506-507 / 537
ABC Company Retirement Plan
Vanguard Mid Cap Index Admiral - VIMAX
Monitoring Rating: Pass
Objective
The investment seeks to track the performance of a
benchmark index that measures the investment return of mid-
capitalization stocks. The fund employs an indexing
investment approach designed to track the performance of
the CRSP US Mid Cap Index, a broadly diversified index of
stocks of mid-size U.S. companies. The advisor attempts to
replicate the target index by investing all, or substantially all,
of its assets in the stocks that make up the index, holding
each stock in approximately the same proportion as its
weighting in the index.
Statistics
Inception Date
05/21/1998
Manager Tenure
19.17
Assets($1000s)
$86,814,391
Net Exp Ratio
0.06
12b-1 Fees
-
Average Mkt Cap($1000s)
$13,022,810
# of Holdings
358
% of Assets in Top 10
7.54
Risk Characteristics
VIMAX Cat Avg
3 Yr Std Dev
11.25 11.98
5 Yr Std Dev
10.45 11.16
5 Yr Beta
1.00 0.99
5 Yr Alpha
0.07 -1.39
5 Yr Sharpe
1.36 1.15
5 Yr Information Ratio
0.05 -0.52
5 Yr Tracking Error
1.08 4.08
5 Yr Upside Capture
100.03 94.44
5 Yr Downside Capture
99.45 104.14
5 Yr Batting Avg
0.53 0.46
Excess Returns vs. Category/Index
vs Russell Mid Cap TR USD
vs Category Avg
4
2
0
-2
10-Yr
5-Yr
3-Yr
12-Month
3-Month
-0.19
0.06
0.38
0.77
0.07
1.36
1.80
2.56
-0.10
0.85
Calendar Year Performance
2012
2013
2014
2015
2016
VIMAX
15.99
35.15
13.76
-1.34
11.22
Cat Avg
16.89
34.72
8.63
-4.36
14.00
Index
17.28
34.76
13.22
-2.44
13.80
Cat Rank
65
42
11
20
73
Equity- 12 Month Moving Windows: Jun 2007 - Jun 2017
Vanguard Mid Cap Ind-
ex Admiral
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
5
0
-5
Technology
Industrials
Energy
Telecom
Utilities
Healthcare
Defensive
Real Estate
Financials
Cyclical
Materials
3.09
-2.55
-0.80
-0.87
1.48
-0.55
0.79
1.04
-2.25
0.44
-0.65
+/-Category Avg
Asset Allocation
Other (0.00%)
Non-US Bonds (0.00%)
US Bonds (0.01%)
Non-US Stocks (0.55%)
US Stocks (98.79%)
Cash (0.65%)