444-445 / 499
CSD Retirement Trust 403(b) Plan
Vanguard Windsor™ II Admiral™ - VWNAX
Monitoring Rating: Pass
Objective
The investment seeks to provide long-term capital
appreciation and income. The fund invests mainly in large- and
mid-capitalization companies whose stocks are considered by
an advisor to be undervalued. Undervalued stocks are
generally those that are out of favor with investors and that
the advisor believes are trading at prices that are below
average in relation to measures such as earnings and book
value. These stocks often have above-average dividend yields.
It uses multiple investment advisors.
Statistics
Inception Date
05/14/2001
Manager Tenure
13.08
Assets($1000s)
$46,954,363
Net Exp Ratio
0.26
12b-1 Fees
-
Average Mkt Cap($1000s)
$66,393,950
Risk Characteristics
VWNAX Cat Avg
3 Yr Std Dev
11.18 11.34
5 Yr Std Dev
10.63 10.99
5 Yr Beta
0.99 0.99
5 Yr Alpha
-1.10 -1.39
5 Yr Sharpe
1.22 1.17
5 Yr Information Ratio
-0.75 -0.62
5 Yr Tracking Error
1.97 3.29
5 Yr Upside Capture
95.94 93.65
5 Yr Downside Capture
104.05 101.83
5 Yr Batting Avg
0.42 0.43
Excess Returns vs. Category/Index
vs Russell 1000 Value TR USD
vs Category Avg
5
0
-5
10-Yr
5-Yr
3-Yr
12-Month
3-Month
0.06
-1.48
-1.64
-3.83
-0.98
0.38
0.34
0.1
-1.32
-0.64
Calendar Year Performance
2012
2013
2014
2015
2016
VWNAX
16.80
30.80
11.26
-3.14
13.51
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
29
62
44
43
62
Equity- 12 Month Moving Windows: Dec 2006 - Dec 2016
Vanguard Windsor™ II-
Admiral™
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
20
10
0
-10
Technology
Industrials
Energy
Telecom
Utilities
Healthcare
Defensive
Real Estate
Financials
Cyclical
Materials
1.2
-2.69
-0.15
-2.15
-3.62
9.88
-0.64
-2.07
-0.34
1.24
-1.64
+/-Category Avg
Asset Allocation
Other (0.11%)
Non-US Bonds (0.00%)
US Bonds (0.00%)
Non-US Stocks (9.95%)
US Stocks (87.79%)
Cash (2.15%)