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ICMA IRA Funds
ICMA IRA Funds Strategic Asset Allocation - Optimal Moderate
ICMA IRA Funds Strategic Asset Allocation - Optimal Moderate
live (public) 0.01% December 30
Delayed
Holdings (As of 10/31/2016)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | VPCIX (VANTAGEPOINT CORE BOND INDEX FUND I CLASS) | 0.0% | Vantagepoint Core Bond Index I | 24.58% |
| US Equity | TWEIX (EQUITY INCOME FUND INVESTOR CLASS) | 0.78% | American Century Equity Income Inv | 12.82% |
| US Equity | TWVLX (VALUE FUND INVESTOR CLASS) | 0.96% | American Century Value Inv | 11.76% |
| CASH | CASH (CASH) | 0.0% | Dreyfus Money Market Fund | 0.02% |
| Real Estate | REACX (REAL ESTATE FUND INVESTOR CLASS) | 0.58% | American Century Real Estate Inv | 7.53% |
| Emerging Market Equity | ODMAX (Oppenheimer Developing Markets A) | 0.15% | Oppenheimer Developing Markets A | 11.45% |
| International Equity | TAVFX (THIRD AVENUE VALUE FUND INSTITUTIONAL CLASS) | 0.76% | Third Avenue Value Instl | 8.67% |
| International Equity | VPINX (VANTAGEPOINT INTERNATIONAL FUND INVESTOR SHARES) | 0.0% | Vantagepoint International | 8.39% |
| Inflation Protected Bond | VPTSX (VANTAGEPOINT INFLATION FOCUSED FUND INVESTOR SHARES) | 0.0% | Vantagepoint Inflation Protected Secs | 14.78% |
* Day change on 09/30/2016.
Previous
Beta
Instructions On FolioInvesting.com Download Current Holdings to FolioInvesting CSV file
Performance (As of 12/30/2016)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| ICMA IRA Funds Strategic Asset Allocation - Optimal Moderate | 5.6% | 7.8% | 3.4% | 7.0% | 5.6% | 8.0% |
| VFINX (Vanguard (S&P 500) Index) | 6.5% | 13.2% | 19.3% | 16.5% | 13.6% | 14.5% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.8% | 9.8% | 11.8% | 8.9% | 8.4% | 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 | 7.8 | 3.4 | 7.0 | 5.6 | 8.0 | 8.5 | 0.0 | 7.8 | 4.9 | -0.9 | 3.7 | 10.0 | 12.2 | -1.5 | 17.5 | 29.3 | -25.8 | 10.9 | 12.8 | 11.7 | 16.0 | 34.3 | -1.3 | 4.0 |
| Sharpe Ratio | NA | 0.53 | 0.33 | 0.78 | 0.36 | NA | NA | NA | 0.61 | 0.59 | -0.11 | 0.59 | 1.41 | 1.64 | -0.1 | 1.48 | 1.59 | -1.15 | 0.78 | 1.14 | 1.52 | 2.09 | 4.58 | -0.29 | 0.21 |
| Draw Down(%) | NA | 8.5 | 12.1 | 12.1 | 40.3 | NA | NA | NA | 40.3 | 8.1 | 8.8 | 5.5 | 7.4 | 6.1 | 15.0 | 8.3 | 17.5 | 38.8 | 6.8 | 10.0 | 4.3 | 7.9 | 6.1 | 12.9 | 9.7 |
| Standard Deviation(%) | NA | 7.9 | 7.6 | 7.5 | 12.7 | NA | NA | NA | 11.1 | 7.9 | 8.5 | 6.3 | 7.1 | 7.4 | 14.9 | 11.8 | 18.4 | 23.2 | 10.0 | 8.3 | 6.3 | 7.2 | 7.3 | 8.1 | 8.1 |
| Treynor Ratio | NA | 4.27 | 0.62 | 0.27 | 0.09 | NA | NA | NA | 0.15 | 5.89 | -0.13 | 1.43 | 0.17 | 0.22 | -0.02 | 0.28 | 0.45 | -0.5 | 0.13 | 0.14 | 0.19 | 0.3 | 0.99 | -0.09 | 0.05 |
| Alpha | NA | 0.02 | 0.01 | 0.01 | 0.01 | NA | NA | NA | 0.02 | 0.02 | 0.0 | 0.01 | -0.02 | 0.02 | -0.01 | 0.03 | 0.05 | -0.02 | 0.03 | 0.01 | 0.03 | 0.04 | 0.08 | 0.02 | 0.02 |
| Beta | NA | 0.01 | 0.04 | 0.22 | 0.51 | NA | NA | NA | 0.47 | 0.01 | 0.07 | 0.03 | 0.57 | 0.54 | 0.62 | 0.63 | 0.64 | 0.54 | 0.58 | 0.68 | 0.5 | 0.5 | 0.34 | 0.28 | 0.33 |
| RSquared | NA | 0.0 | 0.01 | 0.14 | 0.71 | NA | NA | NA | 0.69 | 0.0 | 0.02 | 0.0 | 0.79 | 0.86 | 0.92 | 0.91 | 0.91 | 0.9 | 0.86 | 0.68 | 0.67 | 0.6 | 0.62 | 0.79 | 0.78 |
| Sortino Ratio | NA | 0.72 | 0.45 | 1.09 | 0.5 | NA | NA | NA | 0.85 | 0.8 | -0.15 | 0.81 | 1.97 | 2.51 | -0.14 | 2.12 | 2.39 | -1.5 | 1.08 | 1.68 | 2.27 | 2.98 | 7.51 | -0.41 | 0.29 |
| Yield(%) | N/A | 3.3 | 4.2 | 4.3 | 4.9 | 8.8 | 8.8 | 7.1 | 4.44 | 3.2 | 4.5 | 4.5 | 2.2 | 3.4 | 3.1 | 3.3 | 2.6 | 6.6 | 6.3 | 7.2 | 5.0 | 5.0 | 6.0 | 4.0 | 4.2 |
| Dividend Growth(%) | N/A | -26.8 | 65.4 | 16.4 | N/A | N/A | N/A | N/A | N/A | -30.7 | 3.2 | 126.3 | -27.7 | 6.9 | 10.4 | 66.6 | -70.6 | 15.8 | -2.7 | 63.0 | 16.2 | 10.4 | 49.1 | -0.5 | 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 ICMA IRA Funds 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 57 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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