NUV_403B_SUPP_HRP_35-30-35
HRP Optimized 5/18/2025; 2YR Lookback, Risk Free Rate = 4.273 (2YR T-Bill Yield as of 5/16/2025); 35% US Stocks, 30% Non-US Stocks (65% Total Stocks), 19% Bonds + 16% Annuity (35% Total Bonds and Annuity). Last Updated 05/19/25.
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Dec 12, 2013, corresponding to the inception date of VMVFX
Returns By Period
As of May 29, 2025, the NUV_403B_SUPP_HRP_35-30-35 returned 6.16% Year-To-Date and 7.04% of annualized return in the last 10 years.
Monthly Returns
The table below presents the monthly returns of NUV_403B_SUPP_HRP_35-30-35, 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 | 2.85% | 0.92% | -1.71% | 0.79% | 3.23% | 6.16% | |||||||
| 2024 | 0.22% | 2.70% | 2.39% | -2.45% | 3.19% | 0.47% | 2.18% | 2.22% | 1.11% | -1.67% | 2.68% | -2.31% | 11.03% |
| 2023 | 5.12% | -1.72% | 1.66% | 1.18% | -1.41% | 3.87% | 1.83% | -1.74% | -3.06% | -1.67% | 6.25% | 3.85% | 14.50% |
| 2022 | -3.62% | -2.31% | 1.22% | -4.60% | -0.17% | -5.55% | 5.16% | -3.26% | -6.44% | 4.89% | 5.58% | -2.92% | -12.28% |
| 2021 | -0.55% | 1.91% | 2.17% | 3.34% | 1.22% | 0.58% | 1.31% | 1.39% | -3.04% | 3.58% | -1.81% | 3.12% | 13.80% |
| 2020 | -0.52% | -4.98% | -9.67% | 7.27% | 3.72% | 1.91% | 3.85% | 3.49% | -1.96% | -1.98% | 8.09% | 3.24% | 11.58% |
| 2019 | 5.46% | 2.32% | 1.23% | 2.51% | -3.40% | 4.03% | -0.09% | -0.72% | 1.41% | 1.72% | 1.86% | 2.29% | 19.95% |
| 2018 | 2.97% | -3.26% | -0.91% | 0.45% | 0.77% | 0.24% | 2.10% | 0.84% | -0.03% | -4.62% | 0.91% | -5.02% | -5.77% |
| 2017 | 1.39% | 1.73% | 0.75% | 1.64% | 1.62% | 0.28% | 1.38% | 0.00% | 1.57% | 1.14% | 1.36% | 0.82% | 14.54% |
| 2016 | -3.73% | -0.22% | 4.74% | 0.41% | 0.83% | -0.73% | 2.76% | 0.18% | 0.23% | -2.11% | 0.52% | 1.54% | 4.24% |
| 2015 | -0.28% | 3.28% | -0.67% | 1.06% | 0.68% | -1.60% | 1.38% | -3.96% | -1.79% | 4.42% | -0.10% | -0.86% | 1.29% |
| 2014 | -1.74% | 3.71% | 0.04% | 0.54% | 1.32% | 0.96% | -1.59% | 1.75% | -1.94% | 1.21% | 1.63% | -0.72% | 5.12% |
Expense Ratio
NUV_403B_SUPP_HRP_35-30-35 has an expense ratio of 0.36%, placing it in the medium range. 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
With an overall rank of 80, NUV_403B_SUPP_HRP_35-30-35 is among the top 20% of portfolios on our website when it comes to balancing risk and reward. Below is 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.
