Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
401k Investor
California State University and Public Employees Savings Plus Plan
California State University and Public Employees Savings Plus Plan Asset Allocation Composite Moderate
California State University and Public Employees Savings Plus Plan Asset Allocation Composite Moderate
live (public) 1.04% 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% | Bond Index Fund | 38.75% |
| US Equity | NBSTX (NEUBERGER BERMAN SOCIALLY RESPONSIVE FUND TRUST CLASS) | 1.52% | NEUBERGER BERMAN SOCIALLY RESPONSIVE FUND TRUST CLASS | 13.70% |
| US Equity | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 1.85% | Large Cap Index Fund | 14.26% |
| CASH | CASH (CASH) | 0.0% | Short Term Investment Fund -Cash | 0.10% |
| International Equity | VGTSX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES) | 0.80% | VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES | 33.19% |
* 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** |
|---|---|---|---|---|---|---|
| California State University and Public Employees Savings Plus Plan Asset Allocation Composite Moderate | 2.7% | 15.2% | 2.2% | 5.0% | 4.8% | 5.9% |
| VFINX (Vanguard (S&P 500) Index) | -3.3% | 9.9% | 13.9% | 15.8% | 12.2% | 13.5% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | -3.1% | 2.6% | 5.9% | 6.3% | 6.4% | 8.0% |
* 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(%) | 0.8 | 2.7 | 15.2 | 2.2 | 5.0 | 4.8 | 5.9 | 6.2 | 6.3 | 6.6 | 7.1 | 8.2 | 11.5 | -14.7 | 9.9 | 8.6 | 18.2 | -6.6 | 13.0 | 6.4 | -4.4 | 4.9 | 16.0 | 12.2 | -1.0 | 10.9 | 19.1 | -2.9 | 6.7 | 10.0 | 6.8 | 13.1 | 19.9 | 5.3 | 6.2 |
| Sharpe Ratio | NA | 0.09 | 0.21 | -0.09 | 0.34 | 0.36 | NA | NA | NA | NA | 0.74 | 0.23 | 0.94 | -1.56 | 1.17 | 1.22 | 2.53 | -0.91 | 3.06 | 0.94 | -0.65 | 0.77 | 2.16 | 1.5 | -0.07 | 1.1 | 2.04 | -0.64 | 0.4 | 0.88 | 0.68 | 1.6 | 2.91 | 1.06 | 0.87 |
| Draw Down(%) | NA | 2.6 | 4.1 | 12.6 | 15.9 | 15.9 | NA | NA | NA | NA | 15.9 | 4.1 | 5.9 | 15.5 | 3.5 | 9.2 | 3.3 | 12.6 | 1.6 | 4.1 | 8.6 | 5.1 | 5.4 | 6.7 | 13.9 | 8.1 | 4.7 | 8.4 | 6.6 | 8.3 | 4.5 | 6.9 | 4.1 | 2.6 | 3.4 |
| Standard Deviation(%) | NA | 8.3 | 7.4 | 8.3 | 8.1 | 7.5 | NA | NA | NA | NA | 7.9 | 7.2 | 7.7 | 10.3 | 8.4 | 6.9 | 6.6 | 8.7 | 4.1 | 6.6 | 6.9 | 6.4 | 7.4 | 8.1 | 14.5 | 9.8 | 9.3 | 5.9 | 9.4 | 7.7 | 6.8 | 7.6 | 6.6 | 3.9 | 4.5 |
| Treynor Ratio | NA | 0.01 | 0.03 | -0.02 | 0.13 | 0.1 | NA | NA | NA | NA | 0.27 | 0.03 | 0.14 | -0.51 | 0.18 | 2.03 | 0.33 | -0.16 | 0.23 | 0.2 | -0.15 | 0.09 | 0.25 | 0.2 | -0.02 | 0.32 | 1.69 | 1.35 | 0.07 | 0.1 | 0.08 | 0.21 | 1.27 | -0.52 | -1.23 |
| Alpha | NA | 0.01 | -0.02 | -0.01 | 0.0 | 0.0 | NA | NA | NA | NA | 0.02 | -0.02 | -0.01 | -0.04 | -0.02 | 0.03 | 0.01 | -0.02 | 0.01 | 0.01 | -0.02 | 0.0 | -0.01 | 0.01 | -0.01 | 0.02 | 0.06 | -0.02 | 0.01 | 0.0 | 0.02 | 0.03 | 0.06 | 0.01 | 0.01 |
| Beta | NA | 0.62 | 0.52 | 0.39 | 0.22 | 0.28 | NA | NA | NA | NA | 0.22 | 0.5 | 0.53 | 0.32 | 0.56 | 0.04 | 0.5 | 0.49 | 0.54 | 0.31 | 0.3 | 0.53 | 0.64 | 0.61 | 0.6 | 0.34 | 0.11 | -0.03 | 0.56 | 0.7 | 0.58 | 0.58 | 0.15 | -0.08 | -0.03 |
| RSquared | NA | 0.99 | 0.84 | 0.63 | 0.32 | 0.43 | NA | NA | NA | NA | 0.28 | 0.79 | 0.8 | 0.56 | 0.76 | 0.04 | 0.9 | 0.94 | 0.78 | 0.37 | 0.47 | 0.9 | 0.91 | 0.93 | 0.94 | 0.39 | 0.11 | 0.04 | 0.91 | 0.84 | 0.78 | 0.7 | 0.15 | 0.28 | 0.02 |
| Sortino Ratio | NA | 0.13 | 0.28 | -0.13 | 0.47 | 0.49 | NA | NA | NA | NA | 1.02 | 0.3 | 1.36 | -1.97 | 1.66 | 1.59 | 3.74 | -1.16 | 4.89 | 1.25 | -0.85 | 1.06 | 3.1 | 2.29 | -0.09 | 1.58 | 3.08 | -0.87 | 0.53 | 1.29 | 0.98 | 2.27 | 4.59 | 1.55 | 1.26 |
| Yield(%) | N/A | 0.0 | 2.3 | 2.8 | 2.7 | 2.8 | 4.2 | 4.2 | 5.3 | 5.3 | 2.87 | 2.4 | 4.5 | 1.8 | 1.5 | 2.0 | 2.2 | 3.3 | 2.0 | 3.5 | 1.1 | 5.3 | 3.1 | 2.8 | 2.3 | 3.0 | 3.4 | 1.3 | 2.8 | 2.3 | 2.4 | 2.4 | 3.5 | 3.8 | 4.9 |
| Dividend Growth(%) | N/A | -100.0 | -38.2 | 70.3 | 31.1 | 45.3 | N/A | N/A | N/A | N/A | N/A | -39.6 | 111.0 | 36.3 | -23.2 | 10.7 | -38.5 | 91.3 | -39.9 | 204.3 | -78.4 | 93.3 | 24.6 | 20.4 | -14.0 | 7.5 | 150.8 | -50.8 | 32.3 | 6.0 | 13.3 | -18.1 | -3.3 | -17.5 | 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 California State University and Public Employees Savings Plus Plan.
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>