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The University of North Carolina System Optional Retirement Plan VALIC
The University of North Carolina System Optional Retirement Plan VALIC Strategic Asset Allocation - Optimal Moderate
The University of North Carolina System Optional Retirement Plan VALIC Strategic Asset Allocation - Optimal Moderate
live (public) 0.47% June 04
Delayed
Holdings (As of 03/31/2025)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | DBMIX (DREYFUS BOND MARKET INDEX FUND INVESTOR SHARES) | 0.22% | Dreyfus Bond Market Index Inv DBMIX | 41.68% |
| US Equity | RGAEX (GROWTH FUND OF AMERICA CLASS R-4) | 0.22% | American Funds Growth Fund of America R4 RGAEX | 15.22% |
| US Equity | PEOPX (DREYFUS S&P 500 INDEX FUND DREYFUS S&P 500 INDEX FUND) | 0.57% | Dreyfus S&P 500 Index PEOPX | 16.44% |
| Real Estate | AREEX (REAL ESTATE FUND A CLASS) | 0.91% | American Century Real Estate A AREEX | 8.04% |
| International Equity | JAOSX (JANUS OVERSEAS FUND CLASS T) | 1.12% | Janus Overseas S JIGRX | 10.14% |
| International Equity | OPPAX (Oppenheimer Glabal A Fund) | 0.19% | Oppenheimer Global A OPPAX | 8.47% |
| CASH | CASH (CASH) | 0.0% | American Century Premium Money Market Inv TCRXX | 0.01% |
* Day change on 03/31/2025.
Previous
Beta
Performance (As of 06/04/2025)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| The University of North Carolina System Optional Retirement Plan VALIC Strategic Asset Allocation - Optimal Moderate | -0.8% | 2.8% | 1.3% | 4.6% | 2.6% | 4.3% |
| VFINX (Vanguard (S&P 500) Index) | 8.4% | 25.7% | 21.5% | 13.2% | 15.2% | 14.2% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.2% | 17.0% | 14.2% | 7.3% | 9.5% | 9.2% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2025 | 2024 | 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(%) | -1.6 | 2.8 | 1.3 | 4.6 | 2.6 | 4.3 | 4.7 | 5.4 | 2.5 | 8.3 | 11.8 | -19.1 | 3.8 | 11.9 | 16.7 | -6.4 | 7.6 | -0.3 | -0.4 | 4.2 | 12.6 | 11.4 | 0.2 | 14.1 | 22.4 | -24.0 | 7.8 | 13.6 | 11.3 | 12.3 | 21.1 | -3.7 | 6.6 |
| Sharpe Ratio | NA | 0.29 | 0.11 | 0.13 | 0.16 | NA | NA | 0.38 | 0.1 | 0.54 | 0.86 | -1.42 | 0.35 | 0.86 | 2.86 | -0.81 | 1.44 | -0.07 | -0.05 | 0.62 | 1.61 | 1.35 | 0.01 | 1.22 | 1.12 | -1.04 | 0.5 | 1.41 | 1.25 | 1.46 | 2.71 | -0.48 | 0.42 |
| Draw Down(%) | NA | 10.5 | 14.3 | 25.7 | 25.7 | NA | NA | 39.3 | 9.3 | 4.8 | 9.6 | 24.1 | 6.0 | 17.7 | 2.0 | 14.9 | 3.2 | 7.9 | 8.7 | 5.4 | 7.5 | 6.9 | 13.9 | 7.6 | 19.2 | 37.3 | 5.8 | 7.6 | 4.4 | 8.3 | 6.5 | 13.9 | 12.0 |
