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ABC Company Retirement Plan
Vanguard Emerging Mkts Stock Idx Adm - VEMAX
Monitoring Rating: Pass
Objective
The investment seeks to track the performance of a
benchmark index that measures the investment return of
stocks issued by companies located in emerging market
countries. The fund employs an indexing investment approach
designed to track the performance of the FTSE Emerging
Markets All Cap China A Inclusion Index, a market-
capitalization-weighted index that is made up of approximately
3,658 common stocks of large-, mid-, and small-cap
companies located in emerging markets around the world.
Statistics
Inception Date
05/04/1994
Manager Tenure
8.91
Assets($1000s)
$76,766,511
Net Exp Ratio
0.14
12b-1 Fees
-
Average Mkt Cap($1000s)
$14,755,430
# of Holdings
4,021
% of Assets in Top 10
16.20
Risk Characteristics
VEMAX Cat Avg
3 Yr Std Dev
15.69 14.81
5 Yr Std Dev
14.46 13.75
5 Yr Beta
0.99 0.89
5 Yr Alpha
-0.53 0.53
5 Yr Sharpe
0.29 0.35
5 Yr Information Ratio
-0.26 -0.02
5 Yr Tracking Error
2.27 4.98
5 Yr Upside Capture
99.03 90.89
5 Yr Downside Capture
102.08 88.59
5 Yr Batting Avg
0.53 0.51
Excess Returns vs. Category/Index
vs MSCI EM NR USD
vs Category Avg
5
0
-5
-10
10-Yr
5-Yr
3-Yr
12-Month
3-Month
-0.33
-0.60
-0.43
-4.89
-2.80
0.08
-0.72
0.15
-1.62
-2.40
Calendar Year Performance
2012
2013
2014
2015
2016
VEMAX
18.86
-5.02
0.60
-15.35
11.73
Cat Avg
19.17
0.34
-2.84
-13.78
8.59
Index
18.22
-2.60
-2.19
-14.92
11.19
Cat Rank
54
80
18
64
28
Equity- 12 Month Moving Windows: Jun 2007 - Jun 2017
Vanguard Emerging Mk-
ts Stock Idx Adm
Small - Large
2
1
0
-1
-2
Europe - Asia
2
1
0
-1
-2
1
0
-1
-
AsiaPac Sm
AsiaPac Lg
Europe Sm
Europe Lg
Sector Allocation vs. Category
5
0
-5
-10
Technology
Industrials
Energy
Telecom
Utilities
Healthcare
Defensive
Real Estate
Financials
Cyclical
Materials
-2.55
0.54
1.96
-0.03
0.77
-0.24
-2.65
1.89
2.41
-4.79
1.65
+/-Category Avg
Asset Allocation
Other (0.51%)
Non-US Bonds (0.00%)
US Bonds (0.03%)
Non-US Stocks (97.20%)
US Stocks (0.01%)
Cash (2.25%)