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401k Investor
City of Los Angeles Premiere Deferred Compensation Plan
City of Los Angeles Premiere Deferred Compensation Plan Asset Allocation Composite Moderate
City of Los Angeles Premiere Deferred Compensation Plan Asset Allocation Composite Moderate
live (public) 0.20% December 31
Delayed
Holdings (As of 11/29/2019)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
General Bond | VBTIX (Vanguard Total Bond Market Index Fund Institutional Shares) | 0.0% | Vanguard Total Bond market Index Fund Inst. | 38.20% |
US Equity | VMCIX (VANGUARD MID-CAP INDEX FUND INSTITUTIONAL SHARES) | 0.54% | Vanguard Mid Cap Index Institutional | 20.47% |
US Equity | VINIX (VANGUARD INSTITUTIONAL INDEX FUND INSTITUTIONAL SHARES) | 0.38% | Vanguard Institutional Index Plus Fund | 21.30% |
International Equity | FDIVX (FIDELITY DIVERSIFIED INTERNATIONAL FUND FIDELITY DIVERSIFIED INTERNATIONAL FUND) | 0.68% | Fidelity Diversified International Fund | 10.10% |
International Equity | BTAEX (DEUTSCHE EAFE EQUITY INDEX FUND INSTITUTIONAL CLASS) | DWS EAFE Equity Index Institutional Fund | 9.93% |
* Day change on 11/29/2019.
Beta
Performance (As of 12/31/2019)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
City of Los Angeles Premiere Deferred Compensation Plan Asset Allocation Composite Moderate | 15.5% | 17.2% | 8.0% | 5.3% | 7.2% | 7.7% |
VFINX (Vanguard (S&P 500) Index) | 6.2% | 25.8% | 8.0% | 13.3% | 12.4% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.0% | 13.9% | 2.3% | 7.5% | 7.6% | 9.6% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 01/02/2001 |
2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.3 | 17.2 | 8.0 | 5.3 | 7.2 | 7.7 | 9.0 | 17.2 | -5.4 | 13.6 | 4.8 | -1.9 | 5.6 | 17.9 | 13.8 | -1.1 | 10.5 | 22.7 | -1.3 | 6.0 | 10.7 | 6.5 | 13.2 | 24.5 | 10.1 | 8.1 |
Sharpe Ratio | NA | 2.31 | 1.0 | 0.67 | 0.78 | NA | 0.99 | 2.31 | -0.77 | 3.01 | 0.71 | -0.27 | 0.85 | 2.28 | 1.69 | -0.07 | 1.1 | 2.56 | -0.31 | 0.31 | 0.99 | 0.64 | 1.55 | 3.75 | 2.22 | 1.11 |
Draw Down(%) | NA | 3.8 | 12.1 | 12.1 | 14.7 | NA | 14.7 | 3.8 | 12.1 | 1.5 | 3.9 | 7.2 | 4.9 | 6.2 | 6.9 | 14.7 | 8.1 | 3.9 | 8.3 | 6.5 | 8.5 | 4.1 | 6.9 | 3.6 | 2.4 | 4.1 |
Standard Deviation(%) | NA | 6.8 | 6.9 | 6.9 | 8.7 | NA | 8.1 | 6.8 | 8.8 | 4.3 | 6.5 | 7.2 | 6.6 | 7.8 | 8.1 | 16.4 | 9.4 | 8.8 | 7.3 | 9.6 | 7.5 | 6.8 | 7.9 | 6.4 | 4.1 | 5.3 |
Treynor Ratio | NA | 0.32 | 0.14 | 0.11 | 0.14 | NA | 0.36 | 0.32 | -0.14 | 0.25 | 0.16 | -0.06 | 0.1 | 0.27 | 0.23 | -0.02 | 0.31 | 2.07 | 1.12 | 0.06 | 0.11 | 0.08 | 0.2 | 1.52 | -1.31 | -1.32 |
Alpha | NA | 0.01 | 0.0 | 0.0 | 0.0 | NA | 0.03 | 0.01 | -0.01 | 0.01 | 0.01 | -0.01 | 0.0 | 0.0 | 0.02 | -0.01 | 0.02 | 0.07 | -0.01 | 0.01 | 0.0 | 0.01 | 0.03 | 0.07 | 0.03 | 0.02 |
Beta | NA | 0.5 | 0.5 | 0.41 | 0.5 | NA | 0.22 | 0.5 | 0.49 | 0.52 | 0.3 | 0.33 | 0.54 | 0.66 | 0.61 | 0.67 | 0.34 | 0.11 | -0.02 | 0.54 | 0.67 | 0.55 | 0.6 | 0.16 | -0.07 | -0.04 |
RSquared | NA | 0.83 | 0.86 | 0.66 | 0.72 | NA | 0.26 | 0.83 | 0.92 | 0.66 | 0.36 | 0.5 | 0.88 | 0.87 | 0.91 | 0.92 | 0.41 | 0.11 | 0.01 | 0.81 | 0.79 | 0.69 | 0.71 | 0.18 | 0.19 | 0.03 |
Sortino Ratio | NA | 3.29 | 1.35 | 0.9 | 1.07 | NA | 1.37 | 3.29 | -0.98 | 4.83 | 0.95 | -0.35 | 1.18 | 3.28 | 2.62 | -0.09 | 1.57 | 3.93 | -0.41 | 0.4 | 1.48 | 0.87 | 2.17 | 5.98 | 3.38 | 1.61 |
Yield(%) | N/A | 2.19 | 3.59 | 3.43 | 3.25 | N/A | 4.08 | 2.19 | 4.28 | 4.09 | 4.63 | 1.81 | 2.14 | 1.91 | 4.16 | 2.33 | 4.73 | 5.25 | 4.55 | 5.11 | 3.66 | 2.67 | 3.2 | 3.6 | 8.14 | 9.02 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
The risk profile of this portfolio is 40%. The total allocation of the fixed income asset should be at least 40%.
The portfolio’s stock (risk asset) allocation can be dynamically reduced when stock or risk asset markets are in a downtrend.
This portfolio belongs to City of Los Angeles Premiere Deferred Compensation Plan.