Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
401k Investor
the North Carolina National College Savings Program
the North Carolina National College Savings Program Asset Allocation Composite Moderate
the North Carolina National College Savings Program Asset Allocation Composite Moderate
live (public) 0.12% May 16
Delayed
Holdings (As of 03/28/2024)
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 |
---|---|---|---|---|
US Equity | VTI (Vanguard Total Stock Market Index Fund ETF Shares) | 0.07% | Vanguard Total Stock Market Index Fund | 30.58% |
CASH | CASH (CASH) | 0.0% | Federally-Insured Deposit Account | 36.97% |
International Equity | VGTSX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES) | 0.05% | Vanguard Total International Stock Index Fund | 32.45% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/16/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
the North Carolina National College Savings Program Asset Allocation Composite Moderate | 6.2% | 14.7% | 1.3% | 6.2% | 6.0% | 8.1% |
VFINX (Vanguard (S&P 500) Index) | 11.7% | 29.3% | 9.9% | 14.8% | 13.0% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 17.4% | 3.9% | 8.5% | 8.0% | 9.8% |
* 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(%) | 1.0 | 6.2 | 14.7 | 1.3 | 6.2 | 6.0 | 8.1 | 6.9 | 5.7 | 8.5 | -15.5 | 12.3 | 13.6 | 19.3 | -5.0 | 15.4 | 7.1 | -0.6 | 6.6 | 15.5 | 11.7 | 0.4 | 11.8 | 21.5 | -20.5 | 8.1 | 13.3 | 6.6 | 11.0 | 20.4 | -9.5 | -11.0 |
Sharpe Ratio | NA | 0.74 | 1.61 | -0.13 | 0.43 | 0.54 | NA | NA | 0.45 | 0.62 | -1.6 | 1.51 | 0.76 | 2.77 | -0.71 | 3.72 | 0.88 | -0.07 | 1.06 | 2.17 | 1.5 | 0.03 | 1.08 | 1.35 | -1.08 | 0.52 | 1.42 | 0.76 | 1.53 | 2.62 | -0.92 | -1.27 |
Draw Down(%) | NA | 3.0 | 6.5 | 18.9 | 21.5 | 21.5 | NA | NA | 34.9 | 6.5 | 18.3 | 3.6 | 21.5 | 3.1 | 11.5 | 1.3 | 5.9 | 8.3 | 4.8 | 5.9 | 6.4 | 12.2 | 8.8 | 17.2 | 30.0 | 6.0 | 6.9 | 4.1 | 6.1 | 6.4 | 16.8 | 19.0 |
Standard Deviation(%) | NA | 6.5 | 6.8 | 8.3 | 10.7 | 9.2 | NA | NA | 10.2 | 6.8 | 10.6 | 8.1 | 17.6 | 6.5 | 8.9 | 4.0 | 7.9 | 8.4 | 6.2 | 7.1 | 7.7 | 13.5 | 10.9 | 15.8 | 19.8 | 9.8 | 7.1 | 5.9 | 6.6 | 7.5 | 11.6 | 10.4 |
Treynor Ratio | NA | 0.09 | 0.2 | -0.03 | 0.1 | 0.1 | NA | NA | 0.09 | 0.09 | -0.54 | 0.21 | 0.27 | 0.36 | -0.12 | 0.28 | 0.12 | -0.01 | 0.13 | 0.25 | 0.2 | 0.01 | 0.2 | 0.38 | -0.46 | 0.09 | 0.15 | 0.09 | 0.2 | 0.49 | -0.25 | -0.43 |
Alpha | NA | 0.0 | -0.01 | -0.01 | 0.0 | 0.0 | NA | NA | 0.01 | -0.02 | -0.05 | -0.01 | 0.01 | 0.02 | -0.01 | 0.02 | 0.01 | 0.0 | 0.0 | -0.01 | 0.01 | 0.0 | 0.01 | 0.03 | -0.01 | 0.02 | 0.01 | 0.01 | 0.02 | 0.03 | 0.0 | -0.04 |
Beta | NA | 0.52 | 0.54 | 0.38 | 0.45 | 0.47 | NA | NA | 0.49 | 0.45 | 0.31 | 0.59 | 0.5 | 0.5 | 0.51 | 0.53 | 0.58 | 0.52 | 0.52 | 0.62 | 0.59 | 0.57 | 0.59 | 0.57 | 0.47 | 0.59 | 0.65 | 0.52 | 0.5 | 0.4 | 0.42 | 0.31 |
RSquared | NA | 0.87 | 0.86 | 0.61 | 0.81 | 0.84 | NA | NA | 0.86 | 0.74 | 0.51 | 0.91 | 0.95 | 0.93 | 0.96 | 0.81 | 0.91 | 0.93 | 0.92 | 0.92 | 0.95 | 0.97 | 0.95 | 0.95 | 0.94 | 0.92 | 0.85 | 0.84 | 0.73 | 0.83 | 0.89 | 0.4 |
Sortino Ratio | NA | 1.1 | 2.4 | -0.17 | 0.57 | 0.72 | NA | NA | 0.62 | 0.89 | -1.97 | 2.16 | 0.98 | 4.12 | -0.91 | 6.09 | 1.22 | -0.1 | 1.48 | 3.16 | 2.31 | 0.04 | 1.55 | 1.95 | -1.45 | 0.69 | 2.12 | 1.11 | 2.17 | 4.06 | -1.31 | -1.67 |
Yield(%) | N/A | 0.97 | 3.4 | 2.63 | 2.47 | 2.4 | N/A | N/A | 2.71 | 3.4 | 1.79 | 2.05 | 1.98 | 2.49 | 2.25 | 2.38 | 2.43 | 2.26 | 2.54 | 2.46 | 2.92 | 2.77 | 2.67 | 3.19 | 3.15 | 3.32 | 3.19 | 2.95 | 3.02 | 3.34 | 3.06 | 1.76 |
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%.
This portfolio belongs to the North Carolina National College Savings Program. It rebalances once a year.