Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ACWX iShares MSCI ACWI ex U.S. ETF | Foreign Large Cap Equities | 50% |
SPY State Street SPDR S&P 500 ETF | S&P 500 | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SABIC-401K-Core, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Mar 31, 2008, corresponding to the inception date of ACWX
Returns By Period
As of Apr 3, 2026, the SABIC-401K-Core returned -0.44% Year-To-Date and 11.55% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio SABIC-401K-Core | -0.29% | -2.86% | -0.44% | 2.53% | 22.39% | 17.04% | 9.73% | 11.55% |
| Portfolio components: | ||||||||
SPY State Street SPDR S&P 500 ETF | 0.09% | -3.34% | -3.56% | -1.44% | 17.51% | 18.37% | 11.88% | 14.11% |
ACWX iShares MSCI ACWI ex U.S. ETF | -0.66% | -2.41% | 2.68% | 6.54% | 27.34% | 15.32% | 7.25% | 8.79% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 1, 2008, SABIC-401K-Core's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, your investment would double in approximately 7.7 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2009 with a return of +11.8%, while the worst month was Oct 2008 at -19.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SABIC-401K-Core closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +14.8%, while the worst single day was Mar 16, 2020 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.46% | 2.22% | -6.57% | 0.76% | -0.44% | ||||||||
| 2025 | 3.09% | 0.62% | -2.56% | 0.91% | 5.35% | 4.52% | 0.60% | 3.06% | 3.59% | 2.22% | 0.20% | 1.32% | 25.17% |
| 2024 | -0.07% | 4.14% | 3.29% | -3.23% | 4.50% | 1.54% | 1.69% | 2.52% | 2.38% | -2.76% | 2.92% | -2.57% | 14.87% |
| 2023 | 7.60% | -3.53% | 3.39% | 1.73% | -1.63% | 5.57% | 3.60% | -3.19% | -4.14% | -2.65% | 8.71% | 4.77% | 20.86% |
| 2022 | -3.91% | -3.15% | 1.76% | -7.74% | 1.02% | -8.02% | 6.29% | -4.45% | -9.41% | 5.81% | 9.41% | -3.98% | -16.97% |
| 2021 | -0.37% | 2.38% | 3.14% | 3.93% | 1.86% | 0.93% | 0.40% | 2.23% | -4.05% | 4.99% | -2.47% | 4.01% | 17.89% |
Benchmark Metrics
SABIC-401K-Core has an annualized alpha of -0.90%, beta of 0.97, and R² of 0.93 versus S&P 500 Index. Calculated based on daily prices since April 01, 2008.
- This portfolio participated in 101.49% of S&P 500 Index downside but only 95.79% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.97 and R² of 0.93, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.90%
- Beta
- 0.97
- R²
- 0.93
- Upside Capture
- 95.79%
- Downside Capture
- 101.49%
Expense Ratio
SABIC-401K-Core has an expense ratio of 0.21%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
SABIC-401K-Core ranks 56 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.88 | +0.41 |
Sortino ratioReturn per unit of downside risk | 1.91 | 1.37 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.21 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 1.39 | +0.58 |
Martin ratioReturn relative to average drawdown | 8.64 | 6.43 | +2.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SPY State Street SPDR S&P 500 ETF | 53 | 0.92 | 1.45 | 1.22 | 1.51 | 7.11 |
ACWX iShares MSCI ACWI ex U.S. ETF | 78 | 1.58 | 2.17 | 1.32 | 2.42 | 9.10 |
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Dividends
Dividend yield
SABIC-401K-Core provided a 1.94% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.94% | 1.95% | 2.09% | 2.18% | 2.17% | 1.97% | 1.70% | 2.48% | 2.32% | 2.10% | 2.40% | 2.29% |
| Portfolio components: | ||||||||||||
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
ACWX iShares MSCI ACWI ex U.S. ETF | 2.75% | 2.82% | 2.97% | 2.96% | 2.68% | 2.74% | 1.88% | 3.22% | 2.60% | 2.40% | 2.77% | 2.51% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the SABIC-401K-Core. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SABIC-401K-Core was 56.03%, occurring on Mar 9, 2009. Recovery took 978 trading sessions.
The current SABIC-401K-Core drawdown is 6.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.03% | May 20, 2008 | 202 | Mar 9, 2009 | 978 | Jan 25, 2013 | 1180 |
| -33.54% | Feb 13, 2020 | 27 | Mar 23, 2020 | 109 | Aug 26, 2020 | 136 |
| -26.15% | Jan 5, 2022 | 194 | Oct 12, 2022 | 322 | Jan 25, 2024 | 516 |
| -19.51% | Jan 29, 2018 | 229 | Dec 24, 2018 | 211 | Oct 25, 2019 | 440 |
| -19.18% | May 22, 2015 | 183 | Feb 11, 2016 | 227 | Jan 5, 2017 | 410 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | ACWX | SPY | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | 0.82 | 1.00 | 0.94 |
| ACWX | 0.82 | 1.00 | 0.82 | 0.96 |
| SPY | 1.00 | 0.82 | 1.00 | 0.95 |
| Portfolio | 0.94 | 0.96 | 0.95 | 1.00 |