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401k Investor
Raytheon Savings and Investment Plan
Raytheon Savings and Investment Plan Asset Allocation Composite Moderate
Raytheon Savings and Investment Plan Asset Allocation Composite Moderate
live (public) 0.44% February 28
Delayed
Holdings (As of 10/31/2024)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | AGG (iShares Core U.S. Aggregate Bond ETF) | 0.02% | NT AGGREG BOND INDEX | 39.69% |
| US Equity | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 1.85% | NT S&P 500 INDEX | 14.92% |
| US Equity | IWM (iShares Russell 2000 ETF) | 1.66% | NT RUSSELL 2000 INDX | 12.99% |
| CASH | CASH (CASH) | 0.0% | FIMM MONEY MKT INST (FNSXX) | 0.17% |
| Emerging Market Equity | ODVIX (Oppenheimer Developing Markets Cl I) | 0.84% | OPP DEVELOPING MKT I (ODVIX) | 8.25% |
| International Equity | OAKGX (OAKMARK GLOBAL FUND INVESTOR CLASS) | 0.88% | HARRIS OAKMRK GLOBAL | 23.98% |
* 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** |
|---|---|---|---|---|---|---|
| Raytheon Savings and Investment Plan Asset Allocation Composite Moderate | 3.9% | 14.0% | 3.4% | 6.2% | 5.8% | 7.5% |
| VFINX (Vanguard (S&P 500) Index) | 6.0% | 14.9% | 18.3% | 16.7% | 13.3% | 14.7% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.7% | 11.2% | 11.6% | 9.1% | 8.3% | 9.5% |
* 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(%) | 1.1 | 3.9 | 14.0 | 3.4 | 6.2 | 5.8 | 7.5 | 7.8 | 8.0 | 8.2 | 7.4 | 5.0 | 10.6 | -11.0 | 11.2 | 10.7 | 18.5 | -6.9 | 14.7 | 7.7 | -2.5 | 5.3 | 19.6 | 13.2 | 0.7 | 19.6 | 8.8 | 15.3 | 6.5 | 11.5 | 5.7 | 9.6 | 17.4 | -4.9 | -2.8 |
| Sharpe Ratio | NA | 0.26 | 0.02 | -0.05 | 0.31 | 0.36 | NA | NA | NA | NA | 0.66 | -0.2 | 0.77 | -0.86 | 1.2 | 0.52 | 2.5 | -0.9 | 3.09 | 0.85 | -0.3 | 0.8 | 2.59 | 1.65 | 0.05 | 1.99 | 0.79 | 1.58 | 0.42 | 1.26 | 0.6 | 1.24 | 2.18 | -1.21 | -0.85 |
| Draw Down(%) | NA | 2.1 | 5.4 | 13.9 | 20.1 | 23.6 | NA | NA | NA | NA | 23.6 | 4.4 | 7.4 | 17.2 | 3.8 | 23.6 | 3.9 | 13.4 | 1.6 | 7.1 | 10.0 | 4.9 | 5.5 | 7.6 | 11.5 | 8.5 | 10.5 | 5.9 | 5.0 | 6.3 | 3.6 | 5.8 | 6.9 | 8.6 | 8.9 |
| Standard Deviation(%) | NA | 8.2 | 8.1 | 10.4 | 12.8 | 10.6 | NA | NA | NA | NA | 9.3 | 8.0 | 8.2 | 14.3 | 9.3 | 20.0 | 6.8 | 9.1 | 4.5 | 8.8 | 8.5 | 6.6 | 7.6 | 8.0 | 13.2 | 9.8 | 11.1 | 9.1 | 8.4 | 6.6 | 6.0 | 7.0 | 7.7 | 5.0 | 6.1 |
| Treynor Ratio | NA | 0.04 | 0.0 | -0.01 | 0.07 | 0.07 | NA | NA | NA | NA | 0.19 | -0.03 | 0.11 | -0.22 | 0.19 | 0.19 | 0.34 | -0.16 | 0.25 | 0.12 | -0.05 | 0.1 | 0.32 | 0.23 | 0.01 | 0.65 | 0.99 | -1.46 | 0.07 | 0.14 | 0.07 | 0.16 | 0.52 | -0.87 | -0.34 |
| Alpha | NA | 0.04 | -0.02 | -0.02 | -0.01 | -0.01 | NA | NA | NA | NA | 0.02 | -0.04 | -0.02 | 0.0 | -0.01 | 0.0 | 0.01 | -0.02 | 0.01 | 0.01 | -0.01 | 0.0 | 0.01 | 0.02 | 0.0 | 0.06 | 0.03 | 0.04 | 0.01 | 0.01 | 0.01 | 0.02 | 0.03 | -0.02 | -0.01 |
| Beta | NA | 0.5 | 0.53 | 0.56 | 0.55 | 0.55 | NA | NA | NA | NA | 0.31 | 0.54 | 0.56 | 0.56 | 0.59 | 0.54 | 0.51 | 0.51 | 0.55 | 0.61 | 0.51 | 0.54 | 0.62 | 0.58 | 0.54 | 0.3 | 0.09 | -0.1 | 0.5 | 0.59 | 0.49 | 0.54 | 0.32 | 0.07 | 0.15 |
| RSquared | NA | 0.67 | 0.72 | 0.84 | 0.85 | 0.85 | NA | NA | NA | NA | 0.42 | 0.73 | 0.8 | 0.9 | 0.68 | 0.89 | 0.85 | 0.91 | 0.66 | 0.84 | 0.86 | 0.87 | 0.82 | 0.88 | 0.91 | 0.3 | 0.05 | 0.2 | 0.89 | 0.82 | 0.73 | 0.73 | 0.51 | 0.13 | 0.29 |
| Sortino Ratio | NA | 0.41 | 0.02 | -0.07 | 0.42 | 0.49 | NA | NA | NA | NA | 0.91 | -0.27 | 1.14 | -1.19 | 1.73 | 0.68 | 3.73 | -1.15 | 4.94 | 1.17 | -0.41 | 1.1 | 3.72 | 2.52 | 0.07 | 2.91 | 1.17 | 2.34 | 0.56 | 1.89 | 0.88 | 1.7 | 3.34 | -1.58 | -1.1 |
| Yield(%) | N/A | 0.0 | 1.8 | 2.3 | 3.9 | 4.3 | 6.4 | 6.4 | 9.3 | 9.3 | 3.94 | 1.9 | 3.4 | 1.7 | 6.5 | 3.6 | 3.2 | 4.5 | 4.4 | 2.0 | 3.1 | 3.2 | 3.5 | 3.8 | 2.5 | 4.2 | 5.1 | 5.3 | 6.9 | 7.0 | 4.7 | 4.1 | 2.3 | 2.7 | 2.1 |
| Dividend Growth(%) | N/A | -100.0 | -37.1 | -39.4 | 33.6 | 71.2 | N/A | N/A | N/A | N/A | N/A | -38.1 | 84.2 | -71.1 | 97.0 | 33.8 | -34.3 | 17.7 | 142.8 | -39.5 | 4.1 | 6.5 | 6.6 | 50.0 | -28.2 | -8.4 | 10.2 | -18.3 | 8.1 | 60.2 | 26.7 | 102.8 | -16.3 | 21.8 | 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 Raytheon Savings and Investment Plan.
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