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Shell Provident Fund (401K)
Shell Provident Fund (401K) Strategic Asset Allocation - Equal Weight Moderate
Shell Provident Fund (401K) Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.12% May 13
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% | Thrift Fund | 0.01% |
Emerging Market Equity | MADCX (BlackRock Gbl Emerging Markets Fd Cl I) | 0.20% | Emerging Markets Index Non-Lend | 14.32% |
International Equity | MAIIX (BlackRock Intern Index I) | 0.31% | BlackRock EAFE Equity Index | 16.75% |
General Bond | SHY (iShares 1-3 Year Treasury Bond ETF) | 0.06% | 1-3 Year Govt/Credit Bond Index | 36.41% |
US Equity | MDY (SPDR® S&P MIDCAP 400 ETF Trust) | 0.36% | Mid-Cap Equity Index Fund | 7.38% |
US Equity | SPY (SPDR S&P 500 ETF Trust) | 0.02% | U.S. Equity Index Fund | 9.60% |
Real Estate | BKRDX (BlackRock Developed Real Estate Index Fu) | 0.64% | BlackRock Developed Real Estate Index | 15.53% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/13/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Shell Provident Fund (401K) Strategic Asset Allocation - Equal Weight Moderate | 3.0% | 10.5% | 1.0% | 4.8% | 4.0% | 6.4% |
VFINX (Vanguard (S&P 500) Index) | 10.5% | 29.0% | 10.4% | 15.1% | 12.7% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.8% | 16.0% | 3.5% | 8.2% | 7.9% | 9.7% |
* 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(%) | 0.5 | 3.0 | 10.5 | 1.0 | 4.8 | 4.0 | 6.4 | 6.1 | 5.9 | 10.7 | -11.4 | 6.6 | 8.8 | 15.8 | -6.5 | 17.1 | 5.1 | -5.7 | 2.3 | 9.8 | 8.4 | 2.3 | 13.3 | 25.6 | -22.9 | 13.7 | 12.6 | 11.1 | 12.1 | 27.1 | -5.7 | -0.9 |
Sharpe Ratio | NA | 0.23 | 0.86 | -0.14 | 0.3 | 0.31 | NA | NA | 0.44 | 0.8 | -1.07 | 0.82 | 0.54 | 2.53 | -0.9 | 3.49 | 0.52 | -0.63 | 0.32 | 1.5 | 1.3 | 0.19 | 1.17 | 1.43 | -0.96 | 0.94 | 1.02 | 1.27 | 1.39 | 3.42 | -0.73 | -0.32 |
Draw Down(%) | NA | 3.4 | 7.5 | 18.8 | 23.1 | 23.1 | NA | NA | 35.9 | 7.5 | 17.7 | 4.1 | 23.1 | 3.4 | 12.9 | 1.4 | 7.0 | 11.8 | 7.3 | 5.9 | 6.0 | 11.0 | 9.5 | 17.2 | 34.6 | 8.5 | 11.9 | 6.0 | 8.3 | 7.9 | 16.9 | 16.5 |
Standard Deviation(%) | NA | 7.4 | 7.7 | 9.4 | 10.6 | 9.4 | NA | NA | 10.9 | 8.1 | 12.0 | 8.0 | 15.9 | 5.7 | 8.6 | 4.7 | 9.3 | 9.1 | 7.2 | 6.5 | 6.5 | 11.6 | 11.4 | 17.8 | 24.9 | 11.5 | 9.1 | 7.0 | 8.0 | 7.7 | 9.3 | 10.0 |
Treynor Ratio | NA | 0.03 | 0.12 | -0.03 | 0.08 | 0.07 | NA | NA | 0.1 | 0.12 | -0.28 | 0.12 | 0.24 | 0.35 | -0.17 | 0.29 | 0.08 | -0.11 | 0.04 | 0.18 | 0.18 | 0.05 | 0.22 | 0.41 | -0.42 | 0.16 | 0.13 | 0.18 | 0.21 | 0.81 | -0.25 | -0.09 |
Alpha | NA | -0.03 | -0.02 | -0.02 | -0.01 | -0.01 | NA | NA | 0.01 | -0.01 | -0.01 | -0.03 | 0.01 | 0.01 | -0.02 | 0.02 | 0.0 | -0.02 | -0.01 | -0.02 | 0.01 | 0.01 | 0.02 | 0.04 | 0.0 | 0.04 | 0.01 | 0.03 | 0.02 | 0.06 | 0.0 | 0.01 |
Beta | NA | 0.52 | 0.55 | 0.48 | 0.41 | 0.44 | NA | NA | 0.48 | 0.53 | 0.46 | 0.53 | 0.35 | 0.41 | 0.45 | 0.57 | 0.64 | 0.51 | 0.52 | 0.53 | 0.46 | 0.46 | 0.59 | 0.62 | 0.56 | 0.66 | 0.7 | 0.48 | 0.54 | 0.32 | 0.27 | 0.37 |
RSquared | NA | 0.68 | 0.68 | 0.79 | 0.69 | 0.7 | NA | NA | 0.73 | 0.73 | 0.86 | 0.75 | 0.59 | 0.8 | 0.81 | 0.64 | 0.83 | 0.77 | 0.69 | 0.81 | 0.82 | 0.85 | 0.88 | 0.89 | 0.86 | 0.84 | 0.59 | 0.5 | 0.56 | 0.51 | 0.55 | 0.65 |
Sortino Ratio | NA | 0.31 | 1.29 | -0.19 | 0.42 | 0.43 | NA | NA | 0.61 | 1.17 | -1.47 | 1.14 | 0.74 | 3.8 | -1.14 | 5.72 | 0.72 | -0.84 | 0.43 | 2.13 | 1.93 | 0.26 | 1.7 | 2.06 | -1.28 | 1.27 | 1.47 | 1.85 | 1.92 | 5.38 | -0.98 | -0.42 |
Yield(%) | N/A | 0.88 | 3.18 | 2.08 | 2.21 | 2.05 | N/A | N/A | 2.83 | 3.18 | 1.49 | 0.89 | 1.77 | 3.3 | 1.99 | 1.71 | 2.05 | 1.5 | 1.88 | 1.44 | 3.31 | 2.25 | 2.76 | 2.35 | 4.61 | 8.84 | 7.04 | 2.58 | 2.09 | 2.32 | 2.28 | 2.67 |
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 5 major asset classes: REITs, US Equity, Emerging Market Equity, Foreign Equity, Fixed Income
that are covered in Shell Provident Fund (401K). It then selects one or two funds for each of the 5 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 19 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
06/07/2020
are obtained from historical simulation. They are hypothetical.