SABIC-401K-Core
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ACWX iShares MSCI ACWI ex U.S. ETF | Foreign Large Cap Equities | 50% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
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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 May 11, 2025, the SABIC-401K-Core returned 3.74% Year-To-Date and 8.66% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| SABIC-401K-Core | 3.74% | 9.29% | 1.13% | 10.43% | 13.28% | 8.66% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | -3.42% | 7.58% | -5.06% | 9.73% | 15.77% | 12.35% |
ACWX iShares MSCI ACWI ex U.S. ETF | 11.00% | 11.03% | 7.21% | 10.29% | 10.48% | 4.84% |
Monthly Returns
The table below presents the monthly returns of SABIC-401K-Core, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.09% | 0.62% | -2.56% | 0.91% | 1.72% | 3.74% | |||||||
| 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% |
| 2020 | -1.73% | -7.30% | -13.70% | 9.51% | 4.68% | 3.08% | 4.96% | 5.59% | -2.82% | -2.27% | 11.74% | 4.64% | 14.34% |
| 2019 | 7.77% | 2.41% | 1.39% | 3.45% | -6.00% | 6.46% | -0.11% | -2.03% | 2.30% | 2.65% | 2.30% | 3.52% | 26.08% |
| 2018 | 5.55% | -4.34% | -1.71% | 0.54% | 0.29% | -0.76% | 3.28% | 0.45% | 0.51% | -7.44% | 1.65% | -6.87% | -9.27% |
| 2017 | 2.81% | 2.52% | 1.63% | 1.57% | 2.25% | 0.68% | 2.78% | 0.36% | 2.02% | 2.14% | 1.74% | 1.61% | 24.46% |
| 2016 | -5.27% | -1.27% | 7.45% | 1.46% | 0.23% | -0.22% | 3.90% | 0.42% | 0.75% | -1.75% | 0.83% | 1.95% | 8.28% |
| 2015 | -1.65% | 5.59% | -1.39% | 2.88% | 0.06% | -2.60% | 1.02% | -6.76% | -3.40% | 7.53% | -0.46% | -2.25% | -2.26% |
| 2014 | -4.79% | 5.11% | 0.67% | 1.18% | 2.00% | 1.84% | -1.44% | 2.50% | -3.07% | 1.07% | 1.35% | -2.10% | 3.98% |
Expense Ratio
SABIC-401K-Core has an expense ratio of 0.20%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SABIC-401K-Core is 59, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 0.50 | 0.88 | 1.13 | 0.56 | 2.17 |
ACWX iShares MSCI ACWI ex U.S. ETF | 0.62 | 1.02 | 1.14 | 0.80 | 2.52 |
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Dividends
Dividend yield
SABIC-401K-Core provided a 1.97% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.97% | 2.09% | 2.18% | 2.17% | 1.97% | 1.70% | 2.48% | 2.35% | 2.10% | 2.40% | 2.29% | 2.52% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
ACWX iShares MSCI ACWI ex U.S. ETF | 2.68% | 2.97% | 2.96% | 2.68% | 2.73% | 1.88% | 3.22% | 2.65% | 2.40% | 2.77% | 2.51% | 3.18% |
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 2.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.03% | May 20, 2008 | 203 | Mar 9, 2009 | 978 | Jan 25, 2013 | 1181 |
| -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
| ^GSPC | ACWX | SPY | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.83 | 1.00 | 0.95 |
| ACWX | 0.83 | 1.00 | 0.83 | 0.96 |
| SPY | 1.00 | 0.83 | 1.00 | 0.95 |
| Portfolio | 0.95 | 0.96 | 0.95 | 1.00 |