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The following tables show how asset allocations with different compound annual rates of return objectives have performed year-to-date.The mutual funds and ETFs that we use are listed in the last two columns.
The last two columns reflect the use of uncorrelated alpha strategy funds. The asset allocation is adjusted accordingly.
Cash Bench Mark Portfolio Assumes the Purchase of a 1 year US Government Security on 12/31/09. Rate was .44%. Rate as of 12/31/10 is .27%.
| YTD 31Dec2010 | Weight | Weighted Return | Weight with UAS | Weighted Return with UAS | YTD 30 Sept 2011 | Weighted Return | Weighted Return with UAS | Index Mutual Funds | Exchange Traded Funds | ||
| In US$ | In US$ | In US$ | In US$ | In US$ | In US$ | ||||||
| 7% Target Real Return | YTD Returns are Nominal | ||||||||||
| Asset Classes | |||||||||||
| Real Return Bonds | 6.2% | 0.0% | 0.0% | 0.0% | 0.0% | 10.0% | 0.0% | 0.0% | VIPSX | TIP | |
| U.S. Bonds | 6.4% | 0.0% | 0.0% | 0.0% | 0.0% | 6.5% | 0.0% | 0.0% | VBMFX | AGG | |
| Non-U.S. Bonds | 0.9% | 10.0% | 0.1% | 0.0% | 0.0% | -0.2% | 0.0% | 0.0% | RPIBX or PFBDX | ISHG | |
| Domestic Commercial Property | 28.3% | 0.0% | 0.0% | 0.0% | 0.0% | -5.6% | 0.0% | 0.0% | VGSIX | RWR | |
| Foreign Commercial Property | 20.8% | 5.0% | 1.0% | 7.5% | 1.6% | -16.1% | -0.8% | -1.2% | FIREX or IRFAX | RWX | |
| Commodities | -7.5% | 17.5% | -1.3% | 12.5% | -0.9% | -12.4% | -2.2% | -1.5% | DXCTX or PCRDX | LSC | |
| Timber | 11.4% | 2.5% | 0.3% | 7.5% | 0.9% | -0.3% | 0.0% | 0.0% | .7 PCL plus .3 RYN | .7 PCL plus .3 RYN | |
| U.S. Equity | 17.1% | 55.0% | 9.4% | 52.5% | 9.0% | -9.8% | -5.4% | -5.1% | VTSMX | VTI | |
| Foreign Equity (EAFE) | 8.5% | 5.0% | 0.4% | 5.0% | 0.4% | -16.6% | -0.8% | -0.8% | VDMIX | EFA | |
| Emerging Mkt. Equity | 18.9% | 5.0% | 0.9% | 10.0% | 1.9% | -25.6% | -1.3% | -2.6% | VEIEX | EEM | |
| Uncorrelated Alpha Strategies | 3.0% | 0.0% | 0.0% | 5.0% | 0.2% | -1.6% | 0.0% | -0.1% | See main list -- 10 funds | See main list | |
| 100.0% | 10.9% | 100.0% | 12.9% | -10.5% | -11.4% | ||||||
| YTD 31Dec2010 | Weight | Weighted Return | Weight with UAS | Weighted Return with UAS | YTD 30 Sept 2011 | Weighted Return | Weighted Return with UAS | Index Mutual Funds | Exchange Traded Funds | ||
| In US$ | In US$ | In US$ | In US$ | In US$ | In US$ | ||||||
| 6% Target Real Return | YTD Returns are Nominal | ||||||||||
| Asset Classes | |||||||||||
| Real Return Bonds | 6.2% | 2.5% | 0.2% | 0.0% | 0.0% | 10.0% | 0.3% | 0.0% | VIPSX | TIP | |
| U.S. Bonds | 6.4% | 0.0% | 0.0% | 5.0% | 0.3% | 6.5% | 0.0% | 0.3% | VBMFX | AGG | |
| Non-U.S. Bonds | 0.9% | 10.0% | 0.1% | 7.5% | 0.1% | -0.2% | 0.0% | 0.0% | RPIBX or PFBDX | ISHG | |
| Domestic Commercial Property | 28.3% | 0.0% | 0.0% | 0.0% | 0.0% | -5.6% | 0.0% | 0.0% | VGSIX | RWR | |
| Foreign Commerical Property | 20.8% | 0.0% | 0.0% | 0.0% | 0.0% | -16.1% | 0.0% | 0.0% | FIREX or IRFAX | RWX | |
