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Ohio Public Employees Deferred Compensation
Ohio Public Employees Deferred Compensation Asset Allocation Composite Moderate
Ohio Public Employees Deferred Compensation Asset Allocation Composite Moderate
live (public) 0.56% April 25
Delayed
Holdings (As of 02/29/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
General Bond | PTRAX (TOTAL RETURN FUND ADMINISTRATIVE) | 0.12% | PIMCO Total Return | 38.12% |
US Equity | FCNTX (Fidelity Contrafund) | 0.66% | Fidelity Contrafund | 14.88% |
US Equity | FDGRX (FIDELITY GROWTH COMPANY FUND FIDELITY GROWTH COMPANY FUND) | 1.07% | Fidelity Growth | 13.53% |
CASH | CASH (CASH) | 0.0% | Money Market | 0.41% |
International Equity | VGTSX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES) | 0.32% | Vanguard total Intl Stock | 16.77% |
International Equity | VWILX (VANGUARD INTERNATIONAL GROWTH FUND ADMIRAL SHARES) | 0.29% | Vanguard International Growth | 16.29% |
* Day change on 02/29/2024.
Beta
Performance (As of 04/25/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Ohio Public Employees Deferred Compensation Asset Allocation Composite Moderate | 2.2% | 11.8% | 0.2% | 5.4% | 5.6% | 7.8% |
VFINX (Vanguard (S&P 500) Index) | 6.2% | 25.8% | 8.0% | 13.3% | 12.4% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.0% | 13.9% | 2.3% | 7.5% | 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(%) | 0.1 | 2.2 | 11.8 | 0.2 | 5.4 | 5.6 | 7.8 | 7.8 | 8.7 | 13.1 | -14.1 | 6.5 | 14.0 | 19.4 | -3.1 | 15.2 | 7.4 | -1.5 | 2.9 | 17.8 | 14.0 | -0.8 | 8.9 | 23.0 | -2.7 | 15.4 | 9.8 | 7.1 | 13.4 | 24.7 | 9.9 | 8.5 |
Sharpe Ratio | NA | 0.12 | 0.95 | -0.22 | 0.43 | 0.55 | NA | NA | 0.92 | 1.05 | -1.39 | 0.66 | 1.85 | 2.51 | -0.43 | 2.88 | 1.09 | -0.21 | 0.43 | 2.44 | 1.65 | -0.06 | 0.92 | 2.44 | -0.49 | 1.2 | 0.81 | 0.81 | 1.66 | 3.33 | 2.16 | 1.21 |
Draw Down(%) | NA | 4.5 | 6.9 | 18.0 | 18.0 | 18.0 | NA | NA | 18.0 | 6.9 | 15.3 | 6.2 | 9.3 | 3.7 | 12.4 | 1.7 | 4.2 | 7.4 | 7.1 | 6.2 | 7.1 | 13.6 | 8.9 | 4.7 | 9.8 | 6.1 | 8.6 | 3.5 | 6.9 | 3.9 | 2.4 | 4.1 |
Standard Deviation(%) | NA | 8.8 | 8.4 | 9.4 | 9.0 | 8.2 | NA | NA | 8.3 | 8.4 | 11.1 | 9.8 | 7.4 | 7.2 | 10.3 | 5.1 | 6.6 | 7.4 | 6.8 | 7.3 | 8.5 | 13.7 | 9.6 | 9.4 | 7.4 | 10.3 | 8.1 | 6.0 | 7.5 | 7.2 | 4.1 | 5.2 |
Treynor Ratio | NA | 0.01 | 0.12 | -0.05 | 0.16 | 0.15 | NA | NA | 0.34 | 0.16 | -0.44 | 0.1 | 3.21 | 0.33 | -0.08 | 0.24 | 0.24 | -0.05 | 0.05 | 0.29 | 0.22 | -0.01 | 0.22 | 1.97 | 1.51 | 0.21 | 0.09 | 0.1 | 0.22 | 1.28 | -1.27 | -1.58 |
Alpha | NA | -0.03 | -0.02 | -0.02 | 0.01 | 0.01 | NA | NA | 0.02 | -0.01 | -0.04 | -0.04 | 0.05 | 0.01 | 0.0 | 0.01 | 0.02 | -0.01 | -0.01 | 0.0 | 0.02 | -0.01 | 0.01 | 0.07 | -0.02 | 0.04 | 0.0 | 0.02 | 0.03 | 0.07 | 0.03 | 0.02 |
Beta | NA | 0.69 | 0.64 | 0.43 | 0.24 | 0.3 | NA | NA | 0.22 | 0.56 | 0.35 | 0.65 | 0.04 | 0.54 | 0.57 | 0.6 | 0.31 | 0.34 | 0.55 | 0.62 | 0.63 | 0.56 | 0.4 | 0.12 | -0.02 | 0.6 | 0.72 | 0.49 | 0.57 | 0.19 | -0.07 | -0.04 |
RSquared | NA | 0.83 | 0.8 | 0.64 | 0.33 | 0.42 | NA | NA | 0.28 | 0.77 | 0.57 | 0.76 | 0.04 | 0.87 | 0.88 | 0.62 | 0.37 | 0.51 | 0.85 | 0.88 | 0.9 | 0.91 | 0.57 | 0.11 | 0.02 | 0.87 | 0.81 | 0.72 | 0.7 | 0.2 | 0.2 | 0.03 |
Sortino Ratio | NA | 0.17 | 1.41 | -0.3 | 0.58 | 0.75 | NA | NA | 1.28 | 1.55 | -1.78 | 0.91 | 2.46 | 3.67 | -0.55 | 4.36 | 1.49 | -0.28 | 0.59 | 3.56 | 2.53 | -0.08 | 1.29 | 3.73 | -0.65 | 1.7 | 1.2 | 1.19 | 2.35 | 5.22 | 3.28 | 1.77 |
Yield(%) | N/A | 0.54 | 3.22 | 3.71 | 3.71 | 3.56 | N/A | N/A | 4.24 | 3.1 | 3.79 | 3.9 | 5.63 | 2.26 | 3.36 | 3.97 | 4.15 | 1.61 | 4.0 | 4.62 | 4.42 | 2.17 | 3.92 | 5.19 | 4.27 | 4.39 | 5.08 | 3.18 | 3.64 | 3.63 | 7.88 | 8.88 |
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 Ohio Public Employees Deferred Compensation