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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) 0.01% April 24
Delayed
Holdings (As of 02/29/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
General Bond | VBISX (VANGUARD SHORT-TERM BOND INDEX FUND INVESTOR SHARES) | 0.10% | Short Term Investment Fund | 37.80% |
General Bond | VBMFX (VANGUARD TOTAL BOND MARKET INDEX FUND INVESTOR SHARES) | 0.11% | Intermediate Bond Fund | 1.20% |
US Equity | NBSTX (NEUBERGER BERMAN SOCIALLY RESPONSIVE FUND TRUST CLASS) | 0.62% | Neuberger Berman socially Responsive Fund | 14.41% |
US Equity | NAESX (VANGUARD SMALL-CAP INDEX FUND INVESTOR SHARES) | 0.74% | Small Cap Fund | 12.54% |
CASH | CASH (CASH) | 0.0% | Short Term Investment Fund -Cash | 0.05% |
International Equity | VGTSX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES) | 0.32% | International Fund | 34.00% |
* Day change on 02/29/2024.
Beta
Performance (As of 04/24/2024)
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 | 2.4% | 9.5% | 0.2% | 4.6% | 4.4% | 6.6% |
VFINX (Vanguard (S&P 500) Index) | 6.7% | 24.3% | 8.6% | 13.4% | 12.4% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.5% | 13.6% | 2.7% | 7.6% | 7.6% | 9.6% |
* 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 | 2.4 | 9.5 | 0.2 | 4.6 | 4.4 | 6.6 | 6.5 | 7.0 | 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 | 0.19 | 0.82 | -0.25 | 0.37 | 0.45 | NA | NA | 0.75 | 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 | 3.1 | 5.9 | 15.9 | 15.9 | 15.9 | NA | NA | 15.9 | 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 | 6.8 | 7.0 | 8.5 | 8.1 | 7.4 | NA | NA | 7.9 | 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 | 0.03 | 0.11 | -0.05 | 0.14 | 0.12 | NA | NA | 0.28 | 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 | -0.02 | -0.01 | -0.02 | 0.0 | 0.0 | NA | NA | 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 | 0.49 | 0.51 | 0.39 | 0.22 | 0.27 | NA | NA | 0.21 | 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 | 0.71 | 0.74 | 0.63 | 0.33 | 0.43 | NA | NA | 0.27 | 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 | 0.27 | 1.19 | -0.33 | 0.5 | 0.6 | NA | NA | 1.05 | 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 | 0.68 | 4.3 | 2.66 | 2.39 | 2.71 | N/A | N/A | 2.86 | 4.47 | 1.81 | 1.46 | 2.04 | 2.2 | 3.31 | 1.96 | 3.47 | 1.09 | 5.34 | 3.14 | 2.83 | 2.34 | 3.0 | 3.38 | 1.31 | 2.82 | 2.32 | 2.39 | 2.36 | 3.49 | 3.78 | 4.85 |
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%.
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.