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401k Investor
City and County of San Francisco 457 Deferred Compensation Plan
City and County of San Francisco 457 Deferred Compensation Plan Asset Allocation Composite Moderate
City and County of San Francisco 457 Deferred Compensation Plan Asset Allocation Composite Moderate
live (public) 0.57% April 19
Delayed
Holdings (As of 02/29/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
General Bond | STABLEVALUE (STABLEVALUE) | 0.0% | SFDCP Stable Value Portfolio | 39.04% |
US Equity | FCNTX (Fidelity Contrafund) | 0.66% | SFDCP Lg Cap Core Equity Active Port. | 11.09% |
US Equity | RGAFX (GROWTH FUND OF AMERICA CLASS R-5) | 0.66% | SFDCP Large Cap Growth Equity Portfolio | 11.44% |
Real Estate | MSUSX (U.S. REAL ESTATE PORTFOLIO CLASS I) | 0.69% | SFDCP Real Estate Portfolio | 9.79% |
International Equity | TISVX (TRANSAMERICA INTERNATIONAL SMALL CAP VALUE I) | 0.21% | SFDCP Small Cap Value Equity Portfolio | 14.25% |
International Equity | RERFX (EUROPACIFIC GROWTH FUND CLASS R-5) | 0.05% | SFDCP International Equity Portfolio | 14.39% |
* Day change on 02/29/2024.
Beta
Performance (As of 04/19/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
City and County of San Francisco 457 Deferred Compensation Plan Asset Allocation Composite Moderate | 5.2% | 21.2% | 8.8% | 9.9% | 8.1% | 9.6% |
VFINX (Vanguard (S&P 500) Index) | 5.4% | 23.1% | 8.1% | 13.3% | 12.4% | 14.7% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 1.6% | 12.8% | 2.5% | 7.6% | 7.6% | 9.7% |
* 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(%) | -1.5 | 5.2 | 21.2 | 8.8 | 9.9 | 8.1 | 9.6 | 8.9 | 9.6 | 23.9 | -5.1 | 9.2 | 7.7 | 20.9 | -3.0 | 14.7 | 5.4 | 0.4 | 5.1 | 18.2 | 15.2 | -2.6 | 12.4 | 23.9 | -5.1 | 11.5 | 9.8 | 6.9 | 14.0 | 22.8 | 10.1 | 8.7 |
Sharpe Ratio | NA | 0.59 | 2.47 | 0.78 | 1.03 | 0.92 | NA | NA | 1.06 | 2.68 | -0.64 | 1.06 | 1.02 | 2.81 | -0.44 | 3.01 | 0.81 | 0.05 | 0.74 | 2.57 | 1.96 | -0.18 | 1.27 | 2.62 | -0.93 | 0.95 | 0.91 | 0.72 | 1.62 | 2.88 | 2.22 | 1.17 |
Draw Down(%) | NA | 2.7 | 3.9 | 15.0 | 15.0 | 15.0 | NA | NA | 15.2 | 3.9 | 14.9 | 4.2 | 10.6 | 3.5 | 12.8 | 2.0 | 4.6 | 7.1 | 4.8 | 4.7 | 5.9 | 15.2 | 8.4 | 4.4 | 6.0 | 6.6 | 8.5 | 4.8 | 6.5 | 4.0 | 2.4 | 4.1 |
Standard Deviation(%) | NA | 6.9 | 7.0 | 8.5 | 8.1 | 7.6 | NA | NA | 8.0 | 7.3 | 10.1 | 8.6 | 7.4 | 6.9 | 9.6 | 4.7 | 6.4 | 7.3 | 6.9 | 7.1 | 7.7 | 14.8 | 9.7 | 9.1 | 6.5 | 9.0 | 7.2 | 6.5 | 8.1 | 7.7 | 4.1 | 5.4 |
Treynor Ratio | NA | 0.07 | 0.32 | 0.17 | 0.37 | 0.24 | NA | NA | 0.38 | 0.39 | -0.2 | 0.16 | 1.4 | 0.37 | -0.08 | 0.25 | 0.18 | 0.01 | 0.09 | 0.3 | 0.26 | -0.04 | 0.31 | 2.07 | 4.47 | 0.16 | 0.1 | 0.08 | 0.21 | 1.07 | -1.31 | -1.38 |
Alpha | NA | 0.03 | 0.03 | 0.02 | 0.02 | 0.02 | NA | NA | 0.03 | 0.03 | 0.0 | -0.02 | 0.03 | 0.02 | 0.0 | 0.01 | 0.01 | 0.0 | -0.01 | 0.0 | 0.03 | -0.01 | 0.03 | 0.07 | -0.03 | 0.03 | 0.0 | 0.02 | 0.03 | 0.06 | 0.03 | 0.02 |
Beta | NA | 0.55 | 0.54 | 0.39 | 0.23 | 0.29 | NA | NA | 0.22 | 0.51 | 0.32 | 0.57 | 0.05 | 0.52 | 0.54 | 0.56 | 0.29 | 0.4 | 0.57 | 0.61 | 0.58 | 0.62 | 0.4 | 0.12 | -0.01 | 0.52 | 0.64 | 0.56 | 0.63 | 0.21 | -0.07 | -0.05 |
RSquared | NA | 0.85 | 0.82 | 0.64 | 0.35 | 0.45 | NA | NA | 0.29 | 0.81 | 0.58 | 0.74 | 0.06 | 0.89 | 0.91 | 0.64 | 0.35 | 0.73 | 0.89 | 0.91 | 0.92 | 0.94 | 0.56 | 0.12 | 0.01 | 0.86 | 0.79 | 0.79 | 0.74 | 0.21 | 0.19 | 0.03 |
Sortino Ratio | NA | 0.91 | 4.03 | 1.1 | 1.42 | 1.27 | NA | NA | 1.49 | 4.35 | -0.84 | 1.51 | 1.32 | 4.14 | -0.57 | 4.78 | 1.08 | 0.07 | 1.02 | 3.77 | 3.04 | -0.23 | 1.82 | 4.01 | -1.22 | 1.32 | 1.33 | 1.04 | 2.29 | 4.51 | 3.38 | 1.7 |
Yield(%) | N/A | 3.69 | 14.83 | 12.03 | 8.79 | 6.23 | N/A | N/A | 5.6 | 14.6 | 12.98 | 4.85 | 4.91 | 3.09 | 3.49 | 4.89 | 5.82 | 1.32 | 2.97 | 3.82 | 4.48 | 2.97 | 4.79 | 5.86 | 3.94 | 7.06 | 4.72 | 3.75 | 4.76 | 3.16 | 8.14 | 8.82 |
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 City and County of San Francisco 457 Deferred Compensation Plan