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University of California Retirement Savings Program On Fidelity
University of California Retirement Savings Program On Fidelity Asset Allocation Composite Moderate
University of California Retirement Savings Program On Fidelity Asset Allocation Composite Moderate
live (public) 0.48% November 12
Delayed
Holdings (As of 08/31/2018)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | CBDIX (CALVERT BOND PORTFOLIO CLASS I) | 0.0% | CALVERT BOND I | 39.52% |
| US Equity | FOCKX (FIDELITY OTC PORTFOLIO CLASS K) | 0.07% | FID OTC K | 11.12% |
| US Equity | FBGKX (FIDELITY BLUE CHIP GROWTH FUND CLASS K) | 0.13% | FID BLUE CHIP GR K | 10.90% |
| Real Estate | FSRVX (FIDELITY REAL ESTATE INDEX FUND PREMIUM CLASS) | 0.25% | SPTN REAL ES IDX ADV | 10.91% |
| International Equity | FOSKX (FIDELITY OVERSEAS FUND CLASS K) | 0.73% | FID OVERSEAS K | 9.82% |
| International Equity | FSPNX (FIDELITY INTERNATIONAL INDEX FUND INSTITUTIONAL) | 0.85% | SPTN INTL INDEX INS | 9.63% |
| Emerging Market Equity | FKEMX (FIDELITY EMERGING MARKETS FUND CLASS K) | 0.07% | FID EMERGING MKTS K | 8.10% |
* Day change on 08/31/2018.
Previous
Beta
Performance (As of 11/12/2018)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| University of California Retirement Savings Program On Fidelity Asset Allocation Composite Moderate | 2.7% | 7.2% | 8.5% | 7.5% | 8.4% | 8.5% |
| VFINX (Vanguard (S&P 500) Index) | 2.2% | 11.3% | 18.4% | 16.2% | 12.9% | 14.0% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.4% | 8.8% | 11.8% | 8.8% | 8.1% | 9.1% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.4 | 7.2 | 8.5 | 7.5 | 8.4 | 8.5 | 9.2 | 0.0 | 8.1 | -2.2 | 16.7 | 3.9 | 0.6 | 7.0 | 11.6 | 12.5 | 0.4 | 18.2 | 9.9 | 5.6 | 5.8 | 15.5 | 8.4 | 10.4 | 21.6 | 0.5 | 1.4 |
| Sharpe Ratio | NA | -0.25 | 0.77 | 0.71 | 0.83 | NA | NA | NA | 0.88 | -0.4 | 3.35 | 0.45 | 0.08 | 1.09 | 1.68 | 1.73 | 0.03 | 1.56 | 0.79 | 0.56 | 0.29 | 1.62 | 1.03 | 1.54 | 3.59 | -0.2 | -0.35 |
| Draw Down(%) | NA | 7.6 | 7.6 | 10.8 | 12.4 | NA | NA | NA | 12.4 | 7.6 | 1.8 | 6.6 | 8.5 | 5.0 | 7.1 | 6.1 | 12.4 | 8.6 | 11.9 | 5.9 | 6.5 | 7.4 | 3.9 | 5.8 | 3.0 | 2.5 | 3.8 |
| Standard Deviation(%) | NA | 8.0 | 7.2 | 7.1 | 9.1 | NA | NA | NA | 8.1 | 8.3 | 4.8 | 8.1 | 7.9 | 6.4 | 6.8 | 7.2 | 13.9 | 11.6 | 12.3 | 8.3 | 9.9 | 7.6 | 6.1 | 6.2 | 5.8 | 3.0 | 2.5 |
| Treynor Ratio | NA | -0.04 | 0.11 | 0.1 | 0.22 | NA | NA | NA | 0.33 | -0.07 | 0.31 | 0.07 | 0.01 | 0.14 | 0.21 | 0.24 | 0.01 | 0.36 | 0.82 | -0.58 | 0.05 | 0.19 | 0.13 | 0.23 | 1.15 | -0.22 | -0.23 |
| Alpha | NA | -0.02 | 0.0 | 0.0 | 0.01 | NA | NA | NA | 0.02 | -0.02 | 0.02 | -0.01 | 0.0 | 0.01 | -0.01 | 0.02 | 0.0 | 0.04 | 0.03 | 0.01 | 0.01 | 0.02 | 0.02 | 0.02 | 0.06 | 0.0 | 0.0 |
| Beta | NA | 0.5 | 0.52 | 0.5 | 0.35 | NA | NA | NA | 0.22 | 0.5 | 0.52 | 0.55 | 0.45 | 0.49 | 0.56 | 0.52 | 0.56 | 0.51 | 0.12 | -0.08 | 0.57 | 0.65 | 0.5 | 0.42 | 0.18 | 0.03 | 0.04 |
| RSquared | NA | 0.83 | 0.78 | 0.77 | 0.46 | NA | NA | NA | 0.25 | 0.87 | 0.53 | 0.78 | 0.78 | 0.76 | 0.82 | 0.83 | 0.9 | 0.63 | 0.07 | 0.16 | 0.86 | 0.74 | 0.71 | 0.57 | 0.28 | 0.06 | 0.11 |
| Sortino Ratio | NA | -0.32 | 1.05 | 0.97 | 1.18 | NA | NA | NA | 1.25 | -0.51 | 5.1 | 0.62 | 0.11 | 1.56 | 2.34 | 2.62 | 0.04 | 2.3 | 1.17 | 0.78 | 0.39 | 2.47 | 1.57 | 2.17 | 5.92 | -0.27 | -0.48 |
| Yield(%) | N/A | 3.5 | 3.3 | 3.8 | 5.1 | 7.5 | 7.5 | 6.9 | 0.0 | 1.9 | 3.6 | 2.7 | 3.1 | 3.8 | 4.3 | 3.0 | 3.5 | 2.7 | 5.1 | 5.0 | 4.9 | 5.6 | 3.7 | 3.7 | 3.2 | 1.8 | 2.3 |
| Dividend Growth(%) | N/A | 42.3 | -8.0 | 53.7 | N/A | N/A | N/A | N/A | N/A | -37.7 | 38.3 | -13.1 | -11.9 | -4.1 | 63.0 | -13.4 | 52.9 | -40.8 | 5.7 | 7.8 | 1.1 | 65.7 | 8.7 | 43.4 | 76.2 | -18.8 | 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 University of California Retirement Savings Program On Fidelity.
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