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Dividends
Dividend yield
NUV_403B_SUPP_HRP_35-30-35 provided a 3.32% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.32% | 3.52% | 3.14% | 2.23% | 5.13% | 2.21% | 3.06% | 4.12% | 1.98% | 1.75% | 1.92% | 2.84% |
| Portfolio components: | ||||||||||||
VUSXX Vanguard Treasury Money Market Fund | 4.78% | 5.12% | 4.94% | 1.50% | 0.02% | 0.47% | 2.12% | 1.62% | 0.79% | 0.03% | 0.00% | 0.00% |
VGSNX Vanguard Real Estate Index Fund Institutional Shares | 4.13% | 3.87% | 3.97% | 3.94% | 2.57% | 3.94% | 3.41% | 4.76% | 4.26% | 4.84% | 3.94% | 3.62% |
VESIX Vanguard European Stock Index Fund Institutional Shares | 2.88% | 3.60% | 3.15% | 3.25% | 3.04% | 2.10% | 3.28% | 3.95% | 2.72% | 3.54% | 3.27% | 4.65% |
VIIIX Vanguard Institutional Index Fund Institutional Plus Shares | 2.56% | 2.59% | 2.98% | 3.39% | 4.79% | 3.07% | 2.86% | 2.45% | 1.84% | 2.38% | 2.47% | 1.90% |
VMCPX Vanguard Mid-Cap Index Fund Institutional Plus Shares | 1.55% | 1.50% | 1.53% | 1.61% | 1.13% | 1.46% | 1.49% | 1.84% | 1.37% | 1.47% | 1.50% | 1.31% |
TILIX TIAA-CREF Large-Cap Growth Index Fund | 3.27% | 3.25% | 1.90% | 11.00% | 8.76% | 1.91% | 2.38% | 4.01% | 1.90% | 1.33% | 2.81% | 3.03% |
FSAHX Fidelity Short Duration High Income Fund | 6.52% | 6.52% | 5.97% | 4.35% | 3.39% | 3.48% | 4.23% | 4.52% | 4.11% | 4.31% | 4.85% | 3.61% |
FSHBX Fidelity Short-Term Bond Fund | 4.14% | 4.01% | 3.00% | 1.15% | 1.24% | 2.73% | 2.13% | 1.78% | 1.28% | 1.00% | 1.02% | 0.92% |
VFIRX Vanguard Short-Term Treasury Fund Admiral Shares | 4.33% | 4.49% | 4.07% | 2.01% | 0.66% | 2.31% | 2.49% | 2.21% | 1.27% | 1.30% | 0.94% | 0.73% |
FFRHX Fidelity Floating Rate High Income Fund | 8.04% | 8.33% | 8.25% | 5.06% | 3.27% | 3.85% | 5.17% | 4.75% | 4.05% | 3.94% | 4.25% | 4.00% |
TCIEX TIAA-CREF International Equity Index Fund Institutional Class | 2.72% | 3.17% | 3.14% | 2.82% | 3.02% | 1.96% | 3.08% | 3.42% | 2.78% | 2.95% | 3.06% | 4.12% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 3.51% | 3.77% | 3.05% | 4.96% | 3.42% | 2.03% | 5.12% | 7.27% | 2.31% | 2.71% | 3.22% | 6.19% |
FIEUX Fidelity Europe Fund | 2.68% | 3.28% | 1.62% | 0.00% | 16.10% | 1.15% | 7.42% | 11.93% | 2.52% | 1.51% | 1.60% | 2.59% |
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 2.93% | 3.37% | 3.25% | 3.09% | 3.09% | 2.13% | 3.08% | 3.20% | 2.77% | 2.97% | 2.89% | 3.44% |
FGILX Fidelity Global Equity Income Fund | 1.57% | 1.79% | 1.25% | 1.21% | 11.86% | 3.17% | 1.51% | 6.23% | 2.41% | 1.27% | 2.75% | 10.15% |
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 NUV_403B_SUPP_HRP_35-30-35. 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 NUV_403B_SUPP_HRP_35-30-35 was 24.10%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current NUV_403B_SUPP_HRP_35-30-35 drawdown is 0.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.1% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -18.88% | Jan 5, 2022 | 196 | Oct 12, 2022 | 306 | Dec 27, 2023 | 502 |
