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CalSavers Retirement Plan
CalSavers Retirement Plan Strategic Asset Allocation - Equal Weight Moderate
CalSavers Retirement Plan Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.01% May 16
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
CASH | CASH (CASH) | 0.0% | State Street Institutional U.S. Government Money Market Fund GVMXX | 33.26% |
International Equity | SSGLX (STATE STREET GLOBAL EQUITY EX-U.S. INDEX FUND CLASS K) | 0.03% | State Street Global Eq ex-US Index K | 31.69% |
US Equity | SSSYX (STATE STREET EQUITY 500 INDEX FUND CLASS K) | 0.11% | State Street Equity 500 Index Fund | 35.05% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/16/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
CalSavers Retirement Plan Strategic Asset Allocation - Equal Weight Moderate | 6.7% | 15.7% | 4.5% | 3.1% | 4.0% | 2.7% |
VFINX (Vanguard (S&P 500) Index) | 11.7% | 29.3% | 9.9% | 14.8% | 13.0% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 17.4% | 3.9% | 8.5% | 8.0% | 9.8% |
* 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(%) | 1.4 | 6.7 | 15.7 | 4.5 | 3.1 | 4.0 | 2.7 | 2.5 | 2.3 | 14.5 | -11.0 | 11.8 | 591.6 | -84.9 | -6.8 | 16.3 | 6.1 | -1.1 | 2.6 | 0.0 | 0.1 | 0.0 | 0.1 | 0.1 | 0.9 | 3.0 | 3.3 | 2.2 | 0.9 | 0.7 | 1.1 | 2.3 |
Sharpe Ratio | NA | 0.82 | 1.76 | 0.22 | 0.01 | 0.03 | NA | NA | 0.02 | 1.41 | -0.94 | 1.49 | 3.07 | -0.37 | -0.87 | 3.81 | 0.68 | -0.13 | 0.87 | 0.41 | 0.61 | 0.02 | 0.56 | 0.09 | 0.15 | 1.01 | 2.79 | 0.96 | 0.31 | 0.0 | 0.01 | 0.01 |
Draw Down(%) | NA | 3.1 | 6.8 | 17.3 | 90.0 | 90.0 | NA | NA | 90.0 | 6.8 | 17.3 | 3.6 | 21.2 | 90.0 | 13.2 | 1.3 | 6.3 | 9.3 | 3.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation(%) | NA | 6.6 | 6.8 | 9.6 | 135.1 | 95.6 | NA | NA | 62.6 | 7.3 | 13.2 | 7.9 | 192.7 | 231.6 | 9.3 | 4.1 | 8.7 | 8.6 | 2.9 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Treynor Ratio | NA | 0.1 | 0.23 | 0.04 | 0.01 | 0.02 | NA | NA | 0.02 | 0.21 | -0.25 | 0.21 | 1.93 | -2.25 | -0.16 | 0.3 | 0.1 | -0.02 | 0.22 | 2.63 | -1.83 | 0.23 | 15.49 | -1.18 | -11.07 | -20.97 | -138.15 | 2.2 | 0.47 | 0.05 | -0.12 | -0.03 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.34 | 0.16 | NA | NA | 0.08 | 0.0 | -0.01 | -0.01 | 2.05 | -0.23 | -0.02 | 0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Beta | NA | 0.53 | 0.53 | 0.51 | 1.85 | 1.47 | NA | NA | 0.53 | 0.5 | 0.51 | 0.56 | 3.06 | 0.38 | 0.52 | 0.51 | 0.6 | 0.52 | 0.12 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
RSquared | NA | 0.87 | 0.81 | 0.84 | 0.02 | 0.02 | NA | NA | 0.01 | 0.81 | 0.85 | 0.86 | 0.03 | 0.0 | 0.91 | 0.7 | 0.82 | 0.88 | 0.21 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 |
Sortino Ratio | NA | 1.24 | 2.64 | 0.31 | 0.01 | 0.04 | NA | NA | 0.03 | 2.12 | -1.28 | 2.14 | 29.45 | -0.37 | -1.1 | 6.2 | 0.95 | -0.18 | 1.41 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Yield(%) | N/A | 0.46 | 3.03 | 2.7 | 2.65 | 2.73 | N/A | N/A | 2.17 | 3.34 | 1.81 | 2.53 | 8.57 | 4.35 | 4.23 | 4.04 | 1.87 | 2.92 | 1.0 | 0.03 | 0.05 | 0.03 | 0.09 | 0.1 | 0.93 | 3.02 | 3.3 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
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
This model portfolio uses Strategic Asset Allocation - Equal Weight
. The allocations are diversified by investing in the 3 major asset classes: US Equity, Fixed Income, Foreign Equity
that are covered in CalSavers Retirement Plan. It then selects one or two funds for each of the 3 major asset classes.
1.Risk allocation: the risk profile of this portfolio 40.
The total allocation of the fixed income assets should be at least 40%.
2.Asset weights: risk assets selected are equally weighted by
default.
3.Fund selection: about one or two top performing funds among 5 available funds in the plan are chosen for each asset selected. They are usually equally weighted within
the asset by default.
4.Rebalance frequency: the portfolio is reviewed by the strategy program monthly
and the above steps are repeated. Asset weights are rebalanced back to target allocation if it is necessary.
5.
Simulation: Performance data before this portfolio went public on
11/01/2021
are obtained from historical simulation. They are hypothetical.