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401k Investor
State of Illinois Employees Deferred Compensation Plan
State of Illinois Employees Deferred Compensation Plan Asset Allocation Composite Moderate
State of Illinois Employees Deferred Compensation Plan Asset Allocation Composite Moderate
live (public) 0.21% April 18
Delayed
Holdings (As of 02/29/2024)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | VBMFX (VANGUARD TOTAL BOND MARKET INDEX FUND INVESTOR SHARES) | 0.11% | T. Rowe Price Bond Trust I | 43.25% |
| US Equity | VIGIX (VANGUARD GROWTH INDEX FUND INSTITUTIONAL SHARES) | 0.81% | Wellington Diversified Growth Portfolio | 12.44% |
| US Equity | VIIIX (VANGUARD INSTITUTIONAL INDEX FUND INSTITUTIONAL PLUS SHARES) | 0.54% | Vanguard Institutional Index Fund Plus (VIIIX) | 12.53% |
| CASH | CASH (CASH) | 0.0% | Vanguard Prime Money Market Fund Institutional Shares(VMRXX) | 0.02% |
| International Equity | VGTSX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES) | 0.32% | Invesco International Growth Equity Trust | 15.93% |
| International Equity | WISIX (WILLIAM BLAIR INTERNATIONAL SMALL CAP GROWTH FUND CLASS I) | 0.08% | William Blair International Small Cap Growth Fun I (WISIX) | 15.83% |
* Day change on 02/29/2024.
Previous
Beta
Performance (As of 04/18/2024)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| State of Illinois Employees Deferred Compensation Plan Asset Allocation Composite Moderate | 8.6% | 14.7% | 2.5% | 7.7% | 6.7% | 8.6% |
| VFINX (Vanguard (S&P 500) Index) | 4.5% | 21.3% | 7.6% | 13.2% | 12.3% | 14.4% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 1.5% | 12.4% | 2.1% | 7.5% | 7.6% | 9.5% |
* 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(%) | -2.4 | 8.6 | 14.7 | 2.5 | 7.7 | 6.7 | 8.6 | 8.3 | 9.0 | 10.5 | -11.4 | 8.9 | 13.6 | 21.1 | -4.3 | 10.8 | 10.6 | -0.8 | 4.1 | 19.7 | 12.2 | -1.2 | 11.8 | 21.0 | 0.6 | 8.7 | 13.3 | 6.1 | 12.6 | 24.9 | 8.4 | 6.4 |
| Sharpe Ratio | NA | 0.47 | 1.03 | 0.02 | 0.65 | 0.68 | NA | NA | 0.97 | 0.81 | -1.19 | 0.88 | 1.68 | 2.84 | -0.59 | 2.23 | 1.63 | -0.13 | 0.63 | 2.76 | 1.58 | -0.09 | 1.24 | 2.12 | -0.05 | 0.61 | 1.35 | 0.59 | 1.57 | 3.92 | 1.74 | 0.88 |
| Draw Down(%) | NA | 3.4 | 6.5 | 15.8 | 15.8 | 15.8 | NA | NA | 15.8 | 6.5 | 13.1 | 5.6 | 9.2 | 3.4 | 12.6 | 1.9 | 4.0 | 7.9 | 5.9 | 5.5 | 6.6 | 13.4 | 7.7 | 5.4 | 6.5 | 6.8 | 8.0 | 4.6 | 6.8 | 2.5 | 2.5 | 3.4 |
| Standard Deviation(%) | NA | 16.2 | 10.6 | 10.3 | 9.5 | 8.3 | NA | NA | 8.2 | 7.7 | 10.7 | 10.1 | 7.9 | 6.9 | 9.6 | 4.6 | 6.4 | 6.7 | 6.5 | 7.1 | 7.7 | 13.7 | 9.5 | 9.8 | 7.1 | 9.4 | 7.4 | 6.6 | 7.5 | 6.2 | 4.2 | 4.7 |
| Treynor Ratio | NA | 0.2 | 0.22 | 0.01 | 0.26 | 0.2 | NA | NA | 0.38 | 0.12 | -0.36 | 0.15 | 2.46 | 0.37 | -0.1 | 0.17 | 0.38 | -0.03 | 0.08 | 0.33 | 0.21 | -0.02 | 0.37 | 1.85 | 0.1 | 0.1 | 0.15 | 0.07 | 0.22 | 1.95 | -0.92 | -1.56 |
| Alpha | NA | 0.08 | 0.01 | -0.01 | 0.01 | 0.01 | NA | NA | 0.03 | -0.01 | -0.02 | -0.02 | 0.05 | 0.02 | -0.01 | 0.0 | 0.03 | 0.0 | -0.01 | 0.01 | 0.02 | -0.01 | 0.03 | 0.07 | -0.01 | 0.02 | 0.01 | 0.01 | 0.03 | 0.07 | 0.02 | 0.02 |
| Beta | NA | 0.38 | 0.49 | 0.41 | 0.23 | 0.29 | NA | NA | 0.21 | 0.52 | 0.35 | 0.58 | 0.05 | 0.53 | 0.54 | 0.58 | 0.27 | 0.32 | 0.53 | 0.6 | 0.57 | 0.57 | 0.32 | 0.11 | -0.04 | 0.56 | 0.67 | 0.56 | 0.54 | 0.12 | -0.08 | -0.03 |
| RSquared | NA | 0.07 | 0.28 | 0.47 | 0.27 | 0.38 | NA | NA | 0.25 | 0.79 | 0.63 | 0.56 | 0.06 | 0.9 | 0.92 | 0.73 | 0.31 | 0.56 | 0.87 | 0.87 | 0.9 | 0.94 | 0.37 | 0.1 | 0.04 | 0.91 | 0.82 | 0.76 | 0.65 | 0.12 | 0.24 | 0.01 |
| Sortino Ratio | NA | 1.45 | 2.26 | 0.04 | 0.96 | 0.98 | NA | NA | 1.38 | 1.2 | -1.55 | 1.21 | 2.32 | 4.19 | -0.76 | 3.41 | 2.27 | -0.17 | 0.87 | 4.04 | 2.44 | -0.12 | 1.79 | 3.25 | -0.07 | 0.83 | 2.04 | 0.86 | 2.2 | 6.47 | 2.59 | 1.28 |
| Yield(%) | N/A | 0.69 | 3.75 | 4.45 | 3.91 | 3.82 | N/A | N/A | 3.96 | 3.72 | 4.07 | 5.27 | 4.33 | 2.2 | 2.56 | 6.34 | 4.37 | 2.6 | 3.05 | 2.77 | 3.03 | 2.37 | 2.99 | 3.4 | 4.41 | 3.37 | 3.71 | 4.8 | 5.1 | 3.64 | 5.98 | 6.22 |
| 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 State of Illinois Employees Deferred Compensation Plan
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