Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
401k Investor
Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds
Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds Asset Allocation Composite Moderate
Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds Asset Allocation Composite Moderate
live (public) 0.24% April 25
Delayed
Holdings (As of 02/29/2024)
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 | CASH (CASH) | 0.0% | Vanguard Prime Money Market | 37.06% |
General Bond | VBMFX (VANGUARD TOTAL BOND MARKET INDEX FUND INVESTOR SHARES) | 0.11% | Vanguard Total Bond Market Index | 1.92% |
US Equity | VEXMX (VANGUARD EXTENDED MARKET INDEX FUND INVESTOR SHARES) | 0.62% | Vanguard Extended Market Index | 26.94% |
CASH | CASH (CASH) | 0.0% | Vanguard Prime Money Market | 0.00% |
International Equity | VFWSX (VANGUARD FTSE ALL-WORLD EX-US INDEX FUND INSTITUTIONAL SHARES) | 0.29% | Vanguard FTSE All-World ex-US | 34.08% |
* Day change on 02/29/2024.
Beta
Performance (As of 04/25/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds Asset Allocation Composite Moderate | 1.2% | 11.6% | -1.7% | 4.8% | 5.2% | 7.3% |
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* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.1 | 1.2 | 11.6 | -1.7 | 4.8 | 5.2 | 7.3 | 7.1 | 7.9 | 15.0 | -17.7 | 5.2 | 17.0 | 19.0 | -6.5 | 13.7 | 10.9 | -2.9 | 4.5 | 16.4 | 13.0 | -0.7 | 11.5 | 17.6 | 1.4 | 5.6 | 10.3 | 7.2 | 13.0 | 24.7 | 8.4 | 6.4 |
Sharpe Ratio | NA | 0.0 | 0.97 | -0.38 | 0.33 | 0.49 | NA | NA | 0.79 | 1.22 | -1.52 | 0.5 | 2.05 | 2.43 | -0.88 | 2.7 | 1.46 | -0.42 | 0.63 | 2.14 | 1.49 | -0.05 | 1.17 | 1.86 | 0.07 | 0.26 | 0.81 | 0.66 | 1.43 | 3.16 | 1.74 | 0.88 |
Draw Down(%) | NA | 3.5 | 7.8 | 22.1 | 22.1 | 22.1 | NA | NA | 22.1 | 7.8 | 18.6 | 6.7 | 9.7 | 3.6 | 13.0 | 1.8 | 4.6 | 8.5 | 6.1 | 6.0 | 7.1 | 15.1 | 8.0 | 5.0 | 6.5 | 6.6 | 7.4 | 4.7 | 7.2 | 3.5 | 2.5 | 3.4 |
Standard Deviation(%) | NA | 7.7 | 8.0 | 10.2 | 9.6 | 8.4 | NA | NA | 8.7 | 8.8 | 12.6 | 10.3 | 8.2 | 7.2 | 8.8 | 4.9 | 7.3 | 7.0 | 7.1 | 7.7 | 8.7 | 15.6 | 9.8 | 9.4 | 7.5 | 9.9 | 8.7 | 7.7 | 8.4 | 7.6 | 4.2 | 4.7 |
Treynor Ratio | NA | 0.0 | 0.13 | -0.09 | 0.12 | 0.14 | NA | NA | 0.3 | 0.18 | -0.51 | 0.08 | 2.93 | 0.33 | -0.16 | 0.21 | 0.33 | -0.1 | 0.08 | 0.26 | 0.2 | -0.01 | 0.34 | 1.62 | -0.16 | 0.05 | 0.09 | 0.08 | 0.18 | 1.32 | -0.92 | -1.56 |
Alpha | NA | -0.03 | -0.01 | -0.02 | 0.0 | 0.0 | NA | NA | 0.02 | 0.0 | -0.05 | -0.04 | 0.06 | 0.01 | -0.02 | 0.01 | 0.03 | -0.01 | -0.01 | -0.01 | 0.02 | -0.01 | 0.03 | 0.06 | 0.0 | 0.01 | 0.0 | 0.02 | 0.02 | 0.07 | 0.02 | 0.02 |
Beta | NA | 0.55 | 0.58 | 0.45 | 0.26 | 0.3 | NA | NA | 0.23 | 0.59 | 0.37 | 0.66 | 0.06 | 0.53 | 0.48 | 0.61 | 0.33 | 0.28 | 0.56 | 0.64 | 0.64 | 0.65 | 0.33 | 0.11 | -0.03 | 0.58 | 0.79 | 0.66 | 0.66 | 0.18 | -0.08 | -0.03 |
RSquared | NA | 0.69 | 0.71 | 0.59 | 0.32 | 0.4 | NA | NA | 0.26 | 0.78 | 0.52 | 0.7 | 0.06 | 0.85 | 0.88 | 0.71 | 0.34 | 0.4 | 0.82 | 0.86 | 0.89 | 0.94 | 0.38 | 0.1 | 0.03 | 0.87 | 0.82 | 0.78 | 0.75 | 0.17 | 0.24 | 0.01 |
Sortino Ratio | NA | 0.0 | 1.44 | -0.52 | 0.45 | 0.67 | NA | NA | 1.11 | 1.82 | -1.93 | 0.69 | 2.86 | 3.62 | -1.13 | 4.23 | 1.98 | -0.54 | 0.86 | 3.05 | 2.25 | -0.07 | 1.68 | 2.79 | 0.1 | 0.35 | 1.2 | 0.94 | 2.02 | 4.95 | 2.59 | 1.28 |
Yield(%) | N/A | 0.82 | 3.46 | 2.29 | 2.22 | 2.15 | N/A | N/A | 2.92 | 3.51 | 1.5 | 1.46 | 2.02 | 2.49 | 2.08 | 2.09 | 2.37 | 1.73 | 2.3 | 2.12 | 2.7 | 2.49 | 3.06 | 3.54 | 4.45 | 2.82 | 2.82 | 2.45 | 2.5 | 3.59 | 5.98 | 6.22 |
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 | 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 Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds.