Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
401k Investor
Federal Employee Thrift Savings Plan
Federal Employee Thrift Savings Plan Strategic Asset Allocation - Equal Weight Moderate
Federal Employee Thrift Savings Plan Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.02% May 01
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% | CASH | 0.01% |
International Equity | VGTSX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES) | 0.05% | I FUND | 29.01% |
General Bond | TSPGFUND (TSPGFUND) | 0.0% | G FUND | 39.27% |
US Equity | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 0.11% | C FUND | 18.23% |
US Equity | NAESX (VANGUARD SMALL-CAP INDEX FUND INVESTOR SHARES) | 0.39% | Naesx | 13.48% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/01/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Federal Employee Thrift Savings Plan Strategic Asset Allocation - Equal Weight Moderate | 5.8% | 22.0% | 8.9% | 10.9% | 7.7% | 8.3% |
VFINX (Vanguard (S&P 500) Index) | 7.9% | 27.1% | 8.5% | 13.8% | 12.5% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.6% | 14.0% | 2.5% | 7.6% | 7.6% | 9.7% |
* 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(%) | -0.2 | 5.8 | 22.0 | 8.9 | 10.9 | 7.7 | 8.3 | 7.1 | 6.5 | 24.2 | -4.8 | 9.9 | 15.4 | 15.5 | -5.5 | 13.5 | 6.8 | -1.1 | 2.0 | 13.3 | 9.1 | -1.1 | 9.6 | 19.7 | -18.1 | 8.3 | 11.4 | 6.4 | 10.7 | 25.0 | -9.2 | -3.0 |
Sharpe Ratio | NA | 0.68 | 2.59 | 0.69 | 0.8 | 0.67 | NA | NA | 0.55 | 2.62 | -0.48 | 1.18 | 0.84 | 2.01 | -0.77 | 2.79 | 0.73 | -0.13 | 0.3 | 2.19 | 1.39 | -0.1 | 0.98 | 1.48 | -1.14 | 0.64 | 1.37 | 0.9 | 1.28 | 2.74 | -0.85 | -0.5 |
Draw Down(%) | NA | 2.5 | 4.3 | 14.0 | 21.8 | 21.8 | NA | NA | 29.0 | 4.3 | 13.4 | 4.1 | 21.8 | 4.3 | 12.0 | 1.5 | 7.3 | 9.4 | 6.3 | 4.5 | 5.6 | 11.2 | 7.8 | 12.7 | 26.2 | 5.8 | 6.1 | 3.1 | 6.3 | 8.4 | 18.0 | 16.9 |
Standard Deviation(%) | NA | 6.7 | 7.0 | 9.7 | 11.6 | 9.9 | NA | NA | 9.9 | 7.6 | 12.9 | 8.3 | 18.1 | 7.0 | 8.9 | 4.6 | 9.0 | 8.9 | 6.7 | 6.1 | 6.5 | 11.4 | 9.7 | 13.2 | 16.7 | 8.3 | 5.9 | 4.7 | 7.6 | 8.9 | 12.2 | 10.6 |
Treynor Ratio | NA | 2.35 | 3.47 | 8.44 | -1.2 | -14.77 | NA | NA | 0.19 | 8.78 | -12.71 | -2.52 | -1.01 | -17.58 | -0.16 | 0.21 | -6.58 | -0.28 | -4.28 | 0.26 | 0.18 | -0.02 | 0.18 | 0.41 | -0.48 | 0.11 | 0.15 | 0.1 | 0.17 | 0.53 | -0.24 | -0.12 |
Alpha | NA | 0.05 | 0.06 | 0.03 | 0.04 | 0.03 | NA | NA | 0.02 | 0.07 | -0.02 | 0.04 | 0.07 | 0.05 | -0.02 | 0.01 | 0.03 | 0.0 | 0.01 | 0.0 | 0.01 | -0.01 | 0.01 | 0.03 | -0.01 | 0.02 | 0.01 | 0.01 | 0.02 | 0.04 | 0.0 | 0.0 |
Beta | NA | 0.02 | 0.05 | 0.01 | -0.08 | 0.0 | NA | NA | 0.29 | 0.02 | 0.0 | -0.04 | -0.15 | -0.01 | 0.44 | 0.62 | -0.01 | 0.04 | 0.0 | 0.52 | 0.49 | 0.48 | 0.52 | 0.47 | 0.4 | 0.49 | 0.54 | 0.41 | 0.56 | 0.46 | 0.43 | 0.44 |
RSquared | NA | 0.0 | 0.01 | 0.0 | 0.02 | 0.0 | NA | NA | 0.31 | 0.0 | 0.0 | 0.0 | 0.08 | 0.0 | 0.7 | 0.81 | 0.0 | 0.01 | 0.0 | 0.9 | 0.93 | 0.95 | 0.94 | 0.95 | 0.96 | 0.9 | 0.84 | 0.81 | 0.68 | 0.78 | 0.85 | 0.79 |
Sortino Ratio | NA | 1.0 | 4.11 | 0.99 | 1.09 | 0.91 | NA | NA | 0.76 | 4.14 | -0.67 | 1.68 | 1.08 | 2.86 | -0.98 | 4.4 | 0.99 | -0.18 | 0.4 | 3.19 | 2.12 | -0.13 | 1.41 | 2.18 | -1.49 | 0.86 | 2.07 | 1.35 | 1.79 | 4.31 | -1.21 | -0.68 |
Yield(%) | N/A | 4.3 | 14.62 | 8.83 | 6.11 | 3.96 | N/A | N/A | 3.14 | 13.84 | 6.62 | 1.5 | 1.78 | 2.42 | 2.01 | 0.76 | 2.36 | 1.95 | 2.18 | 1.93 | 2.07 | 2.2 | 2.1 | 2.55 | 2.53 | 3.43 | 2.95 | 2.76 | 2.07 | 2.64 | 2.33 | 2.96 |
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: US Equity, Fixed Income, Foreign Equity
that are covered in Federal Employee Thrift Savings Plan. 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 5 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.