Latest AssetBuilder Model Portfolio Returns
As of December 2011
|
|
3 Mth Period
|
1 Yr Annual
|
3 Yrs Annual
|
5 Yrs Annual
|
YTD Period
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Since 01/2007
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|
Annualized
|
STD Dev
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| DFA Dimensional 1YR Fxd Inc | -0.04 | 0.59 | 1.22 | 2.56 | 0.59 | 2.56 | 0.86 |
| Dimensional 5 Yr Govt Port | 0.50 | 3.39 | 3.09 | 4.50 | 3.39 | 4.50 | 2.68 |
| Intm Govt Fixed Income | 1.37 | 9.43 | 5.12 | 7.51 | 9.43 | 7.51 | 5.34 |
| DFA 2 Yr Global Fixed Incm Port | -0.08 | 0.78 | 1.53 | 2.77 | 0.78 | 2.77 | 0.82 |
| DFA US Large Co Insti Inx Port | 11.85 | 2.10 | 14.13 | -0.16 | 2.10 | -0.16 | 19.29 |
| DFA US L/C Value Portfolio | 13.75 | -3.14 | 14.86 | -2.69 | -3.14 | -2.69 | 24.92 |
| DFA Targeted Value | 17.27 | -6.29 | 16.82 | -0.62 | -6.29 | -0.62 | 27.97 |
| DFA Real Estate | 15.15 | 8.95 | 21.57 | -1.76 | 8.95 | -1.76 | 35.93 |
| DBC New | 3.50 | -2.70 | 7.79 | 2.62 | -2.70 | 2.62 | 25.37 |
| DFA Intl Large Cap Value | 3.12 | -16.85 | 8.64 | -5.38 | -16.85 | -5.38 | 26.92 |
| DFA Intl Small Cap Value PT | 1.37 | -17.47 | 10.79 | -3.97 | -17.47 | -3.97 | 24.93 |
| DFA Emerging Markets Value | 3.55 | -25.62 | 20.41 | 3.21 | -25.62 | 3.21 | 36.13 |
| DFA Emerging Markets Small Cap | 2.79 | -22.62 | 26.25 | 4.77 | -22.62 | 4.77 | 35.13 |
| Model Portfolio 06 | 2.49 | -1.20 | 8.52 | 4.00 | -0.79 | 4.00 | 8.02 |
| Model Portfolio 07 | 3.14 | -2.33 | 10.04 | 3.92 | -1.92 | 3.92 | 10.29 |
| Model Portfolio 08 | 3.77 | -3.79 | 11.30 | 3.53 | -3.39 | 3.53 | 12.59 |
| Model Portfolio 09 | 4.57 | -5.18 | 12.52 | 2.97 | -4.77 | 2.97 | 15.10 |
| Model Portfolio 10 | 5.07 | -6.63 | 13.62 | 2.66 | -6.22 | 2.66 | 17.56 |
| Model Portfolio 11 | 5.48 | -7.06 | 14.17 | 2.42 | -6.65 | 2.42 | 18.72 |
| Model Portfolio 12 | 6.00 | -8.50 | 14.90 | 1.79 | -8.10 | 1.79 | 21.22 |
| Model Portfolio 13 | 6.40 | -8.92 | 15.24 | 1.38 | -8.51 | 1.38 | 22.39 |
| Model Portfolio 14 | 6.76 | -9.77 | 15.57 | 0.85 | -9.36 | 0.85 | 23.93 |
Definitions
Standard Deviation
is a representation of the risk associated with a given security (stocks, bonds,
etc.), or the risk of a portfolio of securities. Risk is an important factor in
determining how to efficiently manage a portfolio of investments because it determines
the variation in returns on the asset and/or portfolio and gives investors a mathematical
basis for investment decisions. The overall concept of risk is that as it increases,
the expected return on the asset will increase as a result of the risk premium earned
– in other words, investors should expect a higher return on an investment when
said investment carries a higher level of risk.
The AssetBuilder (AB) constructed portfolios - Model Portfolios - have been developed
based on historical performance of the standard asset classes (stocks, bonds and
cash) and of representative market index fund measures. Since this is a Model Portfolio
(hypothetical), there can be no assurance that an AB client would have achieved
similar rates of return over the time frame. In addition, since the time period
in question is a historical one, there can be no assurance that future results achieved
by AB clients will in any way resemble those represented by the Model Portfolios.
The Performance Table above is representative of a compilation of the selected funds
to achieve a probabilistic return for a measured level of risk. Model Portfolios
are rebalanced every year on March 1. All performance data is total returns which
includes interest and dividends. The commodity measure represented in the Model
Portfolios is the PowerShares DBC security (net of fund fees) from March 2006. To
gain additional history, DBLCI was appended back in time net of fund fees estimated
to be 83 basis points per year (.83%). The returns are net AB’s advisory fee and
Schwab transaction fee of70 basis points (.70%) per year. (Calculation based on
average fee impact on $50,000 invested in AB Model Portfolio 06 rebalanced annually
for 5 years.)
Although we have done our best to present this information fairly, hypothetical
performance is still potentially misleading. Hypothetical data does not represent
actual performance and should not be interpreted as an indication of actual performance.
This data is based on transactions that were not made. Instead, the trades were
simulated, based on knowledge that was available only after the fact and thus with
the benefit of hindsight. Results do not include the impact of taxes, if any. Past
Returns are not indicative of future results.
All materials presented are compiled from sources believed to be
reliable and current, but accuracy cannot be guaranteed. This information is distributed
for education purposes, and it is not to be construed as an offer, solicitation,
recommendation, or endorsement of any particular security, product, or service.
AssetBuilder Inc. is an investment advisor registered with the Securities and Exchange
Commission. Consider the investment objectives, risks, and expenses carefully before
investing.
