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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) 0.59% February 28
Delayed
Holdings (As of 10/31/2024)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | VFICX (VANGUARD INTERMEDIATE-TERM INVESTMENT-GRADE FUND INVESTOR SHARES) | 0.12% | Washington State Bond Fund | 39.50% |
| US Equity | FDGRX (FIDELITY GROWTH COMPANY FUND FIDELITY GROWTH COMPANY FUND) | 2.82% | Fidelity Growth Company Fund | 14.19% |
| US Equity | MALRX (BlackRock Lg Cap Core I) | 1.95% | Active U.S. Core Stock Fund | 13.27% |
| International Equity | EFA (iShares MSCI EAFE ETF) | 0.61% | International Stock Fund | 33.04% |
* 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** |
|---|---|---|---|---|---|---|
| Washington State Deferred Compensation Program Asset Allocation Composite Moderate | 4.0% | 15.1% | 1.5% | 5.9% | 6.2% | 7.4% |
| VFINX (Vanguard (S&P 500) Index) | 6.0% | 14.9% | 18.3% | 16.7% | 13.3% | 14.8% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.7% | 11.2% | 11.6% | 9.1% | 8.3% | 9.6% |
* 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(%) | 1.4 | 4.0 | 15.1 | 1.5 | 5.9 | 6.2 | 7.4 | 7.5 | 7.4 | 7.6 | 8.4 | 5.8 | 8.8 | -12.8 | 6.8 | 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 |
| Sharpe Ratio | NA | 0.32 | 0.04 | -0.15 | 0.4 | 0.47 | NA | NA | NA | NA | 0.8 | -0.09 | 0.55 | -1.41 | 0.67 | 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 |
| Draw Down(%) | NA | 2.0 | 5.9 | 15.2 | 18.4 | 18.4 | NA | NA | NA | NA | 19.4 | 5.9 | 7.4 | 13.9 | 5.3 | 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 |
| Standard Deviation(%) | NA | 8.8 | 8.7 | 8.8 | 9.2 | 8.9 | NA | NA | NA | NA | 8.9 | 8.6 | 8.1 | 10.0 | 10.2 | 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 |
| Treynor Ratio | NA | 0.05 | 0.01 | -0.03 | 0.14 | 0.13 | NA | NA | NA | NA | 0.31 | -0.01 | 0.09 | -0.46 | 0.1 | 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 | 0.06 | -0.02 | -0.02 | 0.0 | 0.0 | NA | NA | NA | NA | 0.02 | -0.04 | -0.02 | -0.03 | -0.04 | 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 | 0.58 | 0.59 | 0.39 | 0.26 | 0.32 | NA | NA | NA | NA | 0.23 | 0.6 | 0.51 | 0.31 | 0.66 | 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 |
| RSquared | NA | 0.78 | 0.76 | 0.58 | 0.36 | 0.42 | NA | NA | NA | NA | 0.25 | 0.76 | 0.67 | 0.56 | 0.71 | 0.17 | 0.91 | 0.93 | 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 |
| Sortino Ratio | NA | 0.48 | 0.06 | -0.21 | 0.55 | 0.62 | NA | NA | NA | NA | 1.11 | -0.12 | 0.8 | -1.79 | 0.92 | 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 | N/A | 3.6 | 3.7 | 4.9 | 5.3 | 7.3 | 7.3 | 9.3 | 9.3 | 4.31 | 3.9 | 3.4 | 4.0 | 3.9 | 5.7 | 2.2 | 2.2 | 9.3 | 4.1 | 2.7 | 3.3 | 3.4 | 3.9 | 4.1 | 4.1 | 5.3 | 5.3 | 3.1 | 3.5 | 3.7 | 3.6 | 4.3 | 6.0 | 6.9 |
| Dividend Growth(%) | N/A | N/A | 24.4 | 10.0 | 48.6 | 119.7 | N/A | N/A | N/A | N/A | N/A | 25.1 | -27.3 | 10.5 | -20.5 | 208.0 | -1.8 | -73.9 | 150.3 | 49.1 | -14.5 | 12.4 | 0.5 | -3.9 | 11.6 | -0.8 | -11.6 | 83.4 | -1.0 | 3.3 | 16.2 | 3.7 | -20.8 | -5.8 | 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 Washington State Deferred Compensation Program
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