- Portfolio Overview
- Holdings
- Performance
- Calculators
- Rolling Returns
- Drawdowns
Holdings
Recommended Holdings on 11/29/2024 (Delayed Holdings)

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Historical Performance
Washington State Deferred Compensation Program Asset Allocation Composite Moderate Historical Returns
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
Washington State Deferred Compensation Program Asset Allocation Composite Moderate | NA | 15.13% | 1.48% | 5.90% | 6.20% | 7.50% | 7.63% | 8.89% |
VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | NA | 34.25% | 10.57% | 15.70% | 13.31% | 14.08% | 10.54% | 8.97% |
VSMGX (VANGUARD LIFESTRATEGY MODERATE GROWTH FUND INVESTOR SHARES) | NA | 18.09% | 3.51% | 6.88% | 6.22% | 7.13% | 6.08% | 5.92% |
Ticker/Portfolio | Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | 1979 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | Washington St... Moderate | 1.44 | 15.13 | 1.48 | 5.90 | 6.20 | 7.50 | 7.63 | 8.89 | NA | 5.84 | 8.76 | -12.76 | 6.83 | 18.35 | 19.43 | -5.20 | 12.73 | 10.48 | -1.95 | 3.93 | 17.96 | 14.39 | 0.57 | 13.76 | 25.09 | -11.35 | 8.42 | 12.25 | 7.33 | 12.06 | 25.03 | 10.07 | 8.33 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
VFINX (VANGUA...R SHARES) | 1.08 | 34.25 | 10.57 | 15.70 | 13.31 | 14.08 | 10.54 | 8.97 | NA | 24.84 | 26.12 | -18.24 | 28.53 | 18.74 | 31.33 | -4.55 | 21.66 | 11.83 | 1.23 | 13.52 | 32.17 | 15.82 | 1.96 | 14.91 | 26.52 | -37.02 | 5.39 | 15.64 | 4.77 | 10.74 | 28.50 | -22.17 | -12.03 | -9.05 | 21.08 | 28.62 | 33.18 | 22.87 | 37.45 | 1.18 | 10.15 | 8.24 | 32.05 | -3.33 | 28.37 | 14.92 | 3.97 | 9.30 | 22.60 | 3.67 | 17.07 | 19.25 | -8.55 | 27.89 | -2.07 | |
VSMGX (VANGUA...R SHARES) | 1.16 | 18.09 | 3.51 | 6.88 | 6.22 | 7.13 | 6.08 | 5.92 | NA | 10.28 | 15.51 | -16.01 | 10.08 | 13.59 | 19.30 | -6.28 | 14.86 | 7.09 | -2.21 | 6.38 | 14.73 | 9.78 | 0.12 | 13.14 | 20.35 | -26.49 | 7.21 | 13.30 | 5.68 | 11.76 | 22.40 | -10.34 | -4.78 | 1.27 | 14.09 | 21.59 | 17.90 | 10.77 | 26.58 | 2.04 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
Sharpe Ratio | Washington St... Moderate | NA | 0.04 | -0.15 | 0.40 | 0.47 | NA | NA | 0.80 | 0.32 | -0.09 | 0.55 | -1.41 | 0.67 | 2.03 | 2.55 | -0.66 | 1.19 | 1.39 | -0.26 | 0.55 | 2.25 | 1.66 | 0.04 | 1.33 | 2.55 | -1.45 | 0.57 | 1.06 | 0.72 | 1.32 | 2.87 | 1.68 | 0.99 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
VFINX (VANGUA...R SHARES) | NA | 0.85 | 0.91 | 0.82 | 0.67 | NA | NA | 0.46 | 0.62 | 1.67 | 1.73 | -0.82 | 2.17 | 0.53 | 2.39 | -0.35 | 3.16 | 0.89 | 0.08 | 1.19 | 2.90 | 1.25 | 0.08 | 0.82 | 0.97 | -0.92 | 0.14 | 1.22 | 0.24 | 0.88 | 1.63 | -0.90 | -0.68 | -0.60 | 0.97 | 1.23 | 1.61 | 1.62 | 4.31 | -0.19 | 0.90 | 0.57 | 1.91 | -0.55 | 1.71 | 0.59 | -0.01 | 0.30 | 1.47 | -0.26 | 0.79 | 0.63 | -1.30 | 1.17 | -3.84 | |
VSMGX (VANGUA...R SHARES) | NA | 0.90 | 0.70 | 0.53 | 0.51 | NA | NA | 0.51 | 1.04 | 0.87 | 1.45 | -1.22 | 1.32 | 0.70 | 2.77 | -0.87 | 3.75 | 0.83 | -0.26 | 1.01 | 2.16 | 1.23 | 0.01 | 1.18 | 1.12 | -0.98 | 0.39 | 1.34 | 0.49 | 1.49 | 2.09 | -0.75 | -0.59 | -0.24 | 1.06 | 1.56 | 1.56 | 0.91 | 4.18 | 4.60 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
Standard Deviation(%) | Washington St... Moderate | NA | 8.69 | 8.79 | 9.16 | 8.89 | NA | NA | 8.90 | 8.81 | 8.64 | 8.13 | 10.04 | 10.22 | 8.92 | 7.07 | 9.83 | 10.20 | 7.39 | 7.53 | 7.11 | 7.96 | 8.63 | 15.18 | 10.25 | 9.81 | 8.49 | 9.58 | 8.47 | 7.13 | 8.43 | 8.47 | 5.33 | 6.08 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
