Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
401k Investor
Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds
Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds Strategic Asset Allocation - Equal Weight Moderate
Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.96% May 02
Delayed
Holdings (As of 03/28/2024)
sign up and login first and then customize a new portfolio for the latest current holdings
Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
CASH | CASH (CASH) | 0.0% | Vanguard Prime Money Market | 6.17% |
General Bond | VBMFX (VANGUARD TOTAL BOND MARKET INDEX FUND INVESTOR SHARES) | 0.10% | Vanguard Total Bond Market Index | 33.27% |
US Equity | VEXMX (VANGUARD EXTENDED MARKET INDEX FUND INVESTOR SHARES) | 0.29% | Vanguard Extended Market Index | 30.33% |
International Equity | VFWSX (VANGUARD FTSE ALL-WORLD EX-US INDEX FUND INSTITUTIONAL SHARES) | 0.10% | Vanguard FTSE All-World ex-US | 30.23% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/02/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds Strategic Asset Allocation - Equal Weight Moderate | 1.6% | 13.1% | 0.9% | 6.3% | 5.2% | 7.6% |
VFINX (Vanguard (S&P 500) Index) | 6.6% | 24.7% | 8.1% | 13.4% | 12.4% | 14.5% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.6% | 14.0% | 2.5% | 7.6% | 7.6% | 9.6% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.8 | 1.6 | 13.1 | 0.9 | 6.3 | 5.2 | 7.6 | 6.1 | 6.1 | 15.1 | -12.6 | 5.6 | 17.7 | 18.0 | -8.2 | 13.8 | 7.7 | -2.3 | 2.0 | 15.0 | 12.6 | -3.0 | 15.5 | 26.3 | -26.1 | 9.0 | 9.4 | 7.5 | 13.5 | 28.0 | -8.5 | 1.5 |
Sharpe Ratio | NA | 0.04 | 1.02 | -0.12 | 0.36 | 0.39 | NA | NA | 0.41 | 1.16 | -0.96 | 0.58 | 0.89 | 2.33 | -1.03 | 2.53 | 0.76 | -0.27 | 0.28 | 1.94 | 1.43 | -0.19 | 1.28 | 1.41 | -1.17 | 0.59 | 0.7 | 0.64 | 1.33 | 2.85 | -0.75 | -0.06 |
Draw Down(%) | NA | 3.8 | 8.7 | 20.4 | 24.4 | 24.4 | NA | NA | 40.2 | 8.7 | 17.9 | 5.5 | 24.4 | 3.7 | 14.0 | 1.9 | 8.4 | 10.2 | 6.4 | 6.6 | 7.7 | 15.9 | 8.6 | 17.9 | 36.6 | 6.9 | 7.7 | 5.4 | 8.7 | 6.3 | 18.9 | 18.9 |
Standard Deviation(%) | NA | 9.2 | 9.1 | 11.2 | 13.0 | 10.8 | NA | NA | 12.1 | 9.3 | 14.5 | 9.6 | 19.7 | 7.1 | 9.2 | 5.2 | 9.8 | 8.6 | 7.2 | 7.7 | 8.8 | 15.7 | 12.0 | 18.6 | 23.2 | 10.3 | 8.8 | 8.4 | 9.4 | 9.6 | 12.7 | 14.7 |
Treynor Ratio | NA | 0.01 | 0.14 | -0.02 | 0.09 | 0.08 | NA | NA | 0.09 | 0.17 | -0.25 | 0.09 | 0.33 | 0.31 | -0.19 | 0.2 | 0.11 | -0.05 | 0.03 | 0.23 | 0.19 | -0.05 | 0.24 | 0.4 | -0.5 | 0.1 | 0.08 | 0.07 | 0.17 | 0.56 | -0.21 | -0.01 |
Alpha | NA | -0.03 | -0.01 | -0.02 | 0.0 | 0.0 | NA | NA | 0.01 | 0.0 | -0.01 | -0.04 | 0.03 | 0.01 | -0.02 | 0.0 | 0.0 | -0.01 | -0.02 | -0.01 | 0.01 | -0.01 | 0.03 | 0.03 | -0.02 | 0.02 | -0.01 | 0.02 | 0.02 | 0.05 | 0.01 | 0.03 |
Beta | NA | 0.62 | 0.65 | 0.58 | 0.55 | 0.56 | NA | NA | 0.58 | 0.62 | 0.56 | 0.63 | 0.53 | 0.53 | 0.51 | 0.66 | 0.69 | 0.51 | 0.57 | 0.65 | 0.65 | 0.65 | 0.63 | 0.66 | 0.54 | 0.6 | 0.79 | 0.73 | 0.75 | 0.49 | 0.45 | 0.62 |
RSquared | NA | 0.63 | 0.69 | 0.81 | 0.83 | 0.83 | NA | NA | 0.85 | 0.76 | 0.88 | 0.74 | 0.87 | 0.86 | 0.88 | 0.72 | 0.86 | 0.84 | 0.83 | 0.88 | 0.88 | 0.93 | 0.92 | 0.92 | 0.92 | 0.88 | 0.83 | 0.8 | 0.78 | 0.77 | 0.85 | 0.81 |
Sortino Ratio | NA | 0.06 | 1.51 | -0.17 | 0.49 | 0.52 | NA | NA | 0.56 | 1.71 | -1.32 | 0.81 | 1.13 | 3.46 | -1.31 | 3.92 | 1.05 | -0.37 | 0.38 | 2.74 | 2.15 | -0.26 | 1.86 | 2.04 | -1.52 | 0.79 | 1.03 | 0.91 | 1.88 | 4.46 | -1.04 | -0.08 |
Yield(%) | N/A | 0.9 | 3.45 | 2.31 | 2.29 | 2.0 | N/A | N/A | 2.31 | 3.35 | 1.47 | 1.5 | 1.91 | 2.67 | 1.45 | 0.48 | 2.38 | 2.11 | 2.13 | 1.73 | 2.82 | 2.59 | 2.61 | 2.04 | 2.06 | 2.41 | 2.42 | 2.05 | 2.01 | 2.5 | 2.62 | 4.92 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Equal Weight
. The allocations are diversified by investing in the 3 major asset classes: Fixed Income, US Equity, Foreign Equity
that are covered in Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds. It then selects one or two funds for each of the 3 major asset classes.
1.Risk allocation: the risk profile of this portfolio 40.
The total allocation of the fixed income assets should be at least 40%.
2.Asset weights: risk assets selected are equally weighted by
default.
3.Fund selection: about one or two top performing funds among 4 available funds in the plan are chosen for each asset selected. They are usually equally weighted within
the asset by default.
4.Rebalance frequency: the portfolio is reviewed by the strategy program monthly
and the above steps are repeated. Asset weights are rebalanced back to target allocation if it is necessary.
5.
Simulation: Performance data before this portfolio went public are obtained from historical simulation. They are hypothetical.