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ABC Company Retirement Plan
American Century Inflation Adjs Bond Inv - ACITX
Monitoring Rating: Pass
Objective
The investment seeks total return and inflation protection
consistent with investment in inflation-indexed securities.
Under normal market conditions, the fund invests at least 80%
of its net assets in inflation-adjusted bonds. It also may invest
in derivative instruments such as futures contracts and swap
agreements (including, but not limited to, inflation swap
agreements and credit default swap agreements), or in
mortgage- or asset-backed securities. The fund may invest in
U.S. Treasury futures, inflation swap agreements and credit
default swap agreements to manage duration, inflation and
credit exposure.
Statistics
Inception Date
02/10/1997
Manager Tenure
15.66
Assets($1000s)
$3,254,699
Net Exp Ratio
0.47
12b-1 Fees
-
Average Mkt Cap($1000s)
-
# of Holdings
197
% of Assets in Top 10
42.29
Risk Characteristics
ACITX Cat Avg
3 Yr Std Dev
3.97 3.69
5 Yr Std Dev
4.64 4.24
5 Yr Beta
1.33 0.88
5 Yr Alpha
-0.48 -0.42
5 Yr Sharpe
-0.06 -0.05
5 Yr Information Ratio
-0.31 -0.83
5 Yr Tracking Error
1.54 1.49
5 Yr Upside Capture
128.75 84.50
5 Yr Downside Capture
141.80 91.53
5 Yr Batting Avg
0.50 0.41
Excess Returns vs. Category/Index
vs BBgBarc US Trsy Infl Note 1-10Y TR USD
vs Category Avg
1
0.5
0
-0.5
-1
10-Yr
5-Yr
3-Yr
12-Month
3-Month
0.35
-0.49
-0.11
-0.16
-0.01
0.59
-0.04
0.25
-0.51
0.08
Calendar Year Performance
2012
2013
2014
2015
2016
ACITX
6.68
-9.12
2.67
-2.15
4.72
Cat Avg
6.28
-7.51
1.96
-2.28
4.50
Index
5.04
-5.58
0.91
-0.52
4.01
Cat Rank
37
72
42
51
33
Fixed Income Style
Quality
Duration
Maturity
Yield
ACITX
AA
6.24
8.84
-
Cat Avg
BelowB
5.81
7.40
2.01
Sector Allocation vs. Category
5
0
-5
-10
Government
Municipal
Corporate
Securitized
Cash&Equivalents
Derivatives
3.42
-0.03
-4.37
3.14
1.02
0.07
+/-Category Avg
Asset Allocation
Other (0.05%)
Non-US Bonds (2.13%)
US Bonds (95.35%)
Non-US Stocks (0.00%)
US Stocks (0.00%)
Cash (2.47%)