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The Bright Directions ILLINOIS College Savings Program
The Bright Directions ILLINOIS College Savings Program Strategic Asset Allocation - Optimal Moderate
The Bright Directions ILLINOIS College Savings Program Strategic Asset Allocation - Optimal Moderate
live (public) 0.43% August 28
Delayed
Holdings (As of 06/30/2020)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | NOBOX (NORTHERN BOND INDEX FUND NORTHERN BOND INDEX FUND) | 0.36% | Northern Bond Index 529 Portfolio | 26.64% |
| US Equity | WCGIX (WILLIAM BLAIR MID CAP GROWTH FUND CLASS I) | 1.20% | William Blair Mid Cap Growth 529 Portfolio | 15.71% |
| US Equity | CEYIX (CALVERT EQUITY PORTFOLIO CLASS I) | 0.87% | Calvert Social Investment Equity 529 Portfolio | 17.54% |
| Real Estate | IGLIX (VOYA GLOBAL REAL ESTATE FUND CLASS I) | ING Global Real Estate 529 Portfolio | 6.58% | |
| International Equity | OIGAX (Oppenheimer International Growth A) | 0.05% | Calvert Income 529 Portfolio | 9.78% |
| International Equity | ABIAX (AB INTERNATIONAL VALUE FUND CLASS A) | 0.67% | AllianceBernstein International Value 529 Portfolio | 7.88% |
| Inflation Protected Bond | BPLBX (BlackRock Infl Prot bd Port BlackRock Cl) | 0.0% | BlackRock Inflation Protected Bond 529 Portfolio | 15.87% |
* Day change on 05/29/2020.
Previous
Beta
Performance (As of 08/28/2020)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| The Bright Directions ILLINOIS College Savings Program Strategic Asset Allocation - Optimal Moderate | -1.0% | 5.6% | 3.2% | 3.1% | 6.3% | 5.8% |
| VFINX (Vanguard (S&P 500) Index) | 1.4% | 14.8% | 15.1% | 16.1% | 12.7% | 13.9% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 1.7% | 11.1% | 8.1% | 7.4% | 7.2% | 8.6% |
* 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 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 2.2 | 5.6 | 3.2 | 3.1 | 6.3 | 5.8 | 5.5 | 0.0 | 6.2 | 6.5 | 15.5 | -6.4 | 7.1 | 4.3 | -0.9 | 5.0 | 11.9 | 12.4 | -0.6 | 16.8 | 23.6 | -21.4 | 5.7 | 12.8 | 4.4 | 12.3 | 25.5 | -6.3 | 3.5 |
| Sharpe Ratio | NA | 0.53 | 0.36 | 0.48 | 0.64 | NA | NA | NA | 0.51 | 0.35 | 2.0 | -0.83 | 1.18 | 0.49 | -0.11 | 0.84 | 1.66 | 1.51 | -0.04 | 1.39 | 1.73 | -1.13 | 0.27 | 1.21 | 0.38 | 1.48 | 3.13 | -0.87 | 0.16 |
| Draw Down(%) | NA | 19.5 | 19.5 | 19.5 | 19.5 | NA | NA | NA | 33.0 | 19.5 | 3.1 | 13.4 | 4.1 | 7.0 | 8.5 | 5.3 | 6.7 | 6.3 | 14.3 | 8.4 | 12.8 | 31.7 | 5.6 | 7.7 | 4.4 | 6.8 | 7.5 | 17.1 | 10.2 |
| Standard Deviation(%) | NA | 14.9 | 11.0 | 9.8 | 9.7 | NA | NA | NA | 10.3 | 17.9 | 7.0 | 9.3 | 5.5 | 8.3 | 8.4 | 5.9 | 7.1 | 8.1 | 15.4 | 12.1 | 13.6 | 19.7 | 9.6 | 7.9 | 6.1 | 7.7 | 7.9 | 8.5 | 7.7 |
| Treynor Ratio | NA | 0.19 | 0.09 | 0.1 | 0.12 | NA | NA | NA | 0.11 | 0.15 | 0.29 | -0.15 | 0.12 | 0.07 | -0.02 | 0.1 | 0.2 | 0.2 | -0.01 | 0.26 | 0.5 | -0.48 | 0.05 | 0.14 | 0.04 | 0.19 | 0.61 | -0.28 | 0.04 |
| Alpha | NA | -0.01 | -0.01 | 0.0 | 0.0 | NA | NA | NA | 0.01 | 0.01 | 0.0 | -0.02 | -0.01 | -0.01 | 0.0 | 0.0 | -0.02 | 0.02 | 0.0 | 0.03 | 0.04 | -0.02 | 0.01 | 0.01 | 0.01 | 0.02 | 0.05 | 0.0 | 0.02 |
| Beta | NA | 0.42 | 0.45 | 0.47 | 0.52 | NA | NA | NA | 0.47 | 0.42 | 0.49 | 0.52 | 0.53 | 0.59 | 0.51 | 0.48 | 0.59 | 0.6 | 0.64 | 0.64 | 0.47 | 0.47 | 0.57 | 0.7 | 0.51 | 0.6 | 0.41 | 0.27 | 0.3 |
| RSquared | NA | 0.89 | 0.85 | 0.84 | 0.85 | NA | NA | NA | 0.83 | 0.91 | 0.75 | 0.9 | 0.43 | 0.86 | 0.88 | 0.87 | 0.84 | 0.9 | 0.94 | 0.92 | 0.9 | 0.94 | 0.9 | 0.8 | 0.76 | 0.75 | 0.77 | 0.68 | 0.68 |
| Sortino Ratio | NA | 0.68 | 0.46 | 0.63 | 0.87 | NA | NA | NA | 0.7 | 0.45 | 2.9 | -1.04 | 1.46 | 0.67 | -0.15 | 1.17 | 2.38 | 2.29 | -0.05 | 2.06 | 2.55 | -1.49 | 0.37 | 1.83 | 0.55 | 2.11 | 4.9 | -1.17 | 0.21 |
| Yield(%) | N/A | 1.1 | 2.3 | 3.8 | 4.9 | 5.6 | 5.6 | 6.5 | 3.68 | 0.5 | 1.4 | 4.9 | 0.3 | 3.0 | 7.9 | 5.3 | 3.1 | 2.4 | 3.2 | 3.5 | 3.4 | 5.1 | 5.9 | 3.9 | 4.4 | 2.6 | 2.7 | 2.6 | 3.7 |
| Dividend Growth(%) | N/A | -77.8 | -51.0 | 28.9 | N/A | N/A | N/A | N/A | N/A | -58.1 | -72.6 | 1458.7 | -88.2 | -62.8 | 59.3 | 88.1 | 47.8 | -27.9 | 7.1 | 27.5 | -46.6 | -8.9 | 70.2 | -5.6 | 87.9 | 17.0 | 0.8 | -27.0 | 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 Bright Directions ILLINOIS College Savings Program 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 35 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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