| Commodities | -7.5% | 15.0% | -1.1% | 10.0% | -0.7% | -12.4% | -1.9% | -1.2% | DXCTX or PCRDX | LSC | |
| Timber | 11.4% | 5.0% | 0.6% | 10.0% | 1.1% | -0.3% | 0.0% | 0.0% | .7 PCL plus .3 RYN | .7 PCL plus .3 RYN | |
| U.S. Equity | 17.1% | 45.0% | 7.7% | 37.5% | 6.4% | -9.8% | -4.4% | -3.7% | VTSMX | VTI | |
| Foreign Equity (EAFE) | 8.5% | 15.0% | 1.3% | 15.0% | 1.3% | -16.6% | -2.5% | -2.5% | VDMIX | EFA | |
| Emerging Mkt. Equity | 18.9% | 7.5% | 1.4% | 10.0% | 1.9% | -25.6% | -1.9% | -2.6% | VEIEX | EEM | |
| Uncorrelated Alpha Strategies | 3.0% | 0.0% | 0.0% | 5.0% | 0.2% | -1.6% | 0.0% | -0.1% | See main list -- 10 funds | See main list | |
| 100.0% | 10.1% | 100.0% | 10.5% | -10.4% | -9.8% | ||||||
| YTD 31Dec2010 | Weight | Weighted Return | Weight with UAS | Weighted Return with UAS | YTD 30 Sept 2011 | Weighted Return | Weighted Return with UAS | Index Mutual Fund | Exchange Traded Funds | ||
| In US$ | In US$ | In US$ | In US$ | In US$ | In US$ | ||||||
| 5% Target Real Return | YTD Returns are Nominal | ||||||||||
| Asset Classes | |||||||||||
| Real Return Bonds | 6.2% | 2.5% | 0.2% | 2.5% | 0.2% | 10.0% | 0.3% | 0.3% | VIPSX | TIP | |
| U.S. Bonds | 6.4% | 27.5% | 1.8% | 22.5% | 1.4% | 6.5% | 1.8% | 1.5% | VBMFX | AGG | |
| Non-U.S. Bonds | 0.9% | 12.5% | 0.1% | 10.0% | 0.1% | -0.2% | 0.0% | 0.0% | RPIBX or PFBDX | ISHG | |
| Domestic Commercial Property | 28.3% | 0.0% | 0.0% | 2.5% | 0.7% | -5.6% | 0.0% | -0.1% | VGSIX | RWR | |
| Foreign Commercial Property | 20.8% | 0.0% | 0.0% | 0.0% | 0.0% | -16.1% | 0.0% | 0.0% | FIREX or IRFAX | RWX | |
| Commodities | -7.5% | 15.0% | -1.1% | 15.0% | -1.1% | -12.4% | -1.9% | -1.9% | DXCTX or PCRDX | LSC | |
| Timber | 11.4% | 5.0% | 0.6% | 5.0% | 0.6% | -0.3% | 0.0% | 0.0% | .7 PCL plus .3 RYN | .7 PCL plus .3 RYN | |
| U.S. Equity | 17.1% | 17.5% | 3.0% | 12.5% | 2.1% | -9.8% | -1.7% | -1.2% | VTSMX | VTI | |
| Foreign Equity (EAFE) | 8.5% | 10.0% | 0.9% | 10.0% | 0.9% | -16.6% | -1.7% | -1.7% | VDMIX | EFA | |
| Emerging Mkt. Equity | 18.9% | 10.0% | 1.9% | 10.0% | 1.9% | -25.6% | -2.6% | -2.6% | VEIEX | EEM | |
| Uncorrelated Alpha Strategies | 3.0% | 0.0% | 0.0% | 10.0% | 0.3% | -1.6% | 0.0% | -0.2% | See main list -- 10 funds | See main list | |
| 100.0% | 7.2% | 100.0% | 7.0% | -5.8% | -5.9% | ||||||
| YTD 31Dec2010 | Weight | Weighted Return | Weight with UAS | Weighted Return with UAS | YTD 28Feb2011 | Weighted Return | Weighted Return with UAS | Index Mutual Fund | Exchange Traded Funds | ||
| In US$ | In US$ | In US$ | In US$ | In US$ | In US$ | ||||||
| 4% Target Real Return | YTD Returns are Nominal | ||||||||||
| Asset Classes | |||||||||||
| Real Return Bonds | 6.2% | 5.0% | 0.3% | 12.5% | 0.8% | 10.0% | 0.5% | 1.3% | VIPSX | TIP | |
| U.S. Bonds | 6.4% | 32.5% | 2.1% | 27.5% | 1.8% | 6.5% | 2.1% | 1.8% | VBMFX | AGG | |