VFINX (VANGUA...R SHARES) | NA | 19.55 | 17.05 | 17.37 | 18.46 | NA | NA | 18.09 | 22.85 | 12.67 | 13.09 | 24.19 | 13.11 | 34.69 | 12.48 | 17.11 | 6.68 | 13.11 | 15.51 | 11.39 | 11.07 | 12.74 | 23.36 | 18.07 | 27.22 | 40.99 | 16.02 | 10.04 | 10.29 | 11.10 | 17.04 | 25.96 | 21.55 | 22.20 | 18.17 | 20.48 | 18.21 | 11.77 | 7.77 | 9.92 | 8.83 | 9.93 | 14.69 | 16.06 | 13.09 | 17.07 | 33.80 | 16.55 | 11.67 | 12.80 | 13.62 | 18.09 | 14.61 | 16.53 | 23.80 | |
VSMGX (VANGUA...R SHARES) | NA | 10.38 | 10.05 | 10.06 | 10.41 | NA | NA | 11.47 | 11.77 | 7.69 | 8.26 | 14.34 | 7.62 | 19.08 | 6.43 | 8.81 | 3.80 | 8.31 | 8.51 | 6.28 | 6.80 | 7.99 | 14.68 | 11.10 | 18.01 | 27.95 | 10.37 | 7.43 | 6.96 | 7.25 | 10.38 | 15.37 | 12.42 | 12.30 | 10.07 | 11.65 | 9.10 | 7.74 | 5.41 | 15.57 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
Draw Down(%) | Washington St... Moderate | NA | 5.88 | 15.22 | 18.42 | 18.42 | NA | NA | 19.45 | 2.01 | 5.86 | 7.36 | 13.95 | 5.28 | 12.89 | 3.44 | 12.72 | 6.98 | 4.43 | 7.92 | 5.41 | 5.71 | 7.43 | 13.25 | 8.44 | 4.38 | 17.11 | 5.63 | 7.85 | 4.39 | 7.03 | 3.73 | 3.57 | 4.36 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
VFINX (VANGUA...R SHARES) | NA | 18.76 | 18.76 | 24.59 | 33.83 | NA | NA | 55.25 | 18.76 | 8.45 | 9.97 | 24.59 | 5.14 | 33.83 | 6.63 | 19.40 | 2.60 | 10.29 | 12.05 | 7.30 | 5.59 | 9.60 | 18.71 | 15.66 | 27.17 | 47.73 | 9.88 | 7.47 | 7.01 | 7.47 | 13.79 | 33.02 | 29.18 | 16.55 | 11.81 | 19.20 | 10.79 | 7.45 | 2.50 | 8.48 | 4.84 | 5.63 | 5.57 | 19.19 | 7.35 | 7.24 | 33.08 | 11.63 | 7.51 | 10.58 | 7.02 | 13.21 | 15.61 | 16.03 | 2.40 | |
VSMGX (VANGUA...R SHARES) | NA | 9.62 | 12.88 | 22.29 | 22.43 | NA | NA | 41.18 | 9.62 | 4.17 | 8.15 | 21.74 | 3.53 | 22.43 | 3.12 | 11.47 | 1.14 | 6.20 | 8.34 | 4.70 | 5.67 | 6.27 | 12.90 | 8.64 | 19.61 | 36.81 | 6.11 | 6.13 | 4.74 | 5.89 | 8.91 | 20.06 | 17.93 | 8.77 | 6.26 | 11.99 | 6.02 | 4.75 | 1.82 | 1.89 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
Yield(%) | Washington St... Moderate | NA | 3.68 | 3.97 | 3.99 | 4.09 | NA | NA | 4.31 | NA | 0.78 | 3.35 | 4.00 | 3.91 | 5.75 | 2.24 | 2.15 | 9.32 | 4.13 | 2.72 | 3.33 | 3.42 | 3.90 | 4.09 | 4.14 | 5.35 | 5.33 | 3.14 | 3.51 | 3.73 | 3.57 | 4.35 | 6.01 | 6.88 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
VFINX (VANGUA...R SHARES) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
VSMGX (VANGUA...R SHARES) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Data as of 11/29/2024, AR inception is 12/31/2000
Calculate Performance
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Washington State Deferred Compensation Program Asset Allocation Composite Moderate Historical Return Chart
Calculators
Dollar Cost Average Calculator for Washington State Deferred Compensation Program Asset Allocation Composite Moderate
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Retirement Spending Calculator for Washington State Deferred Compensation Program Asset Allocation Composite Moderate
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Rolling Returns
From 12/31/2000 to 02/28/2025, the worst annualized return of 3-year rolling returns for Washington State Deferred Compensation Program Asset Allocation Composite Moderate is
0.14%.
