Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
401k Investor
The Oregon College Savings Plan
The Oregon College Savings Plan Strategic Asset Allocation - Optimal Moderate
The Oregon College Savings Plan Strategic Asset Allocation - Optimal Moderate
live (public) 0.42% December 31
Delayed
Holdings (As of 11/30/2015)
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 | MITFX (BMO INTERMEDIATE TAX-FREE FUND CLASS Y) | 0.0% | Marshall Intermediate Tax-Free Inv | 36.14% |
| US Equity | FSDIX (FIDELITY STRATEGIC DIVIDEND & INCOME FUND FIDELITY STRATEGIC DIVIDEND & INCOME FUND) | 1.20% | Fidelity Strategic Dividend & Income | 16.07% |
| US Equity | FSMVX (FIDELITY MID CAP VALUE FUND FIDELITY MID CAP VALUE FUND) | 1.90% | Fidelity Mid Cap Value | 15.93% |
| CASH | CASH (CASH) | 0.0% | CASH | 0.30% |
| Real Estate | FRESX (FIDELITY REAL ESTATE INVESTMENT PORTFOLIO FIDELITY REAL ESTATE INVESTMENT PORTFOLIO) | 0.88% | Fidelity Real Estate Investment | 7.20% |
| International Equity | ARTKX (ARTISAN INTERNATIONAL VALUE FUND INVESTOR SHARES) | 2.00% | Artisan International Value | 9.49% |
| International Equity | FIVFX (FIDELITY INTERNATIONAL CAPITAL APPRECIATION FUND FIDELITY INTERNATIONAL CAPITAL APPRECIATION FUND) | 2.04% | Fidelity International Capital Apprec | 9.48% |
| Long Term Bond | SXFIX (MUNICIPAL BOND FUND INVESTOR CLASS) | 0.0% | Wells Fargo Advantage Municipal Bond Inv | 5.39% |
* Day change on 09/30/2015.
Previous
Beta
Performance (As of 12/31/2015)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| The Oregon College Savings Plan Strategic Asset Allocation - Optimal Moderate | -3.0% | -0.4% | 5.3% | 6.3% | 6.3% | N/A |
| VFINX (Vanguard (S&P 500) Index) | 6.7% | 21.6% | 20.9% | 12.9% | 15.0% | 14.3% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.3% | 14.9% | 13.9% | 7.1% | 9.4% | 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 |
2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.1 | -0.4 | 5.3 | 6.3 | 6.3 | 0.0 | 0.0 | 7.9 | -0.1 | 4.1 | 13.5 | 12.9 | 0.6 | 11.4 | 30.0 | -26.1 | 10.8 | 17.3 | 6.4 | 18.4 | 22.2 | -0.8 | 9.3 |
| Sharpe Ratio | NA | -0.01 | 0.9 | 0.79 | 0.48 | NA | NA | 0.66 | -0.01 | 0.67 | 2.46 | 2.43 | 0.05 | 1.3 | 1.59 | -1.21 | 0.91 | 1.56 | 0.74 | 2.25 | 3.2 | -0.21 | 0.92 |
| Draw Down(%) | NA | 6.5 | 6.5 | 11.2 | 39.5 | NA | NA | 39.5 | 6.5 | 4.8 | 5.6 | 3.8 | 11.2 | 7.4 | 16.2 | 36.7 | 6.3 | 10.5 | 5.3 | 8.0 | 7.0 | 15.4 | 10.4 |
| Standard Deviation(%) | NA | 7.2 | 6.3 | 7.7 | 11.7 | NA | NA | 10.5 | 7.2 | 6.2 | 5.5 | 5.3 | 12.0 | 8.7 | 18.8 | 22.3 | 8.5 | 9.0 | 5.6 | 7.7 | 6.7 | 8.7 | 7.7 |
| Treynor Ratio | NA | 0.0 | 0.12 | 0.13 | 0.11 | NA | NA | 0.15 | 0.0 | 0.08 | 0.3 | 0.33 | 0.01 | 0.25 | 0.45 | -0.53 | 0.17 | 0.19 | 0.09 | 0.33 | 0.65 | -0.06 | 0.25 |
| Alpha | NA | 0.0 | 0.0 | 0.0 | 0.01 | NA | NA | 0.02 | 0.0 | -0.01 | 0.0 | 0.03 | 0.0 | 0.02 | 0.05 | -0.03 | 0.03 | 0.02 | 0.01 | 0.05 | 0.05 | 0.02 | 0.04 |
| Beta | NA | 0.44 | 0.46 | 0.47 | 0.52 | NA | NA | 0.47 | 0.44 | 0.5 | 0.46 | 0.39 | 0.5 | 0.45 | 0.66 | 0.51 | 0.45 | 0.75 | 0.45 | 0.53 | 0.33 | 0.29 | 0.28 |
| RSquared | NA | 0.89 | 0.87 | 0.89 | 0.86 | NA | NA | 0.79 | 0.89 | 0.84 | 0.86 | 0.88 | 0.92 | 0.88 | 0.92 | 0.9 | 0.71 | 0.69 | 0.66 | 0.59 | 0.7 | 0.73 | 0.63 |
| Sortino Ratio | NA | -0.02 | 1.25 | 1.09 | 0.66 | NA | NA | 0.91 | -0.02 | 0.9 | 3.57 | 3.9 | 0.06 | 1.85 | 2.36 | -1.55 | 1.21 | 2.32 | 1.07 | 3.25 | 5.07 | -0.3 | 1.21 |
| Yield(%) | N/A | 3.6 | 4.8 | 4.7 | 6.0 | 8.9 | 6.7 | 4.67 | 3.6 | 6.1 | 3.3 | 3.0 | 3.8 | 4.0 | 3.2 | 2.1 | 8.5 | 7.5 | 8.2 | 5.4 | 4.8 | 2.7 | 3.8 |
| Dividend Growth(%) | N/A | -37.8 | 55.8 | 17.8 | N/A | N/A | N/A | N/A | -38.6 | 107.7 | 22.7 | -20.3 | 5.5 | 65.4 | 15.1 | -73.4 | 31.5 | -0.6 | 78.6 | 37.2 | 74.7 | -21.4 | 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 Long Term Bond, International Equity, US Equity, Real Estate, General Bond
in The Oregon College Savings Plan 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 186 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.
- Long Term Bond
- International Equity
- US Equity
- Real Estate
- General Bond
- 5.0%
- 19.0%
- 33.0%
- 8.0%
- 35.0%
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>