| Standard Deviation(%) | NA | 10.3 | 11.1 | 10.8 | 9.9 | NA | NA | 11.1 | 11.9 | 8.7 | 9.5 | 14.5 | 10.6 | 13.5 | 5.3 | 9.6 | 4.8 | 7.2 | 8.2 | 6.7 | 7.8 | 8.4 | 15.1 | 11.5 | 20.0 | 23.9 | 9.4 | 7.2 | 7.3 | 7.7 | 7.5 | 10.1 | 9.9 |
| Treynor Ratio | NA | 0.06 | 0.02 | 0.03 | 0.03 | NA | NA | 0.08 | 0.03 | 0.08 | 0.13 | -0.37 | 0.06 | 0.32 | 0.41 | -0.15 | 0.12 | -0.01 | -0.01 | 0.08 | 0.19 | 0.18 | 0.0 | 0.23 | 0.31 | -0.45 | 0.09 | 0.16 | 0.15 | 0.2 | 0.53 | -0.14 | 0.1 |
| Alpha | NA | -0.01 | -0.02 | -0.02 | -0.01 | NA | NA | 0.0 | 0.01 | -0.03 | -0.02 | -0.04 | -0.04 | 0.02 | 0.02 | -0.02 | -0.01 | -0.02 | 0.0 | -0.01 | -0.02 | 0.01 | 0.0 | 0.02 | 0.02 | -0.01 | 0.02 | 0.01 | 0.03 | 0.02 | 0.04 | 0.02 | 0.04 |
| Beta | NA | 0.47 | 0.56 | 0.54 | 0.47 | NA | NA | 0.52 | 0.43 | 0.62 | 0.64 | 0.56 | 0.63 | 0.36 | 0.37 | 0.51 | 0.55 | 0.5 | 0.49 | 0.55 | 0.65 | 0.61 | 0.62 | 0.61 | 0.71 | 0.55 | 0.55 | 0.63 | 0.61 | 0.58 | 0.39 | 0.35 | 0.41 |
| RSquared | NA | 0.81 | 0.81 | 0.77 | 0.77 | NA | NA | 0.82 | 0.86 | 0.81 | 0.77 | 0.86 | 0.6 | 0.86 | 0.75 | 0.83 | 0.6 | 0.81 | 0.86 | 0.87 | 0.85 | 0.87 | 0.92 | 0.93 | 0.93 | 0.9 | 0.87 | 0.77 | 0.73 | 0.69 | 0.77 | 0.82 | 0.78 |
| Sortino Ratio | NA | 0.4 | 0.15 | 0.17 | 0.21 | NA | NA | 0.52 | 0.15 | 0.72 | 1.28 | -1.91 | 0.46 | 1.11 | 4.4 | -1.0 | 2.0 | -0.09 | -0.06 | 0.86 | 2.28 | 2.01 | 0.02 | 1.77 | 1.63 | -1.36 | 0.68 | 2.15 | 1.83 | 2.03 | 4.21 | -0.67 | 0.59 |
| Yield(%) | N/A | 4.7 | 5.4 | 5.6 | 4.9 | 6.3 | 7.1 | 3.84 | 0.2 | 5.3 | 4.8 | 5.6 | 7.9 | 2.3 | 4.2 | 5.4 | 0.1 | 2.0 | 5.3 | 4.6 | 4.2 | 2.3 | 3.0 | 1.8 | 1.9 | 5.6 | 6.9 | 4.6 | 3.8 | 3.9 | 2.5 | 2.6 | 2.7 |
| Dividend Growth(%) | N/A | 10.9 | 11.5 | 85.4 | 80.2 | N/A | N/A | N/A | -96.4 | 21.3 | -30.2 | -26.6 | 276.2 | -35.5 | -26.7 | 4084.3 | -92.8 | -63.7 | 20.6 | 21.3 | 101.4 | -21.4 | 90.8 | 17.2 | -74.4 | -12.6 | 66.0 | 37.2 | 10.6 | 87.6 | -6.5 | 0.8 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Optimal
strategy. Asset weights of available asset classes
in The University of North Carolina System Optional Retirement Plan VALIC are derived based on long term asset trends and their correlations.
For each major asset class, one or two funds are selected:
1. Risk allocation: the risk profile of this portfolio is 40.
The total allocation of the fixed income asset should be at least 40%.
2. Asset weights:
3. Fund selection: one or two top performing funds among 24 available funds in the plan are chosen for each asset.
They are usually equally weighted within the asset by default. Volatile funds or ETFs with small trading volume are ignored.
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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