From 12/31/2000 to 02/28/2025, the worst annualized return of 5-year rolling returns for Washington State Deferred Compensation Program Asset Allocation Composite Moderate is
3.72%.
From 12/31/2000 to 02/28/2025, the worst annualized return of 10-year rolling returns for Washington State Deferred Compensation Program Asset Allocation Composite Moderate is
4.83%.
From 12/31/2000 to 02/28/2025, the worst annualized return of 20-year rolling returns for Washington State Deferred Compensation Program Asset Allocation Composite Moderate is
7.28%.
Maximum Drawdown
Washington State Deferred Compensation Program Asset Allocation Composite Moderate Maximum Drawdown
Maximum Drawdowns Table
Start Date | Trough Date | Full Recovered Date | Duration of drawdown (year) | Maximum Drawdown (%) |
---|---|---|---|---|
2001-03 | 2001-04 | 2001-05 | 0.2 | 0.90% |
2001-10 | 2001-12 | 2002-04 | 0.5 | 2.14% |
2002-09 | 2002-10 | 2002-11 | 0.2 | 1.32% |
2002-12 | 2003-01 | 2003-01 | 0.1 | 0.03% |
2004-03 | 2004-04 | 2004-09 | 0.5 | 3.46% |
2004-12 | 2005-01 | 2005-01 | 0.1 | 1.35% |
2005-02 | 2005-04 | 2005-05 | 0.3 | 2.52% |
2005-09 | 2005-10 | 2005-10 | 0.1 | 1.92% |
2006-01 | 2006-02 | 2006-02 | 0.1 | 0.60% |
2006-04 | 2006-05 | 2006-08 | 0.3 | 3.01% |
2007-05 | 2007-07 | 2007-08 | 0.3 | 2.38% |
2007-10 | 2008-10 | 2009-07 | 1.8 | 19.45% |
2009-09 | 2009-10 | 2009-10 | 0.1 | 1.88% |
2009-12 | 2010-01 | 2010-01 | 0.1 | 1.78% |
2010-04 | 2010-05 | 2010-08 | 0.3 | 5.32% |
2010-10 | 2010-11 | 2010-11 | 0.1 | 0.10% |
2011-04 | 2011-09 | 2012-01 | 0.8 | 11.51% |
2012-03 | 2012-05 | 2012-07 | 0.3 | 5.39% |
2013-05 | 2013-06 | 2013-06 | 0.1 | 1.90% |
2013-07 | 2013-08 | 2013-08 | 0.1 | 2.15% |
2013-12 | 2014-01 | 2014-01 | 0.1 | 1.79% |
2014-02 | 2014-03 | 2014-04 | 0.2 | 0.98% |
2014-06 | 2014-07 | 2014-07 | 0.1 | 1.47% |
2014-08 | 2014-09 | 2014-10 | 0.2 | 1.99% |
2014-11 | 2014-12 | 2015-01 | 0.2 | 0.65% |
2015-02 | 2015-03 | 2015-04 | 0.2 | 0.57% |
2015-05 | 2015-12 | 2016-06 | 1.1 | 5.40% |
2016-09 | 2016-10 | 2016-11 | 0.2 | 2.28% |
2017-11 | 2017-12 | 2017-12 | 0.1 | 0.84% |
2018-01 | 2018-03 | 2018-07 | 0.5 | 3.56% |
2018-08 | 2018-12 | 2019-03 | 0.6 | 9.67% |
2019-04 | 2019-05 | 2019-05 | 0.1 | 3.21% |
2019-07 | 2019-08 | 2019-08 | 0.1 | 0.36% |
2020-01 | 2020-03 | 2020-05 | 0.3 | 5.70% |
2020-08 | 2020-10 | 2020-10 | 0.2 | 2.78% |
2021-02 | 2021-03 | 2021-03 | 0.1 | 0.18% |
2021-08 | 2021-09 | 2021-11 | 0.3 | 3.11% |
2021-12 | 2023-02 | 2024-02 | 2.2 | 15.41% |
2024-03 | 2024-04 | 2024-04 | 0.1 | 3.19% |
2024-09 | 2024-12 | 2025-02 | 0.4 | 4.80% |