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rbbn 401k Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.50% February 28
Delayed
Holdings (As of 10/31/2024)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| Real Estate | CSEIX (COHEN & STEERS REAL ESTATE SECURITIES FUND CLASS A) | 1.65% | cseix | 21.43% |
| US Equity | MFEGX (MFS GROWTH FUND A) | 2.75% | mfegx | 9.24% |
| US Equity | VVIAX (VANGUARD VALUE INDEX FUND ADMIRAL SHARES) | 0.59% | vviax | 10.93% |
| CASH | CASH (CASH) | 0.0% | cash | 40.33% |
| Commodities | PCRIX (COMMODITYREALRETURN STRATEGY FUND INSTITUTIONAL) | 0.83% | pcrix | 18.07% |
* Day change on 10/31/2024.
Previous
Beta
Performance (As of 02/28/2025)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| rbbn 401k Strategic Asset Allocation - Equal Weight Moderate | 2.9% | 16.0% | 16.6% | 14.9% | 9.0% | 8.3% |
| VFINX (Vanguard (S&P 500) Index) | 7.1% | 13.4% | 19.2% | 16.2% | 13.6% | 14.5% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.1% | 9.5% | 11.8% | 8.6% | 8.4% | 9.4% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 Yr | 20 Yr | Since 01/02/2001 |
2024 | 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(%) | 0.4 | 2.9 | 16.0 | 16.6 | 14.9 | 9.0 | 8.3 | 8.3 | 6.9 | 7.0 | 7.3 | 10.8 | 48.0 | -6.4 | 15.3 | 8.3 | 16.1 | -4.1 | 5.6 | 7.6 | -3.4 | 3.8 | 4.4 | 8.3 | 0.8 | 14.2 | 21.6 | -21.9 | 4.0 | 10.3 | 8.7 | 12.2 | 19.8 | -2.7 | 8.2 |
| Sharpe Ratio | NA | 0.49 | 0.82 | 0.59 | 0.7 | 0.53 | NA | NA | NA | NA | 0.49 | 0.7 | 1.24 | -0.72 | 1.98 | 0.5 | 2.62 | -0.76 | 1.18 | 1.0 | -0.48 | 0.73 | 0.72 | 1.17 | 0.06 | 1.18 | 1.0 | -1.08 | 0.13 | 1.02 | 0.96 | 1.73 | 2.54 | -0.4 | 0.75 |
| Draw Down(%) | NA | 1.1 | 3.4 | 13.3 | 17.3 | 20.0 | NA | NA | NA | NA | 39.4 | 3.4 | 6.9 | 13.3 | 4.5 | 20.0 | 2.7 | 9.6 | 2.9 | 6.4 | 7.6 | 4.3 | 6.0 | 5.9 | 11.9 | 9.3 | 18.5 | 36.0 | 6.7 | 5.1 | 3.5 | 6.1 | 5.8 | 15.2 | 9.2 |
| Standard Deviation(%) | NA | 5.1 | 5.9 | 21.5 | 18.5 | 13.9 | NA | NA | NA | NA | 12.3 | 6.0 | 35.3 | 10.9 | 7.7 | 16.3 | 5.6 | 7.1 | 4.2 | 7.4 | 7.1 | 5.1 | 6.1 | 7.1 | 12.2 | 12.0 | 21.5 | 21.1 | 7.8 | 6.9 | 6.7 | 6.5 | 7.5 | 9.6 | 7.8 |
| Treynor Ratio | NA | 0.09 | 0.13 | 0.33 | 0.31 | 0.18 | NA | NA | NA | NA | 0.13 | 0.11 | 0.92 | -0.22 | 0.37 | 0.18 | 0.4 | -0.15 | 0.13 | 0.16 | -0.09 | 0.11 | 0.1 | 0.17 | 0.02 | 0.23 | 0.3 | -0.5 | 0.02 | 0.15 | 0.15 | 0.33 | 0.49 | -0.12 | 0.19 |
| Alpha | NA | 0.06 | 0.0 | 0.04 | 0.03 | 0.02 | NA | NA | NA | NA | 0.01 | -0.01 | 0.13 | 0.0 | 0.02 | 0.0 | 0.02 | -0.01 | -0.01 | 0.01 | -0.01 | 0.0 | -0.03 | 0.01 | 0.0 | 0.02 | 0.02 | -0.02 | 0.0 | 0.01 | 0.02 | 0.03 | 0.03 | 0.02 | 0.04 |
| Beta | NA | 0.29 | 0.37 | 0.39 | 0.42 | 0.41 | NA | NA | NA | NA | 0.45 | 0.38 | 0.48 | 0.36 | 0.41 | 0.45 | 0.37 | 0.35 | 0.4 | 0.47 | 0.4 | 0.35 | 0.45 | 0.49 | 0.49 | 0.61 | 0.73 | 0.46 | 0.41 | 0.47 | 0.42 | 0.34 | 0.39 | 0.31 | 0.31 |
| RSquared | NA | 0.57 | 0.64 | 0.07 | 0.18 | 0.22 | NA | NA | NA | NA | 0.43 | 0.65 | 0.02 | 0.63 | 0.49 | 0.9 | 0.67 | 0.73 | 0.4 | 0.7 | 0.76 | 0.61 | 0.68 | 0.78 | 0.86 | 0.86 | 0.85 | 0.8 | 0.71 | 0.48 | 0.41 | 0.33 | 0.78 | 0.7 | 0.75 |
| Sortino Ratio | NA | 0.87 | 1.16 | 2.13 | 1.68 | 1.15 | NA | NA | NA | NA | 0.82 | 0.97 | 8.46 | -0.96 | 2.9 | 0.62 | 3.97 | -0.98 | 1.73 | 1.43 | -0.65 | 1.02 | 0.97 | 1.73 | 0.09 | 1.72 | 1.47 | -1.39 | 0.18 | 1.57 | 1.39 | 2.51 | 3.96 | -0.56 | 1.04 |
| Yield(%) | N/A | 0.2 | 3.9 | 7.2 | 7.5 | 6.1 | 6.9 | 6.9 | 7.9 | 7.9 | 4.74 | 5.0 | 4.7 | 10.0 | 6.6 | 2.1 | 3.7 | 2.8 | 3.2 | 2.2 | 5.5 | 2.1 | 2.4 | 2.6 | 6.4 | 3.3 | 3.0 | 6.2 | 6.5 | 7.1 | 11.0 | 4.8 | 3.2 | 3.2 | 4.4 |
| Dividend Growth(%) | N/A | -95.8 | -3.0 | 118.7 | 142.9 | 64.5 | N/A | N/A | N/A | N/A | N/A | 57.2 | -56.2 | 75.9 | 241.1 | -34.8 | 27.0 | -9.0 | 57.6 | -61.4 | 167.7 | -9.3 | 0.8 | -58.7 | 124.9 | 35.0 | -63.2 | 1.0 | -0.5 | -28.5 | 155.7 | 79.8 | -2.0 | -21.5 | 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: REITs, US Equity, Commodity
that are covered in rbbn 401k. 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 9 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
03/23/2021
are obtained from historical simulation. They are hypothetical.
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