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University of California Retirement Savings Program On Fidelity
University of California Retirement Savings Program On Fidelity Strategic Asset Allocation - Equal Weight Moderate
University of California Retirement Savings Program On Fidelity Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.23% December 31
Delayed
Holdings (As of 11/30/2018)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| CASH | CASH (CASH) | 0.0% | DREY TR PRIME CASH I | 40.91% |
| International Equity | CWVIX (CALVERT INTERNATIONAL EQUITY FUND CLASS I) | 0.69% | CALVERT INTL EQ I | 14.60% |
| US Equity | CEYIX (CALVERT EQUITY PORTFOLIO CLASS I) | 0.11% | CALVERT EQUITY I | 7.54% |
| US Equity | CCPIX (CALVERT CAPITAL ACCUMULATION FUND CLASS I) | 0.54% | CALVERT CAP ACC I | 7.46% |
| Real Estate | FSRVX (FIDELITY REAL ESTATE INDEX FUND PREMIUM CLASS) | 1.56% | SPTN REAL ES IDX ADV | 14.32% |
| Emerging Market Equity | FPMAX (FIDELITY EMERGING MARKETS INDEX FUND PREMIUM CLASS) | 0.47% | SPTN EM MKTS IDX ADV | 15.17% |
* Day change on 09/28/2018.
Previous
Beta
Performance (As of 12/31/2018)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| University of California Retirement Savings Program On Fidelity Strategic Asset Allocation - Equal Weight Moderate | -7.7% | -4.7% | 3.5% | 3.0% | 5.3% | 4.7% |
| VFINX (Vanguard (S&P 500) Index) | 2.2% | 11.3% | 18.4% | 16.2% | 12.9% | 14.0% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.4% | 8.8% | 11.8% | 8.8% | 8.1% | 9.1% |
* 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 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.4 | -4.7 | 3.5 | 3.0 | 5.3 | 4.7 | 5.7 | 0.0 | 4.4 | -12.6 | 11.7 | 2.7 | -1.2 | 7.2 | 6.5 | 12.9 | -1.6 | 13.7 | 23.4 | -22.5 | 3.7 | 14.8 | 7.7 | 13.2 | 22.0 | -6.6 | -3.7 |
| Sharpe Ratio | NA | -1.35 | -0.08 | 0.1 | 0.58 | NA | NA | NA | 0.35 | -1.35 | 2.35 | 0.31 | -0.14 | 1.29 | 0.97 | 2.07 | -0.13 | 1.24 | 1.39 | -1.15 | 0.08 | 1.69 | 0.93 | 1.83 | 2.78 | -0.71 | -0.59 |
| Draw Down(%) | NA | 16.9 | 16.9 | 16.9 | 16.9 | NA | NA | NA | 35.5 | 16.9 | 1.8 | 6.9 | 9.3 | 4.5 | 7.7 | 4.6 | 12.5 | 8.1 | 15.6 | 34.3 | 5.7 | 5.6 | 3.5 | 7.4 | 6.1 | 15.2 | 15.4 |
| Standard Deviation(%) | NA | 10.3 | 8.1 | 7.7 | 9.7 | NA | NA | NA | 10.1 | 10.3 | 4.7 | 8.2 | 8.4 | 5.6 | 6.7 | 6.2 | 12.5 | 11.0 | 16.8 | 20.3 | 8.6 | 6.8 | 6.0 | 6.7 | 7.7 | 10.9 | 10.2 |
| Treynor Ratio | NA | -0.35 | -0.01 | 0.02 | 0.11 | NA | NA | NA | 0.07 | -0.35 | 0.24 | 0.05 | -0.03 | 0.18 | 0.13 | 0.3 | -0.03 | 0.24 | 0.4 | -0.49 | 0.01 | 0.19 | 0.11 | 0.26 | 0.53 | -0.2 | -0.14 |
| Alpha | NA | -0.05 | -0.01 | -0.01 | 0.0 | NA | NA | NA | 0.01 | -0.05 | 0.01 | -0.01 | 0.0 | 0.01 | -0.03 | 0.03 | -0.01 | 0.02 | 0.03 | -0.02 | 0.0 | 0.02 | 0.02 | 0.03 | 0.04 | 0.01 | 0.0 |
| Beta | NA | 0.4 | 0.46 | 0.45 | 0.51 | NA | NA | NA | 0.48 | 0.4 | 0.46 | 0.54 | 0.46 | 0.41 | 0.51 | 0.43 | 0.5 | 0.58 | 0.59 | 0.47 | 0.5 | 0.61 | 0.5 | 0.48 | 0.41 | 0.39 | 0.43 |
| RSquared | NA | 0.45 | 0.55 | 0.6 | 0.78 | NA | NA | NA | 0.81 | 0.45 | 0.43 | 0.76 | 0.72 | 0.7 | 0.72 | 0.79 | 0.88 | 0.9 | 0.91 | 0.91 | 0.86 | 0.8 | 0.73 | 0.63 | 0.81 | 0.89 | 0.83 |
| Sortino Ratio | NA | -1.51 | -0.09 | 0.13 | 0.79 | NA | NA | NA | 0.47 | -1.51 | 3.46 | 0.42 | -0.19 | 1.84 | 1.33 | 3.21 | -0.17 | 1.8 | 2.03 | -1.5 | 0.1 | 2.62 | 1.37 | 2.61 | 4.4 | -1.0 | -0.81 |
| Yield(%) | N/A | 1.4 | 1.4 | 1.9 | 3.5 | 4.4 | 4.4 | 4.0 | 3.01 | 1.4 | 0.5 | 2.0 | 2.1 | 3.1 | 2.5 | 3.6 | 2.3 | 3.0 | 3.4 | 3.4 | 3.8 | 5.1 | 4.3 | 4.2 | 3.0 | 3.0 | 3.3 |
| Dividend Growth(%) | N/A | 201.4 | -42.9 | -17.3 | N/A | N/A | N/A | N/A | N/A | 201.4 | -72.7 | -8.6 | -26.7 | 30.0 | -21.2 | 52.2 | -13.0 | 9.7 | -22.5 | -7.4 | -14.7 | 28.5 | 15.8 | 68.0 | -4.5 | -13.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Equal Weight
. The allocations are diversified by investing in the 5 major asset classes: US Equity, Fixed Income, Foreign Equity, Emerging Market Equity, REITs
that are covered in University of California Retirement Savings Program On Fidelity. It then selects one or two funds for each of the 5 major asset classes.
1.Risk allocation: the risk profile of this portfolio 40.
The total allocation of the fixed income assets should be at least 40%.
2.Asset weights: risk assets selected are equally weighted by
default.
3.Fund selection: about one or two top performing funds among 85 available funds in the plan are chosen for each asset selected. They are usually equally weighted within
the asset by default.
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 on
04/09/2013
are obtained from historical simulation. They are hypothetical.
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