| -11.99% | Jan 29, 2018 | 231 | Dec 24, 2018 | 68 | Apr 3, 2019 | 299 |
| -10.91% | May 22, 2015 | 183 | Feb 11, 2016 | 117 | Jul 29, 2016 | 300 |
| -9.37% | Feb 19, 2025 | 35 | Apr 8, 2025 | 23 | May 12, 2025 | 58 |
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 15 assets, with an effective number of assets of 8.59, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | VUSXX | FSHBX | VFIRX | FFRHX | FSAHX | VGSNX | FIEUX | TILIX | VMVFX | VESIX | TCIEX | VTPSX | VMCPX | VIIIX | FGILX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.02 | -0.06 | -0.11 | 0.27 | 0.42 | 0.60 | 0.66 | 0.94 | 0.84 | 0.73 | 0.77 | 0.79 | 0.92 | 1.00 | 0.90 | 0.93 |
| VUSXX | -0.02 | 1.00 | 0.22 | 0.25 | 0.24 | 0.23 | 0.00 | -0.02 | -0.02 | -0.02 | -0.03 | -0.04 | -0.04 | -0.02 | -0.02 | -0.03 | 0.00 |
| FSHBX | -0.06 | 0.22 | 1.00 | 0.70 | 0.09 | 0.23 | 0.12 | 0.01 | -0.04 | -0.05 | -0.00 | -0.00 | -0.01 | -0.06 | -0.06 | -0.04 | 0.00 |
| VFIRX | -0.11 | 0.25 | 0.70 | 1.00 | 0.01 | 0.15 | 0.11 | -0.03 | -0.09 | -0.08 | -0.04 | -0.04 | -0.05 | -0.09 | -0.11 | -0.09 | -0.04 |
| FFRHX | 0.27 | 0.24 | 0.09 | 0.01 | 1.00 | 0.59 | 0.20 | 0.33 | 0.24 | 0.24 | 0.30 | 0.30 | 0.32 | 0.29 | 0.27 | 0.31 | 0.33 |
| FSAHX | 0.42 | 0.23 | 0.23 | 0.15 | 0.59 | 1.00 | 0.31 | 0.48 | 0.39 | 0.38 | 0.46 | 0.46 | 0.48 | 0.44 | 0.42 | 0.45 | 0.49 |
| VGSNX | 0.60 | 0.00 | 0.12 | 0.11 | 0.20 | 0.31 | 1.00 | 0.44 | 0.52 | 0.66 | 0.50 | 0.52 | 0.51 | 0.67 | 0.60 | 0.59 | 0.67 |
| FIEUX | 0.66 | -0.02 | 0.01 | -0.03 | 0.33 | 0.48 | 0.44 | 1.00 | 0.61 | 0.67 | 0.94 | 0.90 | 0.88 | 0.67 | 0.66 | 0.82 | 0.84 |
| TILIX | 0.94 | -0.02 | -0.04 | -0.09 | 0.24 | 0.39 | 0.52 | 0.61 | 1.00 | 0.76 | 0.65 | 0.70 | 0.72 | 0.85 | 0.94 | 0.81 | 0.86 |
| VMVFX | 0.84 | -0.02 | -0.05 | -0.08 | 0.24 | 0.38 | 0.66 | 0.67 | 0.76 | 1.00 | 0.73 | 0.77 | 0.77 | 0.85 | 0.84 | 0.86 | 0.87 |
| VESIX | 0.73 | -0.03 | -0.00 | -0.04 | 0.30 | 0.46 | 0.50 | 0.94 | 0.65 | 0.73 | 1.00 | 0.96 | 0.93 | 0.73 | 0.73 | 0.87 | 0.88 |
| TCIEX | 0.77 | -0.04 | -0.00 | -0.04 | 0.30 | 0.46 | 0.52 | 0.90 | 0.70 | 0.77 | 0.96 | 1.00 | 0.97 | 0.77 | 0.78 | 0.90 | 0.90 |
| VTPSX | 0.79 | -0.04 | -0.01 | -0.05 | 0.32 | 0.48 | 0.51 | 0.88 | 0.72 | 0.77 | 0.93 | 0.97 | 1.00 | 0.78 | 0.79 | 0.90 | 0.90 |
| VMCPX | 0.92 | -0.02 | -0.06 | -0.09 | 0.29 | 0.44 | 0.67 | 0.67 | 0.85 | 0.85 | 0.73 | 0.77 | 0.78 | 1.00 | 0.93 | 0.88 | 0.93 |
| VIIIX | 1.00 | -0.02 | -0.06 | -0.11 | 0.27 | 0.42 | 0.60 | 0.66 | 0.94 | 0.84 | 0.73 | 0.78 | 0.79 | 0.93 | 1.00 | 0.90 | 0.94 |
| FGILX | 0.90 | -0.03 | -0.04 | -0.09 | 0.31 | 0.45 | 0.59 | 0.82 | 0.81 | 0.86 | 0.87 | 0.90 | 0.90 | 0.88 | 0.90 | 1.00 | 0.97 |
| Portfolio | 0.93 | 0.00 | 0.00 | -0.04 | 0.33 | 0.49 | 0.67 | 0.84 | 0.86 | 0.87 | 0.88 | 0.90 | 0.90 | 0.93 | 0.94 | 0.97 | 1.00 |