504-505 / 537
ABC Company Retirement Plan
Vanguard Selected Value Inv - VASVX
Monitoring Rating: Pass
Objective
The investment seeks long-term capital appreciation and
income. The fund invests mainly in the stocks of mid-size U.S.
companies, choosing stocks considered by an advisor to be
undervalued. Undervalued stocks are generally those that are
out of favor with investors and are trading at prices that the
advisor believes 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
02/15/1996
Manager Tenure
18.33
Assets($1000s)
$10,195,850
Net Exp Ratio
0.35
12b-1 Fees
-
Average Mkt Cap($1000s)
$10,441,770
# of Holdings
125
% of Assets in Top 10
20.09
Risk Characteristics
VASVX Cat Avg
3 Yr Std Dev
12.36 12.10
5 Yr Std Dev
11.11 11.23
5 Yr Beta
1.00 1.02
5 Yr Alpha
-0.19 -1.82
5 Yr Sharpe
1.28 1.18
5 Yr Information Ratio
-0.09 -0.51
5 Yr Tracking Error
4.21 3.74
5 Yr Upside Capture
99.43 96.01
5 Yr Downside Capture
102.70 108.66
5 Yr Batting Avg
0.58 0.44
Excess Returns vs. Category/Index
vs Russell Mid Cap Value TR USD
vs Category Avg
10
5
0
-5
10-Yr
5-Yr
3-Yr
12-Month
3-Month
0.17
-0.39
-1.36
8.34
0.80
1.23
1.38
0.36
7.01
1.14
Calendar Year Performance
2012
2013
2014
2015
2016
VASVX
15.25
42.04
6.36
-3.80
16.34
Cat Avg
16.36
35.04
9.62
-5.50
18.08
Index
18.51
33.46
14.75
-4.78
20.00
Cat Rank
71
7
83
34
63
Equity- 12 Month Moving Windows: Jun 2007 - Jun 2017
Vanguard Selected Va-
lue 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
-2.75
1.75
-0.80
-2.08
-2.28
-1.51
-2.60
-5.00
7.90
0.28
6.06
+/-Category Avg
Asset Allocation
Other (0.01%)
Non-US Bonds (0.00%)
US Bonds (0.00%)
Non-US Stocks (12.73%)
US Stocks (81.53%)
Cash (5.73%)