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Washington State Deferred Compensation Program
Washington State Deferred Compensation Program Asset Allocation Composite Moderate
Washington State Deferred Compensation Program Asset Allocation Composite Moderate
live (public) 0.09% February 26
Delayed
Holdings (As of 12/31/2020)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | VFICX (Vanguard Interm-Term Invmt-Grade Inv) | 0.10% | Washington State Bond Fund | 38.42% |
| US Equity | FDGRX (Fidelity Growth Company) | 0.42% | Fidelity Growth Company Fund | 20.80% |
| US Equity | IWM (iShares Russell 2000) | 0.18% | U.S. Small Stock Index Fund | 25.28% |
| International Equity | EFA (iShares MSCI EAFE) | 0.76% | International Stock Fund | 15.50% |
* Day change on 12/31/2020.
Previous
Beta
Performance (As of 02/26/2021)
Inception Date: 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Washington State Deferred Compensation Program Asset Allocation Composite Moderate | 2.7% | 22.2% | 10.4% | 11.1% | 8.6% | 8.8% |
| VFINX (Vanguard (S&P 500) Index) | 1.7% | 24.4% | 13.1% | 16.5% | 13.3% | 9.6% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 0.8% | 17.6% | 10.9% | 11.8% | 9.6% | 7.9% |
* YTD: Year to Date
** AR: Annualized Return
| Last 1 Week* | YTD*(2021) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Inception** | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AR(%) | -2.9 | 2.7 | 22.2 | 10.4 | 11.1 | 8.6 | 8.8 | 9.8 | 18.4 | 19.4 | -5.2 | 12.7 | 10.5 | -1.9 | 3.9 | 18.0 | 14.4 | 0.6 | 13.8 | 25.1 | -11.3 | 8.4 | 12.3 | 7.3 | 12.1 | 25.0 | 10.1 | 8.3 |
| SR | NA | 0.22 | 2.35 | 1.09 | 1.15 | 0.89 | NA | 1.0 | 2.03 | 2.55 | -0.66 | 1.19 | 1.39 | -0.26 | 0.55 | 2.25 | 1.66 | 0.04 | 1.33 | 2.55 | -1.45 | 0.57 | 1.06 | 0.72 | 1.32 | 2.87 | 1.68 | 0.99 |
| DD(%) | NA | 3.7 | 9.2 | 12.9 | 13.5 | 13.5 | NA | 19.4 | 12.9 | 3.4 | 12.7 | 7.0 | 4.4 | 7.9 | 5.4 | 5.7 | 7.4 | 13.3 | 8.4 | 4.4 | 17.1 | 5.6 | 7.9 | 4.4 | 7.0 | 3.7 | 3.6 | 4.4 |
| SD(%) | NA | 12.2 | 9.4 | 8.7 | 9.0 | 9.3 | NA | 8.9 | 8.9 | 7.1 | 9.8 | 10.2 | 7.4 | 7.5 | 7.1 | 8.0 | 8.6 | 15.2 | 10.3 | 9.8 | 8.5 | 9.6 | 8.5 | 7.1 | 8.4 | 8.5 | 5.3 | 6.1 |
| TR | NA | 0.04 | 2.06 | 0.42 | 0.39 | 0.22 | NA | 0.43 | 1.72 | 0.33 | -0.12 | 0.17 | 0.29 | -0.06 | 0.07 | 0.26 | 0.22 | 0.01 | 0.41 | 3.08 | 2.58 | 0.1 | 0.11 | 0.08 | 0.17 | 1.23 | -0.87 | -1.25 |
| Alpha(%) | NA | 0.04 | 0.07 | 0.03 | 0.02 | 0.02 | NA | 0.03 | 0.06 | 0.01 | -0.01 | 0.0 | 0.03 | -0.01 | -0.01 | 0.0 | 0.02 | 0.0 | 0.03 | 0.08 | -0.06 | 0.02 | 0.0 | 0.02 | 0.02 | 0.07 | 0.02 | 0.02 |
| Beta(%) | NA | 0.68 | 0.11 | 0.22 | 0.27 | 0.38 | NA | 0.2 | 0.11 | 0.54 | 0.55 | 0.69 | 0.36 | 0.35 | 0.59 | 0.68 | 0.65 | 0.63 | 0.33 | 0.08 | -0.05 | 0.56 | 0.79 | 0.63 | 0.66 | 0.2 | -0.1 | -0.05 |
| RS | NA | 0.76 | 0.15 | 0.35 | 0.33 | 0.51 | NA | 0.21 | 0.17 | 0.91 | 0.92 | 0.21 | 0.41 | 0.51 | 0.89 | 0.89 | 0.93 | 0.94 | 0.34 | 0.05 | 0.05 | 0.88 | 0.87 | 0.83 | 0.76 | 0.16 | 0.25 | 0.03 |
| SR | NA | 0.29 | 3.25 | 1.47 | 1.53 | 1.2 | NA | 1.39 | 2.75 | 3.72 | -0.85 | 1.52 | 1.89 | -0.35 | 0.77 | 3.22 | 2.55 | 0.05 | 1.94 | 3.99 | -1.83 | 0.76 | 1.58 | 1.04 | 1.85 | 4.47 | 2.46 | 1.45 |
| Yield(%) | N/A | 0.07 | 5.56 | 3.27 | 4.57 | 3.99 | N/A | 4.36 | 5.75 | 2.24 | 2.15 | 9.32 | 4.13 | 2.72 | 3.33 | 3.42 | 3.9 | 4.09 | 4.14 | 5.35 | 5.33 | 3.14 | 3.51 | 3.73 | 3.57 | 4.35 | 6.01 | 6.88 |
*: 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 Washington State Deferred Compensation Program
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