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CSD Retirement Trust 403(b) Plan
Vanguard Value Index Adm - VVIAX
Monitoring Rating: Pass
Objective
The investment seeks to track the performance of a
benchmark index that measures the investment return of
large-capitalization value stocks. The fund employs an
indexing investment approach designed to track the
performance of the CRSP US Large Cap Value Index, a broadly
diversified index predominantly made up of value stocks of
large 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
11/13/2000
Manager Tenure
22.08
Assets($1000s)
$50,821,374
Net Exp Ratio
0.08
12b-1 Fees
-
Average Mkt Cap($1000s)
$77,351,500
Risk Characteristics
VVIAX Cat Avg
3 Yr Std Dev
10.50 11.34
5 Yr Std Dev
10.26 10.99
5 Yr Beta
0.96 0.99
5 Yr Alpha
0.69 -1.39
5 Yr Sharpe
1.41 1.17
5 Yr Information Ratio
0.14 -0.62
5 Yr Tracking Error
1.28 3.29
5 Yr Upside Capture
97.92 93.65
5 Yr Downside Capture
93.23 101.83
5 Yr Batting Avg
0.43 0.43
Excess Returns vs. Category/Index
vs Russell 1000 Value TR USD
vs Category Avg
4
2
0
-2
10-Yr
5-Yr
3-Yr
12-Month
3-Month
0.26
0.18
0.86
-0.48
0.83
0.58
2
2.6
2.03
1.17
Calendar Year Performance
2012
2013
2014
2015
2016
VVIAX
15.18
33.05
13.18
-0.86
16.86
Cat Avg
14.78
31.66
10.66
-3.80
14.83
Index
17.51
32.53
13.45
-3.83
17.34
Cat Rank
48
37
16
16
28
Equity- 12 Month Moving Windows: Dec 2006 - Dec 2016
Vanguard Value Index-
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
5
0
-5
Technology
Industrials
Energy
Telecom
Utilities
Healthcare
Defensive
Real Estate
Financials
Cyclical
Materials
-0.88
1.09
-0.32
0.51
0.93
1.32
0.35
-1.48
2.51
-3.6
-0.06
+/-Category Avg
Asset Allocation
Other (0.00%)
Non-US Bonds (0.00%)
US Bonds (0.01%)
Non-US Stocks (0.71%)
US Stocks (99.21%)
Cash (0.07%)