498-499 / 537
ABC Company Retirement Plan
Vanguard Windsor™ II Inv - VWNFX
Monitoring Rating: Pass
Objective
The investment seeks to provide long-term capital
appreciation and income. The fund invests mainly in large- and
mid-capitalization companies whose stocks are considered by
an advisor to be undervalued. Undervalued stocks are
generally those that are out of favor with investors and that
the advisor believes are trading at prices that are below
average in relation to measures such as earnings and book
value. These stocks often have above-average dividend yields.
It uses multiple investment advisors.
Statistics
Inception Date
06/24/1985
Manager Tenure
13.58
Assets($1000s)
$48,730,937
Net Exp Ratio
0.33
12b-1 Fees
-
Average Mkt Cap($1000s)
$79,117,900
# of Holdings
270
% of Assets in Top 10
24.47
Risk Characteristics
VWNFX Cat Avg
3 Yr Std Dev
10.77 10.98
5 Yr Std Dev
9.78 10.20
5 Yr Beta
0.97 0.98
5 Yr Alpha
-0.44 -0.83
5 Yr Sharpe
1.28 1.22
5 Yr Information Ratio
-0.47 -0.46
5 Yr Tracking Error
2.08 3.17
5 Yr Upside Capture
95.20 93.96
5 Yr Downside Capture
98.44 98.66
5 Yr Batting Avg
0.47 0.45
Excess Returns vs. Category/Index
vs Russell 1000 Value TR USD
vs Category Avg
4
2
0
-2
10-Yr
5-Yr
3-Yr
12-Month
3-Month
-0.05
-0.99
-0.44
3.04
1.50
0.32
0.31
0.52
2.08
1.06
Calendar Year Performance
2012
2013
2014
2015
2016
VWNFX
16.72
30.69
11.16
-3.22
13.41
Cat Avg
14.87
31.72
10.73
-3.77
14.88
Index
17.51
32.53
13.45
-3.83
17.34
Cat Rank
30
65
47
44
65
Equity- 12 Month Moving Windows: Jun 2007 - Jun 2017
Vanguard Windsor™ II-
Inv
Small - Large
2
1
0
-1
-2
Value - Growth
2
1
0
-1
-2
1
0
-1
-
Small Growth
Small Value
Mid Growth
Mid Value
Top Growth
Top Value
Sector Allocation vs. Category
10
0
-10
Technology
Industrials
Energy
Telecom
Utilities
Healthcare
Defensive
Real Estate
Financials
Cyclical
Materials
3.08
-2.60
-0.81
-2.08
-4.18
8.86
0.78
-2.18
-4.49
1.36
0.89
+/-Category Avg
Asset Allocation
Other (0.08%)
Non-US Bonds (0.00%)
US Bonds (0.00%)
Non-US Stocks (10.42%)
US Stocks (86.20%)
Cash (3.30%)