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401k Investor
New York State Deferred Compensation Plan
New York State Deferred Compensation Plan Strategic Asset Allocation 70 30
New York State Deferred Compensation Plan Strategic Asset Allocation 70 30
live (public) 0.31% January 30
Delayed
Holdings (As of 11/30/2023)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| CASH | CASH (CASH) | 0.0% | CASH | 0.01% |
| Emerging Market Equity | MMMPX (MSIF Emerging Markets Port CL IS) | 0.36% | Morgan Stanley Institutional Fund Emerging Markets Portfolio - Class IS | 22.61% |
| International Equity | VGTSX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES) | 0.11% | International Equity Fund - Index | 24.75% |
| General Bond | TSPGFUND (TSPGFUND) | 0.0% | Stable Income Fund | 29.77% |
| US Equity | VPMAX (VANGUARD PRIMECAP FUND ADMIRAL SHARES) | 0.24% | Vanguard PRIMECAP Adm | 14.24% |
| US Equity | TBCIX (T. ROWE PRICE BLUE CHIP GROWTH FUND INC. T. ROWE PRICE BLUE CHIP GROWTH FUND-I CLASS) | 0.15% | T. Rowe Price Blue Chip Growth Trust - Class T6 | 8.62% |
* Day change on 11/30/2023.
Previous
Beta
Performance (As of 01/30/2024)
Since 12/31/1999
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| New York State Deferred Compensation Plan Strategic Asset Allocation 70 30 | 1.0% | 14.8% | 5.8% | 9.1% | 6.7% | 8.5% |
| VFINX (Vanguard (S&P 500) Index) | 7.3% | 27.5% | 8.3% | 13.5% | 12.6% | 14.6% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.7% | 15.1% | 2.4% | 7.6% | 7.7% | 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 12/31/1999 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 1.1 | 1.0 | 14.8 | 5.8 | 9.1 | 6.7 | 8.5 | 6.8 | 5.7 | 20.0 | -10.4 | 9.7 | 18.6 | 15.8 | -8.6 | 15.6 | 9.6 | -3.1 | 1.9 | 12.7 | 11.3 | -7.1 | 11.1 | 32.0 | -31.5 | 16.6 | 18.1 | 12.1 | 12.6 | 27.6 | -5.9 | -1.5 | -16.4 | 0.0 |
| Sharpe Ratio | NA | 0.08 | 1.24 | 0.3 | 0.54 | 0.4 | NA | NA | 0.33 | 1.84 | -0.74 | 0.75 | 0.89 | 1.4 | -0.36 | 2.63 | 0.9 | -0.3 | 0.25 | 1.63 | 1.27 | -0.47 | 0.89 | 1.69 | -1.26 | 1.1 | 1.72 | 1.53 | 1.35 | 3.31 | -0.64 | -0.36 | -1.3 | NA |
| Draw Down(%) | NA | 1.7 | 5.8 | 21.7 | 25.6 | 25.6 | NA | NA | 43.9 | 5.8 | 19.8 | 6.2 | 24.4 | 5.4 | 19.4 | 2.0 | 8.4 | 11.4 | 6.4 | 7.0 | 8.8 | 17.4 | 9.9 | 17.5 | 41.3 | 8.3 | 11.1 | 5.1 | 9.4 | 8.3 | 18.5 | 17.5 | 24.5 | 0.0 |
| Standard Deviation(%) | NA | 8.2 | 8.5 | 12.7 | 14.3 | 14.4 | NA | NA | 13.7 | 8.6 | 15.9 | 13.0 | 20.6 | 10.3 | 27.5 | 5.7 | 10.5 | 10.3 | 7.6 | 7.8 | 8.9 | 15.3 | 12.4 | 18.8 | 25.7 | 12.3 | 8.6 | 6.5 | 8.6 | 8.1 | 11.0 | 10.7 | 15.8 | NA |
| Treynor Ratio | NA | 0.01 | 0.18 | 0.06 | 0.13 | 0.09 | NA | NA | 0.08 | 0.27 | -0.19 | 0.13 | 0.32 | 0.24 | -0.16 | 0.22 | 0.13 | -0.05 | 0.03 | 0.2 | 0.17 | -0.11 | 0.17 | 0.48 | -0.54 | 0.19 | 0.2 | 0.18 | 0.2 | 0.69 | -0.19 | -0.1 | -0.4 | NA |
| Alpha | NA | -0.08 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.01 | 0.02 | 0.0 | -0.03 | 0.03 | 0.0 | -0.01 | 0.01 | 0.01 | -0.01 | -0.02 | -0.02 | 0.01 | -0.03 | 0.01 | 0.05 | -0.04 | 0.05 | 0.03 | 0.03 | 0.03 | 0.06 | 0.01 | 0.01 | -0.06 | NA |
| Beta | NA | 0.76 | 0.6 | 0.63 | 0.6 | 0.61 | NA | NA | 0.58 | 0.58 | 0.62 | 0.75 | 0.57 | 0.61 | 0.62 | 0.68 | 0.73 | 0.61 | 0.61 | 0.63 | 0.66 | 0.63 | 0.65 | 0.66 | 0.6 | 0.71 | 0.73 | 0.54 | 0.6 | 0.39 | 0.37 | 0.4 | 0.51 | NA |
| RSquared | NA | 0.74 | 0.79 | 0.75 | 0.79 | 0.56 | NA | NA | 0.68 | 0.79 | 0.87 | 0.57 | 0.91 | 0.54 | 0.14 | 0.64 | 0.82 | 0.84 | 0.83 | 0.82 | 0.9 | 0.92 | 0.91 | 0.91 | 0.92 | 0.86 | 0.71 | 0.72 | 0.59 | 0.66 | 0.78 | 0.66 | 0.51 | NA |
| Sortino Ratio | NA | 0.11 | 1.81 | 0.42 | 0.73 | 0.55 | NA | NA | 0.45 | 2.78 | -1.04 | 1.01 | 1.16 | 2.03 | -0.5 | 4.07 | 1.25 | -0.4 | 0.33 | 2.31 | 1.92 | -0.61 | 1.26 | 2.5 | -1.65 | 1.53 | 2.53 | 2.27 | 1.89 | 5.2 | -0.9 | -0.47 | -1.75 | NA |
| Yield(%) | N/A | 0.66 | 10.79 | 8.18 | 6.34 | 5.11 | N/A | N/A | 4.16 | 11.2 | 6.88 | 5.97 | 1.23 | 6.2 | 4.15 | 0.63 | 6.42 | 4.06 | 4.04 | 2.53 | 2.48 | 1.61 | 1.98 | 2.44 | 3.58 | 7.84 | 6.74 | 3.02 | 2.62 | 2.43 | 1.97 | 3.47 | 5.75 | 0.0 |
| 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 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/1999
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, Emerging Market Equity, Foreign Equity, Fixed Income
that are covered in New York State Deferred Compensation 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 30.
The total allocation of the fixed income assets should be at least 30%.
2.Asset weights: risk assets selected are equally weighted by
default.
3.Fund selection: about one or two top performing funds among 28 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 on
01/19/2011
are obtained from historical simulation. They are hypothetical.
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