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CSD Retirement Trust 403(b) Plan
American Funds US Government Sec R6 - RGVGX
Monitoring Rating: Pass
Objective
The investment seeks to provide a high level of current income
consistent with prudent investment risk and preservation of
capital. The fund invests at least 80% of its assets in
securities that are guaranteed or sponsored by the U.S.
government, its agencies and instrumentalities, including
bonds and other debt securities denominated in U.S. dollars,
which may be represented by other investment instruments,
including derivatives. It may also invest in mortgage-backed
securities issued by federal agencies and instrumentalities
that are not backed by the full faith and credit of the U.S.
government. It invests in debt securities with a wide range of
maturities.
Statistics
Inception Date
05/01/2009
Manager Tenure
7.17
Assets($1000s)
$8,703,167
Net Exp Ratio
0.27
12b-1 Fees
-
Average Mkt Cap($1000s)
-
Risk Characteristics
RGVGX Cat Avg
3 Yr Std Dev
2.95 2.50
5 Yr Std Dev
2.70 2.52
5 Yr Beta
0.87 1.07
5 Yr Alpha
-0.40 0.06
5 Yr Sharpe
0.54 0.45
5 Yr Information Ratio
-0.67 0.06
5 Yr Tracking Error
1.03 1.23
5 Yr Upside Capture
77.57 106.92
5 Yr Downside Capture
84.16 105.09
5 Yr Batting Avg
0.38 0.53
Excess Returns vs. Category/Index
vs BBgBarc US Agg Bond TR USD
vs Category Avg
1
0
-1
-2
10-Yr
5-Yr
3-Yr
12-Month
3-Month
-0.52
-0.69
-0.3
-1.53
0.66
0.3
0.39
0.71
0.23
0.18
Calendar Year Performance
2012
2013
2014
2015
2016
RGVGX
2.45
-2.81
5.16
1.97
1.12
Cat Avg
2.69
-2.82
4.72
0.56
0.89
Index
4.21
-2.02
5.97
0.55
2.65
Cat Rank
56
53
33
4
41
Fixed Income Style
Quality
Duration
Maturity
Yield
RGVGX
AAA
3.80
-
1.60
Cat Avg
BelowB
3.94
6.39
2.46
Sector Allocation vs. Category
50
0
-50
-100
Government
Municipal
Corporate
Securitized
Cash&Equivalents
Derivatives
37.47
-0.47
-1.89
-44.22
10.26
-0.07
+/-Category Avg
Asset Allocation
Other (0.32%)
Non-US Bonds (1.05%)
US Bonds (93.83%)
Non-US Stocks (0.00%)
US Stocks (0.00%)
Cash (4.80%)