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401k Investor
Renovo Resources Employee 401K
Renovo Resources Employee 401K Asset Allocation Composite Moderate
Renovo Resources Employee 401K Asset Allocation Composite Moderate
live (public) 0.43% May 16
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
General Bond | PDBZX (PRUDENTIAL TOTAL RETURN BOND FUND CLASS Z) | 0.0% | Prudential Total Return Bond Z | 39.87% |
US Equity | FDYZX (FRANKLIN DYNATECH FUND ADVISOR CLASS) | 0.08% | Franklin DynaTech Adv | 11.04% |
US Equity | PSYGX (Putnam Small Cap Growth Fund Class Y) | 0.10% | Putnam Small Cap Growth Y | 8.50% |
Real Estate | JIREX (REAL ESTATE SECURITIES FUND CLASS 1) | 0.87% | John Hancock Funds2 Real Estate Secs 1 | 10.41% |
International Equity | MAIIX (BlackRock Intern Index I) | 0.31% | BlackRock EAFE Index | 10.60% |
International Equity | FSPSX (FIDELITY INTERNATIONAL INDEX FUND INSTITUTIONAL PREMIUM CLASS) | 0.26% | Fidelity Spartan Intl Idx Advtg Instl | 9.89% |
Emerging Market Equity | RNWGX (NEW WORLD FUND INC CLASS R-6) | 0.04% | American Funds New World R6 | 9.69% |
* 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** |
---|---|---|---|---|---|---|
Renovo Resources Employee 401K Asset Allocation Composite Moderate | 3.4% | 9.9% | 1.0% | 5.0% | 4.8% | 7.3% |
VFINX (Vanguard (S&P 500) Index) | 11.7% | 29.3% | 9.9% | 14.8% | 13.0% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 17.4% | 3.9% | 8.5% | 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(%) | 1.1 | 3.4 | 9.9 | 1.0 | 5.0 | 4.8 | 7.3 | 7.0 | 6.6 | 8.8 | -10.8 | 8.1 | 9.2 | 17.6 | -6.0 | 15.7 | 4.3 | -0.3 | 4.6 | 11.2 | 15.7 | 1.7 | 15.2 | 15.5 | 0.9 | 4.3 | 9.9 | 4.5 | 9.2 | 14.9 | -1.1 | 2.9 |
Sharpe Ratio | NA | 0.22 | 0.71 | -0.13 | 0.31 | 0.39 | NA | NA | 0.67 | 0.51 | -1.02 | 0.93 | 0.53 | 2.68 | -0.81 | 2.88 | 0.45 | -0.04 | 0.7 | 1.43 | 2.0 | 0.12 | 1.67 | 1.96 | -0.81 | 0.17 | 1.15 | 0.46 | 1.35 | 2.89 | -0.89 | 0.39 |
Draw Down(%) | NA | 4.9 | 8.7 | 16.6 | 23.4 | 23.4 | NA | NA | 23.4 | 10.2 | 16.6 | 4.3 | 23.4 | 2.6 | 12.1 | 1.9 | 6.9 | 9.3 | 5.6 | 7.8 | 5.7 | 12.5 | 6.6 | 3.3 | 0.0 | 5.1 | 6.1 | 3.7 | 5.3 | 2.8 | 3.1 | 1.7 |
Standard Deviation(%) | NA | 9.0 | 8.5 | 9.7 | 11.2 | 9.6 | NA | NA | 8.2 | 8.9 | 12.0 | 8.7 | 16.7 | 6.0 | 9.0 | 5.3 | 9.2 | 8.2 | 6.6 | 7.8 | 7.8 | 13.6 | 9.1 | 7.8 | 0.1 | 7.7 | 5.8 | 5.0 | 6.1 | 4.9 | 2.5 | 1.4 |
Treynor Ratio | NA | 0.03 | 0.1 | -0.03 | 0.07 | 0.08 | NA | NA | 0.19 | 0.08 | -0.26 | 0.14 | 0.21 | 0.39 | -0.15 | 0.3 | 0.07 | -0.01 | 0.09 | 0.18 | 0.28 | 0.03 | 0.35 | 1.18 | -13.48 | 0.03 | 0.13 | 0.06 | 0.19 | 0.98 | -1.46 | 0.89 |
Alpha | NA | -0.04 | -0.03 | -0.02 | -0.01 | 0.0 | NA | NA | 0.01 | -0.02 | -0.01 | -0.02 | 0.0 | 0.02 | -0.02 | 0.02 | -0.01 | 0.0 | 0.0 | -0.02 | 0.03 | 0.0 | 0.03 | 0.05 | 0.0 | 0.0 | 0.01 | 0.01 | 0.02 | 0.04 | -0.01 | 0.0 |
Beta | NA | 0.67 | 0.64 | 0.5 | 0.47 | 0.48 | NA | NA | 0.29 | 0.57 | 0.46 | 0.57 | 0.43 | 0.41 | 0.5 | 0.5 | 0.62 | 0.48 | 0.52 | 0.64 | 0.57 | 0.56 | 0.44 | 0.13 | 0.0 | 0.45 | 0.5 | 0.42 | 0.44 | 0.15 | 0.02 | 0.01 |
RSquared | NA | 0.76 | 0.75 | 0.79 | 0.78 | 0.78 | NA | NA | 0.47 | 0.71 | 0.88 | 0.72 | 0.81 | 0.73 | 0.88 | 0.41 | 0.78 | 0.83 | 0.8 | 0.81 | 0.86 | 0.91 | 0.76 | 0.21 | 0.0 | 0.86 | 0.76 | 0.72 | 0.64 | 0.25 | 0.03 | 0.01 |
Sortino Ratio | NA | 0.32 | 1.02 | -0.19 | 0.41 | 0.52 | NA | NA | 0.92 | 0.73 | -1.38 | 1.29 | 0.68 | 4.04 | -1.04 | 4.66 | 0.6 | -0.05 | 0.98 | 1.99 | 3.1 | 0.17 | 2.49 | 2.9 | -0.91 | 0.23 | 1.71 | 0.67 | 1.89 | 4.43 | -1.09 | 0.6 |
Yield(%) | N/A | 0.66 | 3.34 | 3.85 | 3.62 | 3.58 | N/A | N/A | 3.52 | 2.93 | 3.27 | 4.68 | 1.59 | 5.67 | 2.4 | 4.43 | 4.14 | 3.09 | 3.85 | 3.6 | 5.24 | 4.12 | 2.78 | 2.15 | 0.92 | 6.14 | 6.08 | 4.3 | 2.66 | 2.31 | 1.55 | 2.42 |
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
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 Renovo Resources Employee 401K.