| Non-U.S. Bonds | 0.9% | 15.0% | 0.1% | 0.0% | 0.0% | -0.2% | 0.0% | 0.0% | RPIBX or PFBDX | ISHG | |
| Domestic Commercial Property | 28.3% | 5.0% | 1.4% | 0.0% | 0.0% | -5.6% | -0.3% | 0.0% | VGSIX | RWR | |
| Foreign Commerical Property | 20.8% | 0.0% | 0.0% | 2.5% | 0.5% | -16.1% | 0.0% | -0.4% | FIREX or IRFAX | RWX | |
| Commodities | -7.5% | 10.0% | -0.7% | 12.5% | -0.9% | -12.4% | -1.2% | -1.5% | DXCTX or PCRDX | LSC | |
| Timber | 11.4% | 10.0% | 1.1% | 7.5% | 0.9% | -0.3% | 0.0% | 0.0% | .7 PCL plus .3 RYN | .7 PCL plus .3 RYN | |
| U.S. Equity | 17.1% | 0.0% | 0.0% | 5.0% | 0.9% | -9.8% | 0.0% | -0.5% | VTSMX | VTI | |
| Foreign Equity (EAFE) | 8.5% | 15.0% | 1.3% | 15.0% | 1.3% | -16.6% | -2.5% | -2.5% | VDMIX | EFA | |
| Emerging Mkt. Equity | 18.9% | 7.5% | 1.4% | 7.5% | 1.4% | -25.6% | -1.9% | -1.9% | VEIEX | EEM | |
| Uncorrelated Alpha Strategies | 3.0% | 0.0% | 0.0% | 10.0% | 0.3% | -1.6% | 0.0% | -0.2% | See main list -- 10 funds | See main list | |
| 100.0% | 7.0% | 100.0% | 6.8% | -3.4% | -4.0% | ||||||
| YTD 31Dec2010 | Weight | Weighted Return | Weight with UAS | Weighted Return with UAS | YTD 30 Sept 2011 | Weighted Return | Weighted Return with UAS | Index Mutual Fund | Exchange Traded Funds | ||
| In US$ | In US$ | In US$ | In US$ | In US$ | In US$ | ||||||
| 3% Target Real Return | YTD Returns are Nominal | ||||||||||
| Asset Classes | |||||||||||
| Real Return Bonds | 6.2% | 12.5% | 0.8% | 12.5% | 0.8% | 10.0% | 1.3% | 1.3% | VIPSX | TIP | |
| U.S. Bonds | 6.4% | 42.5% | 2.7% | 32.5% | 2.1% | 6.5% | 2.8% | 2.1% | VBMFX | AGG | |
| Non-U.S. Bonds | 0.9% | 10.0% | 0.1% | 12.5% | 0.1% | -0.2% | 0.0% | 0.0% | RPIBX or PFBDX | ISHG | |
| Domestic Commercial Property | 28.3% | 0.0% | 0.0% | 0.0% | 0.0% | -5.6% | 0.0% | 0.0% | VGSIX | RWR | |
| Foreign Commerical Property | 20.8% | 0.0% | 0.0% | 0.0% | 0.0% | -16.1% | 0.0% | 0.0% | FIREX or IRFAX | RWX | |
| Commodities | -7.5% | 12.5% | -0.9% | 10.0% | -0.7% | -12.4% | -1.5% | -1.2% | DXCTX or PCRDX | LSC | |
| Timber | 11.4% | 0.0% | 0.0% | 5.0% | 0.6% | -0.3% | 0.0% | 0.0% | .7 PCL plus .3 RYN | .7 PCL plus .3 RYN | |
| U.S. Equity | 17.1% | 5.0% | 0.9% | 5.0% | 0.9% | -9.8% | -0.5% | -0.5% | VTSMX | VTI | |
| Foreign Equity (EAFE) | 8.5% | 10.0% | 0.9% | 10.0% | 0.9% | -16.6% | -1.7% | -1.7% | VDMIX | EFA | |
| Emerging Mkt. Equity | 18.9% | 7.5% | 1.4% | 5.0% | 0.9% | -25.6% | -1.9% | -1.3% | VEIEX | EEM | |
| Uncorrelated Alpha Strategies | 3.0% | 0.0% | 0.0% | 7.5% | 0.2% | -1.6% | 0.0% | -0.1% | See main list -- 10 funds | See main list | |
| 100.0% | 5.8% | 100.0% | 5.7% | -1.6% | -1.5% | ||||||
| YTD 31Dec2010 | Weight | Weighted Return | Weight with UAS | Weighted Return with UAS | YTD 30 Sept 2011 | Weighted Return | Weighted Return with UAS | Index Mutual Fund | Exchange Traded Funds | ||
| In US$ | In US$ | In US$ | In US$ | In US$ | In US$ | ||||||
| 2% Target Real Return | YTD Returns are Nominal | ||||||||||
