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401k Investor
City of Palo Alto 403B Retirement Plan
City of Palo Alto 403B Retirement Plan Strategic Asset Allocation - Equal Weight Moderate
City of Palo Alto 403B Retirement Plan Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.18% December 30
Delayed
Holdings (As of 10/31/2016)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| Real Estate | FARCX (NUVEEN REAL ESTATE SECURITIES FUND CLASS I) | 1.49% | Nuveen Real Estate Secs Y | 21.57% |
| International Equity | VPINX (VANTAGEPOINT INTERNATIONAL FUND INVESTOR SHARES) | 0.0% | Vantagepoint International | 17.45% |
| General Bond | VPCDX (VANTAGEPOINT CORE BOND INDEX FUND II CLASS) | 0.0% | VP Core Bond Index Class II | 3.04% |
| General Bond | WACPX (WESTERN ASSET CORE PLUS BOND FUND CLASS I) | 0.17% | Western Asset Core Plus Bond I | 37.55% |
| US Equity | DDFIX (INVESCO DIVERSIFIED DIVIDEND FUND CLASS R5) | 0.53% | Invesco Diversified Dividend Instl | 10.02% |
| US Equity | VPSKX (VANTAGEPOINT 500 STOCK INDEX FUND II CLASS) | 0.0% | Vantagepoint 500 Stock Index Class II | 10.37% |
| CASH | CASH (CASH) | 0.0% | VantageTrust Cash Management | 0.00% |
* Day change on 09/30/2016.
Previous
Beta
Performance (As of 12/30/2016)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| City of Palo Alto 403B Retirement Plan Strategic Asset Allocation - Equal Weight Moderate | 4.6% | 6.7% | 4.5% | 7.0% | 5.3% | 6.5% |
| VFINX (Vanguard (S&P 500) Index) | 8.6% | 23.8% | 17.3% | 15.8% | 13.5% | 14.2% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.7% | 10.7% | 8.2% | 6.4% | 7.4% | 8.5% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.3 | 6.7 | 4.5 | 7.0 | 5.3 | 6.5 | 6.7 | 0.0 | 6.1 | 2.5 | 0.3 | 6.7 | 7.8 | 11.2 | 3.2 | 12.5 | 20.0 | -17.0 | 4.5 | 12.9 | 7.1 | 13.0 | 18.1 | -0.1 | 0.7 |
| Sharpe Ratio | NA | 0.25 | 0.41 | 0.83 | 0.44 | NA | NA | NA | 0.62 | 0.3 | 0.03 | 1.05 | 1.36 | 2.21 | 0.31 | 1.38 | 1.4 | -1.09 | 0.2 | 1.52 | 0.95 | 2.16 | 3.52 | -0.19 | -0.29 |
| Draw Down(%) | NA | 8.1 | 10.8 | 10.8 | 30.2 | NA | NA | NA | 30.2 | 7.8 | 7.1 | 4.0 | 5.3 | 4.3 | 9.7 | 6.6 | 15.2 | 29.5 | 5.9 | 5.9 | 3.7 | 6.2 | 3.6 | 9.5 | 5.9 |
| Standard Deviation(%) | NA | 7.6 | 7.5 | 6.7 | 9.7 | NA | NA | NA | 8.4 | 7.6 | 8.3 | 6.4 | 5.8 | 5.0 | 10.3 | 9.0 | 14.2 | 16.4 | 7.2 | 6.3 | 5.2 | 5.6 | 5.0 | 6.3 | 5.5 |
| Treynor Ratio | NA | 0.04 | 0.06 | 0.12 | 0.1 | NA | NA | NA | 0.14 | 0.05 | 0.0 | 0.13 | 0.17 | 0.32 | 0.08 | 0.26 | 0.41 | -0.48 | 0.04 | 0.17 | 0.12 | 0.33 | 0.69 | -0.06 | -0.09 |
| Alpha | NA | -0.01 | 0.0 | 0.0 | 0.01 | NA | NA | NA | 0.01 | -0.01 | 0.0 | 0.0 | -0.02 | 0.02 | 0.01 | 0.02 | 0.03 | -0.01 | 0.0 | 0.01 | 0.02 | 0.03 | 0.04 | 0.02 | 0.0 |
| Beta | NA | 0.49 | 0.49 | 0.45 | 0.42 | NA | NA | NA | 0.37 | 0.49 | 0.48 | 0.5 | 0.45 | 0.35 | 0.42 | 0.47 | 0.49 | 0.37 | 0.41 | 0.55 | 0.41 | 0.37 | 0.25 | 0.2 | 0.17 |
| RSquared | NA | 0.7 | 0.77 | 0.75 | 0.83 | NA | NA | NA | 0.75 | 0.7 | 0.8 | 0.8 | 0.74 | 0.78 | 0.9 | 0.88 | 0.89 | 0.85 | 0.82 | 0.76 | 0.64 | 0.54 | 0.76 | 0.71 | 0.45 |
| Sortino Ratio | NA | 0.33 | 0.56 | 1.16 | 0.61 | NA | NA | NA | 0.86 | 0.4 | 0.04 | 1.49 | 1.97 | 3.46 | 0.42 | 1.98 | 2.03 | -1.44 | 0.27 | 2.33 | 1.38 | 3.11 | 5.64 | -0.27 | -0.37 |
| Yield(%) | N/A | 4.3 | 4.3 | 5.1 | 5.4 | 7.7 | 7.7 | 5.9 | 4.34 | 4.1 | 4.0 | 4.0 | 4.9 | 4.0 | 4.0 | 3.9 | 3.9 | 4.6 | 6.7 | 5.6 | 6.1 | 5.6 | 2.9 | 2.9 | 2.2 |
| Dividend Growth(%) | N/A | 5.8 | 14.8 | 36.9 | N/A | N/A | N/A | N/A | N/A | 0.8 | 8.1 | -12.8 | 35.4 | 3.4 | 16.1 | 19.3 | -28.9 | -27.7 | 32.2 | 0.2 | 22.3 | 131.0 | 0.5 | 30.4 | 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 4 major asset classes: US Equity, REITs, Foreign Equity, Fixed Income
that are covered in City of Palo Alto 403B Retirement Plan. It then selects one or two funds for each of the 4 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 48 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.
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