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WLY401K Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.12% May 16
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
US Equity | VINIX (VANGUARD INSTITUTIONAL INDEX FUND INSTITUTIONAL SHARES) | 0.11% | VINIX | 16.11% |
US Equity | VMCIX (VANGUARD MID-CAP INDEX FUND INSTITUTIONAL SHARES) | 0.31% | VMCIX | 16.29% |
CASH | CASH (CASH) | 0.0% | CASH | 0.01% |
International Equity | VTSNX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INSTITUTIONAL SHARES) | 0.08% | VTSNX | 29.04% |
General Bond | VBITX (VANGUARD SHORT-TERM BOND INDEX FUND INSTITUTIONAL SHARES) | 0.10% | VBITX | 38.55% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/16/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
WLY401K Strategic Asset Allocation - Equal Weight Moderate | 5.5% | 14.5% | 3.9% | 9.4% | 7.1% | 8.2% |
VFINX (Vanguard (S&P 500) Index) | 11.6% | 30.7% | 9.8% | 15.0% | 12.8% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 18.2% | 3.8% | 8.6% | 7.9% | 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(%) | 1.0 | 5.5 | 14.5 | 3.9 | 9.4 | 7.1 | 8.2 | 6.9 | 6.3 | 11.7 | -9.3 | 7.3 | 24.9 | 20.8 | -7.1 | 15.1 | 5.8 | 0.3 | 1.7 | 16.4 | 10.8 | -2.3 | 10.2 | 20.8 | -22.1 | 7.4 | 12.5 | 7.0 | 10.4 | 18.8 | -8.3 | 3.2 |
Sharpe Ratio | NA | 0.65 | 1.45 | 0.15 | 0.63 | 0.58 | NA | NA | 0.49 | 0.9 | -0.73 | 0.74 | 1.3 | 2.61 | -0.84 | 3.42 | 0.65 | 0.03 | 0.24 | 2.34 | 1.42 | -0.17 | 0.92 | 1.36 | -1.16 | 0.48 | 1.33 | 0.83 | 1.49 | 2.53 | -0.89 | 0.08 |
Draw Down(%) | NA | 3.1 | 7.9 | 16.5 | 20.7 | 20.7 | NA | NA | 33.6 | 7.9 | 16.1 | 6.7 | 20.7 | 4.6 | 13.5 | 1.3 | 7.5 | 9.2 | 5.4 | 5.0 | 6.6 | 13.3 | 8.4 | 14.2 | 30.9 | 6.2 | 7.6 | 4.1 | 5.7 | 7.3 | 16.8 | 13.1 |
Standard Deviation(%) | NA | 6.4 | 7.4 | 10.5 | 12.5 | 10.5 | NA | NA | 10.7 | 8.3 | 14.6 | 9.8 | 19.0 | 7.4 | 10.0 | 4.2 | 8.6 | 8.8 | 7.1 | 7.0 | 7.6 | 13.5 | 10.9 | 15.2 | 19.8 | 9.2 | 6.9 | 5.8 | 6.4 | 7.1 | 10.6 | 11.8 |
Treynor Ratio | NA | 0.08 | 0.19 | 0.03 | 0.14 | 0.11 | NA | NA | 0.1 | 0.13 | -0.18 | 0.11 | 0.47 | 0.35 | -0.15 | 0.26 | 0.09 | 0.0 | 0.03 | 0.27 | 0.19 | -0.04 | 0.17 | 0.38 | -0.49 | 0.08 | 0.15 | 0.09 | 0.2 | 0.48 | -0.25 | 0.02 |
Alpha | NA | -0.01 | -0.01 | -0.01 | 0.0 | 0.0 | NA | NA | 0.01 | -0.01 | 0.01 | -0.03 | 0.05 | 0.02 | -0.02 | 0.02 | 0.0 | 0.0 | -0.02 | 0.0 | 0.01 | -0.01 | 0.01 | 0.03 | -0.02 | 0.01 | 0.01 | 0.02 | 0.02 | 0.03 | 0.0 | 0.03 |
Beta | NA | 0.5 | 0.57 | 0.57 | 0.55 | 0.56 | NA | NA | 0.52 | 0.58 | 0.58 | 0.64 | 0.53 | 0.56 | 0.56 | 0.56 | 0.63 | 0.54 | 0.59 | 0.6 | 0.58 | 0.57 | 0.59 | 0.54 | 0.47 | 0.56 | 0.63 | 0.51 | 0.48 | 0.37 | 0.38 | 0.5 |
RSquared | NA | 0.82 | 0.81 | 0.87 | 0.89 | 0.89 | NA | NA | 0.89 | 0.83 | 0.91 | 0.73 | 0.93 | 0.89 | 0.91 | 0.78 | 0.9 | 0.9 | 0.88 | 0.89 | 0.94 | 0.97 | 0.96 | 0.95 | 0.95 | 0.94 | 0.83 | 0.83 | 0.7 | 0.8 | 0.86 | 0.84 |
Sortino Ratio | NA | 0.95 | 2.14 | 0.22 | 0.85 | 0.79 | NA | NA | 0.68 | 1.3 | -1.02 | 1.04 | 1.71 | 3.85 | -1.08 | 5.52 | 0.88 | 0.04 | 0.33 | 3.43 | 2.17 | -0.22 | 1.33 | 1.97 | -1.51 | 0.65 | 2.0 | 1.22 | 2.09 | 3.9 | -1.26 | 0.11 |
Yield(%) | N/A | 0.89 | 3.11 | 2.49 | 2.49 | 2.31 | N/A | N/A | 2.51 | 3.11 | 1.54 | 2.22 | 2.51 | 2.45 | 2.55 | 1.95 | 2.3 | 1.63 | 2.17 | 2.28 | 2.59 | 1.57 | 1.43 | 1.52 | 3.24 | 5.61 | 5.38 | 3.2 | 2.35 | 1.67 | 1.2 | 2.48 |
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 3 major asset classes: Fixed Income, US Equity, Foreign Equity
that are covered in WLY401K. It then selects one or two funds for each of the 3 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 7 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
08/18/2020
are obtained from historical simulation. They are hypothetical.