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MOSS ADAMS LLP PROFIT SHARING 401K PLAN - PARTNERS AND PRINCIPALS
MOSS ADAMS LLP PROFIT SHARING 401K PLAN - PARTNERS AND PRINCIPALS Tactical Asset Allocation Moderate
MOSS ADAMS LLP PROFIT SHARING 401K PLAN - PARTNERS AND PRINCIPALS Tactical Asset Allocation Moderate
live (public) 2.48% December 14
Delayed
Holdings (As of 10/31/2017)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| US Equity | PRNHX (T. ROWE PRICE NEW HORIZONS FUND INC. T. ROWE PRICE NEW HORIZONS FUND INC.) | 0.68% | T. Rowe Price New Horizons | 12.94% |
| US Equity | PRUFX (T. ROWE PRICE GROWTH STOCK FUND INC. T. ROWE PRICE GROWTH STOCK FUND-I CLASS) | 0.58% | T. Rowe Price Groth Stock I | 17.43% |
| CASH | CASH (CASH) | 0.0% | Vanguard Retire Savings Trust III | 0.00% |
| General Bond | VITRX (VANGUARD INSTITUTIONAL TARGET RETIREMENT INCOME FUND INSTITUTIONAL SHARES) | 0.09% | Vanguard Inst Target Ret Inc Fund | 18.46% |
| General Bond | MWTSX (METROPOLITAN WEST TOTAL RETURN BOND FUND PLAN CLASS) | 0.10% | Metropolitan West Total Return Bond Plan | 18.38% |
| International Equity | RERGX (EUROPACIFIC GROWTH FUND CLASS R-6) | 0.71% | American Funds EuroPacific Gr R6 | 16.65% |
| International Equity | VTIAX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND ADMIRAL SHARES) | 0.62% | Vanguard Total Intl Stock Index Admiral | 16.14% |
* Day change on 09/29/2017.
Previous
Beta
Performance (As of 12/14/2017)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| MOSS ADAMS LLP PROFIT SHARING 401K PLAN - PARTNERS AND PRINCIPALS Tactical Asset Allocation Moderate | 10.2% | 10.0% | 2.9% | 6.0% | 6.8% | 7.3% |
| VFINX (Vanguard (S&P 500) Index) | -5.7% | 10.8% | 10.3% | 16.0% | 11.9% | 12.6% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | -4.5% | 3.9% | 3.5% | 6.4% | 6.2% | 7.5% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.1 | 10.0 | 2.9 | 6.0 | 6.8 | 7.3 | 7.2 | 0.0 | 6.1 | 10.6 | 5.4 | -4.6 | 0.8 | 16.5 | 12.1 | 6.0 | 8.2 | 13.0 | 4.1 | 5.5 | 6.1 | -0.3 | 11.4 | 17.4 | -4.8 | -1.4 |
| Sharpe Ratio | NA | 1.74 | 0.6 | 0.91 | 1.02 | NA | NA | NA | 0.73 | 1.78 | 1.1 | -0.75 | 0.12 | 2.23 | 2.48 | 0.78 | 0.84 | 1.55 | 0.52 | 0.27 | 0.44 | -0.36 | 1.21 | 2.13 | -1.03 | -0.63 |
| Draw Down(%) | NA | 2.9 | 8.3 | 9.8 | 9.8 | NA | NA | NA | 12.2 | 2.9 | 3.9 | 8.3 | 5.5 | 6.5 | 3.4 | 4.7 | 8.2 | 4.4 | 5.4 | 7.5 | 6.2 | 7.2 | 7.3 | 3.5 | 7.2 | 7.3 |
| Standard Deviation(%) | NA | 5.5 | 5.5 | 6.1 | 6.8 | NA | NA | NA | 7.1 | 5.6 | 4.8 | 6.1 | 6.2 | 7.4 | 4.9 | 7.6 | 9.6 | 8.3 | 6.2 | 9.5 | 6.4 | 6.9 | 8.6 | 7.8 | 5.7 | 5.9 |
| Treynor Ratio | NA | 0.15 | 0.16 | 0.17 | 0.68 | NA | NA | NA | 0.36 | 0.15 | 0.45 | -0.21 | 0.02 | 0.27 | 0.46 | 0.76 | 0.19 | 1.44 | -0.62 | 0.05 | 0.05 | -0.05 | 0.16 | 0.97 | 23.64 | -0.19 |
| Alpha | NA | 0.0 | 0.01 | 0.01 | 0.02 | NA | NA | NA | 0.02 | -0.01 | 0.02 | -0.02 | -0.01 | 0.0 | 0.03 | 0.02 | 0.01 | 0.04 | 0.0 | 0.01 | -0.01 | -0.01 | 0.02 | 0.05 | -0.02 | -0.01 |
| Beta | NA | 0.65 | 0.21 | 0.33 | 0.1 | NA | NA | NA | 0.14 | 0.66 | 0.12 | 0.22 | 0.41 | 0.62 | 0.26 | 0.08 | 0.42 | 0.09 | -0.05 | 0.51 | 0.59 | 0.51 | 0.66 | 0.17 | 0.0 | 0.19 |
| RSquared | NA | 0.63 | 0.23 | 0.41 | 0.09 | NA | NA | NA | 0.15 | 0.63 | 0.1 | 0.3 | 0.57 | 0.86 | 0.47 | 0.06 | 0.61 | 0.09 | 0.12 | 0.75 | 0.84 | 0.58 | 0.71 | 0.14 | 0.0 | 0.5 |
| Sortino Ratio | NA | 2.38 | 0.81 | 1.24 | 1.45 | NA | NA | NA | 1.02 | 2.44 | 1.57 | -0.95 | 0.16 | 3.19 | 3.92 | 1.08 | 1.21 | 2.33 | 0.76 | 0.35 | 0.64 | -0.5 | 1.73 | 3.25 | -1.36 | -0.82 |
| Yield(%) | N/A | 1.9 | 1.9 | 3.3 | 4.6 | 5.5 | 5.5 | 3.9 | 3.01 | 0.5 | 3.2 | 1.8 | 2.4 | 4.7 | 5.9 | 2.6 | 3.2 | 4.0 | 4.5 | 2.4 | 3.1 | 3.5 | 3.5 | 0.8 | 0.1 | 2.0 |
| Dividend Growth(%) | N/A | 1.6 | -46.8 | 18.2 | N/A | N/A | N/A | N/A | N/A | -85.3 | 71.5 | -22.3 | -42.9 | -9.2 | 141.1 | -13.0 | -8.5 | -9.5 | 103.9 | -20.4 | -8.4 | 7.7 | 393.6 | 1206.1 | -97.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Tactical Asset Allocation
. The following is the description on how in general the strategy works for this portfolio. It is for information purpose only. The actual implementation might be
different from the description in some situations where optimization has been implemented.
The strategy first derives trend scores of the 3 major asset classes: US Equity, Fixed Income, Foreign Equity that are covered in MOSS ADAMS LLP PROFIT SHARING 401K PLAN - PARTNERS AND PRINCIPALS. It then selects the top 2 risk assets and 1 fixed income asset.
1. Risk allocation: the risk profile of this portfolio is 40.
The total allocation of the 1 fixed income asset should be at least 40%.
2. Asset weights: risk assets selected are equally weighted by
default.
3. Fund selection: about 2 top performing funds among 24 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. During a market downturn, the asset
exposure to risk assets might be reduced and is switched to fixed income instead to avoid big loss.
5.
Simulation: Performance data before this portfolio went public on
12/05/2017
are obtained from historical simulation. They are hypothetical.
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