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) 0.27% February 28
Delayed
Holdings (As of 10/31/2024)
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 | VBMFX (VANGUARD TOTAL BOND MARKET INDEX FUND INVESTOR SHARES) | 0.10% | Vanguard Total Bond Market Index | 39.41% |
| US Equity | VEXMX (VANGUARD EXTENDED MARKET INDEX FUND INVESTOR SHARES) | 1.43% | Vanguard Extended Market Index | 28.02% |
| International Equity | VFWSX (VANGUARD FTSE ALL-WORLD EX-US INDEX FUND INSTITUTIONAL SHARES) | 0.85% | Vanguard FTSE All-World ex-US | 32.57% |
* Day change on 10/31/2024.
Previous
Beta
Performance (As of 02/28/2025)
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 | 4.3% | 15.4% | 1.2% | 5.4% | 5.8% | 6.5% |
| VFINX (Vanguard (S&P 500) Index) | 8.8% | 15.6% | 19.0% | 16.2% | 13.5% | 14.4% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.4% | 10.8% | 11.7% | 8.7% | 8.4% | 9.3% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 Yr | 20 Yr | Since 01/02/2001 |
2024 | 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 | 4.3 | 15.4 | 1.2 | 5.4 | 5.8 | 6.5 | 6.9 | 7.0 | 7.3 | 7.9 | 5.2 | 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 | 0.18 | -0.05 | -0.18 | 0.29 | 0.41 | NA | NA | NA | NA | 0.76 | -0.16 | 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 | 2.5 | 5.4 | 15.4 | 22.1 | 22.1 | NA | NA | NA | NA | 22.1 | 5.1 | 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 | 7.6 | 8.4 | 9.7 | 9.7 | 8.6 | NA | NA | NA | NA | 8.7 | 8.4 | 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 | 0.03 | -0.01 | -0.04 | 0.11 | 0.11 | NA | NA | NA | NA | 0.28 | -0.03 | 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 | 0.02 | -0.02 | -0.02 | 0.0 | 0.0 | NA | NA | NA | NA | 0.02 | -0.04 | 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 | 0.49 | 0.54 | 0.43 | 0.26 | 0.3 | NA | NA | NA | NA | 0.23 | 0.55 | 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 | 0.73 | 0.69 | 0.58 | 0.31 | 0.4 | NA | NA | NA | NA | 0.27 | 0.68 | 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 | 0.26 | -0.06 | -0.24 | 0.4 | 0.55 | NA | NA | NA | NA | 1.07 | -0.22 | 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 | 0.2 | 1.9 | 2.3 | 2.4 | 2.6 | 3.7 | 3.7 | 5.2 | 5.2 | 2.92 | 2.0 | 3.5 | 1.5 | 1.5 | 2.0 | 2.5 | 2.1 | 2.1 | 2.4 | 1.7 | 2.3 | 2.1 | 2.7 | 2.5 | 3.1 | 3.5 | 4.5 | 2.8 | 2.8 | 2.5 | 2.5 | 3.6 | 6.0 | 6.2 |
| Dividend Growth(%) | N/A | -90.1 | -34.0 | 37.0 | 34.7 | 50.9 | N/A | N/A | N/A | N/A | N/A | -36.0 | 92.9 | 8.1 | -16.0 | -3.0 | 11.4 | 13.0 | -1.9 | 33.0 | -20.8 | 23.7 | -10.8 | 7.9 | -9.7 | 3.4 | -19.3 | 65.5 | 9.6 | 25.5 | 10.0 | -12.6 | -35.2 | 1.8 | 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.
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>