SABIC-401K-Core
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 50% |
ACWX iShares MSCI ACWI ex U.S. ETF | Foreign Large Cap Equities | 50% |
Performance
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 Quarterly
Returns
As of Sep 23, 2023, the SABIC-401K-Core returned 10.16% Year-To-Date and 7.54% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.84% |
| SABIC-401K-Core | -0.63% | 6.18% | 10.16% | 19.61% | 6.34% | 7.56% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | -1.13% | 9.55% | 13.80% | 18.82% | 9.99% | 11.84% |
ACWX iShares MSCI ACWI ex U.S. ETF | -0.13% | 2.78% | 6.51% | 20.02% | 2.61% | 3.23% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| ACWX | SPY | |
|---|---|---|
| ACWX | 1.00 | 0.84 |
| SPY | 0.84 | 1.00 |
Dividend yield
SABIC-401K-Core granted a 1.99% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SABIC-401K-Core | 1.99% | 2.20% | 2.04% | 1.80% | 2.68% | 2.60% | 2.38% | 2.78% | 2.71% | 3.07% | 2.81% | 3.06% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.51% | 1.67% | 1.24% | 1.58% | 1.85% | 2.21% | 1.98% | 2.28% | 2.37% | 2.18% | 2.17% | 2.65% |
ACWX iShares MSCI ACWI ex U.S. ETF | 2.48% | 2.72% | 2.85% | 2.01% | 3.51% | 2.99% | 2.77% | 3.29% | 3.06% | 3.96% | 3.45% | 3.46% |
Expense Ratio
The SABIC-401K-Core has a high expense ratio of 0.20%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 0.91 | ||||
ACWX iShares MSCI ACWI ex U.S. ETF | 0.95 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the SABIC-401K-Core. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the SABIC-401K-Core is 56.03%, recorded on Mar 9, 2009. It took 978 trading sessions for the portfolio to recover.
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 | — | — | — |
| -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 Chart
The current SABIC-401K-Core volatility is 3.32%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.