Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
401k Investor
Kern County Deferred Compensation Bakersfield California
Kern County Deferred Compensation Bakersfield California Strategic Asset Allocation - Optimal Moderate
Kern County Deferred Compensation Bakersfield California Strategic Asset Allocation - Optimal Moderate
live (public) 0.00% December 30
Delayed
Holdings (As of 10/31/2016)
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 |
---|---|---|---|---|
General Bond | STABLEVALUE (STABLEVALUE) | 0.0% | STABLEVALUE | 39.40% |
US Equity | FCNTX (Fidelity Contrafund) | 0.79% | Fidelity Contrafund | 0.12% |
US Equity | VINIX (VANGUARD INSTITUTIONAL INDEX FUND INSTITUTIONAL SHARES) | 0.80% | Vanguard Institutional Index Instl | 12.76% |
US Equity | RGAFX (GROWTH FUND OF AMERICA CLASS R-5) | 0.80% | American Funds Growth Fund of Amer R5 | 11.66% |
CASH | CASH (CASH) | 0.0% | CASH | 0.01% |
Real Estate | MSUSX (U.S. REAL ESTATE PORTFOLIO CLASS I) | 0.47% | Morgan Stanley Inst US Real Estate I | 7.78% |
Emerging Market Equity | LGEMX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS I) | Legg Mason Batterymarch Emerging Mkts I | 11.63% | |
International Equity | RWIFX (CAPITAL WORLD GROWTH & INCOME FUND CLASS R-5) | 0.35% | American Funds Capital World G/I R5 | 8.45% |
International Equity | ARTIX (ARTISAN INTERNATIONAL FUND INVESTOR SHARES) | 0.53% | Artisan International Inv | 8.19% |
* Day change on 09/30/2016.

Beta
Performance (As of 12/30/2016)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Kern County Deferred Compensation Bakersfield California Strategic Asset Allocation - Optimal Moderate | 4.4% | 6.0% | 3.5% | 7.2% | 4.1% | 5.3% |
VFINX (Vanguard (S&P 500) Index) | 7.5% | 14.0% | 19.4% | 16.3% | 13.6% | 14.5% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.5% | 10.5% | 12.0% | 8.8% | 8.5% | 9.4% |
* 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(%) | -0.1 | 6.0 | 3.5 | 7.2 | 4.1 | 5.3 | 6.1 | 0.0 | 5.5 | 3.6 | -0.6 | 4.3 | 12.7 | 11.7 | -4.2 | 11.4 | 26.6 | -27.9 | 8.1 | 12.4 | 10.8 | 13.9 | 19.6 | -9.8 | 8.1 |
Sharpe Ratio | NA | 0.4 | 0.33 | 0.84 | 0.25 | NA | NA | NA | 0.41 | 0.45 | -0.08 | 0.68 | 1.9 | 1.46 | -0.3 | 0.96 | 1.43 | -1.26 | 0.51 | 1.27 | 1.5 | 1.8 | 2.3 | -1.05 | 0.59 |
Draw Down(%) | NA | 7.1 | 11.4 | 11.4 | 41.8 | NA | NA | NA | 41.8 | 6.7 | 8.5 | 4.7 | 5.5 | 6.5 | 15.9 | 8.8 | 16.2 | 36.8 | 6.7 | 8.4 | 4.0 | 7.1 | 8.4 | 18.3 | 12.0 |
Standard Deviation(%) | NA | 7.6 | 7.3 | 7.3 | 12.6 | NA | NA | NA | 11.1 | 7.6 | 8.0 | 6.3 | 6.7 | 8.0 | 14.0 | 11.9 | 18.5 | 22.9 | 9.9 | 7.1 | 5.8 | 7.2 | 8.2 | 10.4 | 9.8 |
Treynor Ratio | NA | 3.15 | 0.82 | 0.28 | 0.06 | NA | NA | NA | 0.09 | 4.41 | -0.12 | 3.01 | 0.22 | 0.19 | -0.08 | 0.18 | 0.41 | -0.53 | 0.09 | 0.15 | 0.18 | 0.24 | 0.44 | -0.31 | 0.15 |
Alpha | NA | 0.01 | 0.01 | 0.01 | 0.0 | NA | NA | NA | 0.01 | 0.01 | 0.0 | 0.02 | -0.01 | 0.01 | -0.02 | 0.01 | 0.04 | -0.03 | 0.02 | 0.01 | 0.03 | 0.03 | 0.03 | -0.01 | 0.04 |
Beta | NA | 0.01 | 0.03 | 0.22 | 0.51 | NA | NA | NA | 0.48 | 0.01 | 0.05 | 0.01 | 0.57 | 0.6 | 0.56 | 0.63 | 0.65 | 0.54 | 0.57 | 0.6 | 0.48 | 0.54 | 0.43 | 0.36 | 0.39 |
RSquared | NA | 0.0 | 0.0 | 0.15 | 0.73 | NA | NA | NA | 0.72 | 0.0 | 0.01 | 0.0 | 0.9 | 0.92 | 0.87 | 0.93 | 0.93 | 0.93 | 0.84 | 0.7 | 0.73 | 0.7 | 0.78 | 0.79 | 0.74 |
Sortino Ratio | NA | 0.54 | 0.44 | 1.17 | 0.34 | NA | NA | NA | 0.57 | 0.62 | -0.11 | 0.94 | 2.72 | 2.21 | -0.4 | 1.37 | 2.12 | -1.63 | 0.69 | 1.88 | 2.26 | 2.58 | 3.53 | -1.45 | 0.83 |
Yield(%) | N/A | 3.8 | 4.2 | 4.7 | 4.1 | 5.4 | 5.4 | 4.6 | 3.4 | 3.8 | 5.4 | 3.0 | 3.6 | 3.8 | 2.3 | 1.9 | 1.7 | 2.3 | 7.9 | 4.9 | 3.7 | 2.7 | 2.0 | 2.0 | 3.4 |
Dividend Growth(%) | N/A | -30.0 | 53.9 | 53.2 | N/A | N/A | N/A | N/A | N/A | -30.1 | 86.2 | -5.4 | 5.2 | 55.7 | 34.9 | 39.7 | -44.8 | -68.6 | 81.0 | 47.9 | 57.8 | 58.6 | -9.0 | -36.7 | 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 Emerging Market Equity, Real Estate, International Equity, US Equity, General Bond
in Kern County Deferred Compensation Bakersfield California 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 23 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.
- Emerging Market Equity
- Real Estate
- International Equity
- US Equity
- General Bond
- 10.5%
- 7.3%
- 17.2%
- 24.9%
- 40.0%