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ABC Company Retirement Plan
Vanguard Small Cap Index Adm - VSMAX
Monitoring Rating: Pass
Objective
The investment seeks to track the performance of a
benchmark index that measures the investment return of
small-capitalization stocks. The fund employs an indexing
investment approach designed to track the performance of
the CRSP US Small Cap Index, a broadly diversified index of
stocks of small 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
10/03/1960
Manager Tenure
1.25
Assets($1000s)
$76,879,825
Net Exp Ratio
0.06
12b-1 Fees
-
Average Mkt Cap($1000s)
$3,505,340
# of Holdings
1,437
% of Assets in Top 10
2.89
Risk Characteristics
VSMAX Cat Avg
3 Yr Std Dev
13.28 14.47
5 Yr Std Dev
12.20 13.22
5 Yr Beta
0.86 0.91
5 Yr Alpha
2.04 0.34
5 Yr Sharpe
1.14 0.97
5 Yr Information Ratio
0.14 -0.43
5 Yr Tracking Error
3.01 3.95
5 Yr Upside Capture
90.05 90.17
5 Yr Downside Capture
78.38 87.53
5 Yr Batting Avg
0.60 0.46
Excess Returns vs. Category/Index
vs Russell 2000 TR USD
vs Category Avg
5
0
-5
-10
10-Yr
5-Yr
3-Yr
12-Month
3-Month
0.91
0.43
-0.58
-5.46
-0.51
1.71
1.37
1.07
-1.82
0.42
Calendar Year Performance
2012
2013
2014
2015
2016
VSMAX
18.24
37.81
7.50
-3.64
18.30
Cat Avg
15.59
38.01
4.11
-5.29
20.82
Index
16.35
38.82
4.89
-4.41
21.31
Cat Rank
21
50
16
35
72
Equity- 12 Month Moving Windows: Jun 2007 - Jun 2017
Vanguard Small Cap I-
ndex Adm
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
5
0
-5
-10
Technology
Industrials
Energy
Telecom
Utilities
Healthcare
Defensive
Real Estate
Financials
Cyclical
Materials
0.13
-1.05
0.65
0.19
1.08
1.00
-0.08
5.20
-5.59
-0.56
-0.43
+/-Category Avg
Asset Allocation
Other (0.00%)
Non-US Bonds (0.00%)
US Bonds (0.02%)
Non-US Stocks (0.50%)
US Stocks (97.40%)
Cash (2.08%)