508-509 / 537
ABC Company Retirement Plan
Vanguard Mid Cap Growth Inv - VMGRX
Monitoring Rating:
Watch
Objective
The investment seeks to provide long-term capital
appreciation. The fund invests at least 80% of its assets in
common stocks of mid-size companies. In selecting
investments, each advisor invests in those mid-size
companies that the adviser believes have the best prospects
for future growth. The fund uses multiple investment advisors.
Statistics
Inception Date
12/31/1997
Manager Tenure
11.08
Assets($1000s)
$4,178,633
Net Exp Ratio
0.36
12b-1 Fees
-
Average Mkt Cap($1000s)
$10,275,990
# of Holdings
110
% of Assets in Top 10
18.28
Risk Characteristics
VMGRX Cat Avg
3 Yr Std Dev
12.00 12.52
5 Yr Std Dev
11.34 11.71
5 Yr Beta
1.01 1.00
5 Yr Alpha
-2.38 -1.25
5 Yr Sharpe
1.01 1.08
5 Yr Information Ratio
-0.96 -0.43
5 Yr Tracking Error
2.69 4.09
5 Yr Upside Capture
96.85 97.05
5 Yr Downside Capture
117.01 107.06
5 Yr Batting Avg
0.45 0.47
Excess Returns vs. Category/Index
vs Russell Mid Cap Growth TR USD
vs Category Avg
2
0
-2
-4
10-Yr
5-Yr
3-Yr
12-Month
3-Month
-0.69
-2.58
-2.13
-1.54
-0.13
0.37
-1.11
-1.16
-3.07
-0.60
Calendar Year Performance
2012
2013
2014
2015
2016
VMGRX
14.84
34.15
10.86
0.21
0.44
Cat Avg
14.54
35.20
7.36
-0.45
6.00
Index
15.81
35.74
11.90
-0.20
7.33
Cat Rank
49
61
22
45
91
Equity- 12 Month Moving Windows: Jun 2007 - Jun 2017
Vanguard Mid Cap Gro-
wth 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
5
0
-5
Technology
Industrials
Energy
Telecom
Utilities
Healthcare
Defensive
Real Estate
Financials
Cyclical
Materials
-3.90
4.39
-0.78
-0.82
-0.59
0.61
1.89
-1.01
-3.68
4.50
-1.09
+/-Category Avg
Asset Allocation
Other (0.00%)
Non-US Bonds (0.00%)
US Bonds (0.00%)
Non-US Stocks (3.20%)
US Stocks (92.04%)
Cash (4.76%)