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CSD Retirement Trust 403(b) Plan
Vanguard Mid Cap Index Adm - VIMAX
Monitoring Rating: Pass
Objective
The investment seeks to track the performance of a
benchmark index that measures the investment return of mid-
capitalization stocks. The fund employs an indexing
investment approach designed to track the performance of
the CRSP US Mid Cap Index, a broadly diversified index of
stocks of mid-size 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
11/12/2001
Manager Tenure
18.67
Assets($1000s)
$76,489,779
Net Exp Ratio
0.08
12b-1 Fees
-
Average Mkt Cap($1000s)
$11,906,310
Risk Characteristics
VIMAX Cat Avg
3 Yr Std Dev
11.79 12.43
5 Yr Std Dev
11.44 12.03
5 Yr Beta
0.92 1.00
5 Yr Alpha
0.24 -1.18
5 Yr Sharpe
1.23 1.10
5 Yr Information Ratio
-0.31 -0.44
5 Yr Tracking Error
3.05 4.04
5 Yr Upside Capture
93.04 96.46
5 Yr Downside Capture
91.87 104.43
5 Yr Batting Avg
0.40 0.46
Excess Returns vs. Category/Index
vs S&P MidCap 400 TR
vs Category Avg
5
0
-5
-10
-15
10-Yr
5-Yr
3-Yr
12-Month
3-Month
-1.5
-0.96
-1.37
-9.52
-5.28
0.91
1.06
1.78
-2.92
-3.17
Calendar Year Performance
2012
2013
2014
2015
2016
VIMAX
15.99
35.15
13.76
-1.34
11.22
Cat Avg
16.82
34.69
8.81
-4.16
14.14
Index
17.88
33.50
9.77
-2.18
20.74
Cat Rank
64
41
11
20
74
Equity- 12 Month Moving Windows: Dec 2006 - Dec 2016
Vanguard Mid Cap Ind-
ex 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
2.2
-1.72
-0.22
-0.77
0.89
-1.18
1.32
0.01
-3.02
1.58
0.33
+/-Category Avg
Asset Allocation
Other (0.00%)
Non-US Bonds (0.00%)
US Bonds (0.00%)
Non-US Stocks (0.54%)
US Stocks (99.01%)
Cash (0.45%)