| Asset Classes | |||||||||||
| Real Return Bonds | 6.2% | 22.5% | 1.4% | 17.5% | 1.1% | 10.0% | 2.3% | 1.8% | VIPSX | TIP | |
| U.S. Bonds | 6.4% | 32.5% | 2.1% | 35.0% | 2.2% | 6.5% | 2.1% | 2.3% | VBMFX | AGG | |
| Non-U.S. Bonds | 0.9% | 10.0% | 0.1% | 12.5% | 0.1% | -0.2% | 0.0% | 0.0% | RPIBX or PFBDX | ISHG | |
| Domestic Commercial Property | 28.3% | 0.0% | 0.0% | 0.0% | 0.0% | -5.6% | 0.0% | 0.0% | VGSIX | RWR | |
| Foreign Commerical Property | 20.8% | 0.0% | 0.0% | 0.0% | 0.0% | -16.1% | 0.0% | 0.0% | FIREX or IRFAX | RWX | |
| Commodities | -7.5% | 7.5% | -0.6% | 7.5% | -0.6% | -12.4% | -0.9% | -0.9% | DXCTX or PCRDX | LSC | |
| Timber | 11.4% | 5.0% | 0.6% | 5.0% | 0.6% | -0.3% | 0.0% | 0.0% | .7 PCL plus .3 RYN | .7 PCL plus .3 RYN | |
| U.S. Equity | 17.1% | 7.5% | 1.3% | 5.0% | 0.9% | -9.8% | -0.7% | -0.5% | VTSMX | VTI | |
| Foreign Equity (EAFE) | 8.5% | 10.0% | 0.9% | 5.0% | 0.4% | -16.6% | -1.7% | -0.8% | VDMIX | EFA | |
| Emerging Mkt. Equity | 18.9% | 5.0% | 0.9% | 5.0% | 0.9% | -25.6% | -1.3% | -1.3% | VEIEX | EEM | |
| Uncorrelated Alpha Strategies | 3.0% | 0.0% | 0.0% | 7.5% | 0.2% | -1.6% | 0.0% | -0.1% | See main list -- 10 funds | See main list | |
| 100.0% | 6.7% | 100.0% | 5.9% | -0.3% | 0.3% | ||||||
| YTD 31Dec2010 | Weight | Weighted Return | YTD 30 Sept 2011 | Weighted Return | |
| In US$ | In US$ | In US$ | In US$ | ||
| Equally Weighted Portfolio | YTD Returns are Nominal | ||||
| Asset Classes | |||||
| Real Return Bonds | 6.2% | 10.0% | 0.6% | 10.0% | 1.0% |
| U.S. Bonds | 6.4% | 10.0% | 0.6% | 6.5% | 0.7% |
| Non-U.S. Bonds | 0.9% | 10.0% | 0.1% | -0.2% | 0.0% |
| Domestic Commercial Property | 28.3% | 10.0% | 2.8% | -5.6% | -0.6% |
| Foreign Commercial Property | 20.8% | 10.0% | 2.1% | -16.1% | -1.6% |
| Commodities | -7.5% | 10.0% | -0.7% | -12.4% | -1.2% |
| Timber | 11.4% | 10.0% | 1.1% | -0.3% | 0.0% |
| U.S. Equity | 17.1% | 10.0% | 1.7% | -9.8% | -1.0% |
| Foreign Equity (EAFE) | 8.5% | 10.0% | 0.9% | -16.6% | -1.7% |
| Emerging Mkt. Equity | 18.9% | 10.0% | 1.9% | -25.6% | -2.6% |
| 100.0% | 11.1% | -7.0% | |||
| YTD 31Dec2010 | Weight | Weighted Return | YTD 30 Sept 2011 | Weighted Return | |
| In US$ | In US$ | In US$ | In US$ | ||
| Global Market Weights | YTD Returns are Nominal | ||||
| Asset Classes | |||||
| Real Return Bonds | 6.2% | 0.3% | 0.0% | 10.0% | 0.0% |
| U.S. Bonds | 6.4% | 20.5% | 1.3% | 6.5% | 1.3% |
| Non-U.S. Bonds | 0.9% | 27.9% | 0.3% | -0.2% | -0.1% |
| Domestic Commercial Property | 28.3% | 4.0% | 1.1% | -5.6% | -0.2% |
| Foreign Commercial Property | 20.8% | 8.5% | 1.8% | -16.1% | -1.4% |
| Commodities | -7.5% | 7.4% | -0.6% | -12.4% | -0.9% |
| Timber | 11.4% | 0.4% | 0.0% | -0.3% | 0.0% |
| U.S. Equity | 17.1% | 13.6% | 2.3% | -9.8% | -1.3% |
| Foreign Equity (EAFE) | 8.5% | 14.6% | 1.2% | -16.6% | -2.4% |
| Emerging Mkt. Equity | 18.9% | 2.8% | 0.5% | -25.6% | -0.7% |
| 100.0% | 8.1% | -5.7% | |||