.8 | 11.6 | 1.8 | 6.8 | 9.1 | 4.1 | 7.0 | 5.6 | 8.2 | 7.3 | 16.9 | 32.7 | 5.9 | 7.6 | 4.2 | 7.3 | 6.5 | 8.9 | 9.7 |
Standard Deviation(%) | NA | 6.9 | 7.2 | 8.4 | 9.9 | 8.5 | NA | NA | 9.3 | 7.5 | 10.2 | 7.5 | 15.4 | 5.6 | 8.2 | 4.1 | 7.7 | 7.5 | 5.2 | 5.9 | 6.5 | 9.9 | 10.0 | 16.1 | 19.3 | 9.5 | 7.0 | 5.7 | 7.1 | 6.8 | 7.3 | 8.0 |
Treynor Ratio | NA | 0.06 | 0.16 | 0.02 | 0.12 | 0.09 | NA | NA | 0.1 | 0.09 | -0.25 | 0.2 | 0.26 | 0.5 | -0.25 | 0.38 | 0.04 | -0.11 | 0.14 | 0.14 | 0.28 | 0.07 | 0.25 | 0.35 | -0.53 | 0.08 | 0.12 | 0.15 | 0.2 | 0.54 | -0.07 | -0.04 |
Alpha | NA | -0.02 | -0.01 | -0.01 | 0.0 | 0.0 | NA | NA | 0.01 | -0.02 | -0.01 | -0.01 | 0.01 | 0.03 | -0.03 | 0.02 | -0.01 | -0.02 | 0.0 | -0.02 | 0.02 | 0.01 | 0.02 | 0.02 | -0.03 | 0.01 | 0.0 | 0.02 | 0.02 | 0.03 | 0.02 | 0.01 |
Beta | NA | 0.52 | 0.53 | 0.41 | 0.38 | 0.38 | NA | NA | 0.4 | 0.49 | 0.36 | 0.46 | 0.37 | 0.3 | 0.36 | 0.34 | 0.46 | 0.36 | 0.31 | 0.42 | 0.44 | 0.37 | 0.51 | 0.56 | 0.44 | 0.53 | 0.59 | 0.4 | 0.46 | 0.26 | 0.21 | 0.26 |
RSquared | NA | 0.76 | 0.71 | 0.7 | 0.68 | 0.64 | NA | NA | 0.69 | 0.72 | 0.74 | 0.65 | 0.7 | 0.45 | 0.58 | 0.31 | 0.61 | 0.54 | 0.47 | 0.63 | 0.73 | 0.74 | 0.84 | 0.9 | 0.89 | 0.79 | 0.73 | 0.51 | 0.51 | 0.42 | 0.56 | 0.48 |
Sortino Ratio | NA | 0.68 | 1.75 | 0.11 | 0.62 | 0.53 | NA | NA | 0.6 | 0.85 | -1.22 | 1.69 | 0.76 | 4.43 | -1.39 | 5.11 | 0.34 | -0.7 | 1.14 | 1.35 | 2.89 | 0.37 | 1.87 | 1.78 | -1.61 | 0.57 | 1.5 | 1.59 | 1.83 | 3.1 | -0.27 | -0.2 |
Yield(%) | N/A | 0.75 | 2.96 | 4.5 | 4.05 | 3.87 | N/A | N/A | 3.82 | 2.99 | 4.08 | 6.15 | 3.25 | 3.37 | 4.83 | 3.29 | 3.45 | 3.35 | 3.64 | 3.18 | 3.29 | 2.59 | 3.55 | 2.98 | 2.91 | 6.05 | 4.58 | 4.79 | 3.79 | 3.35 | 3.78 | 3.84 |
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
This model portfolio uses Strategic Asset Allocation - Equal Weight
. The allocations are diversified by investing in the 6 major asset classes: US Equity, Fixed Income, Commodity, REITs, Emerging Market Equity, Foreign Equity
that are covered in Trevor Project 403(b). It then selects one or two funds for each of the 6 major asset classes.
1.Risk allocation: the risk profile of this portfolio 40.
The total allocation of the fixed income assets should be at least 40%.
2.Asset weights: risk assets selected are equally weighted by
default.
3.Fund selection: about one or two top performing funds among 60 available funds in the plan are chosen for each asset selected. They are usually equally weighted within
the asset by default.
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 on
04/12/2020
are obtained from historical simulation. They are hypothetical.