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CSD Retirement Trust 403(b) Plan
American Beacon Small Cp Val Inst - AVFIX
Monitoring Rating: Pass
Objective
The investment seeks long-term capital appreciation and
current income. Under normal circumstances, at least 80% of
the fund's net assets (plus the amount of any borrowings for
investment purposes) are invested in equity securities of small
market capitalization companies. These companies have
market capitalizations of $5 billion or less at the time of
investment. The fund's investments may include common
stocks, preferred stocks, securities convertible into common
stocks, real estate investment trusts ('REITs'), American
Depositary Receipts ('ADRs') and U.S. dollar-denominated
foreign stocks traded on U.S. exchanges (collectively, 'stocks').
Statistics
Inception Date
12/31/1998
Manager Tenure
18.08
Assets($1000s)
$6,947,631
Net Exp Ratio
0.82
12b-1 Fees
0.00
Average Mkt Cap($1000s)
$1,978,650
Risk Characteristics
AVFIX Cat Avg
3 Yr Std Dev
15.30 15.13
5 Yr Std Dev
14.37 14.08
5 Yr Beta
0.99 0.94
5 Yr Alpha
0.54 -0.08
5 Yr Sharpe
1.07 1.00
5 Yr Information Ratio
0.16 -0.23
5 Yr Tracking Error
2.78 4.53
5 Yr Upside Capture
100.65 93.56
5 Yr Downside Capture
98.51 94.63
5 Yr Batting Avg
0.60 0.48
Excess Returns vs. Category/Index
vs Russell 2000 Value TR USD
vs Category Avg
5
0
-5
-10
10-Yr
5-Yr
3-Yr
12-Month
3-Month
1.68
0.45
-0.29
-4.97
-0.28
1.2
1.6
1.38
0.78
1.6
Calendar Year Performance
2012
2013
2014
2015
2016
AVFIX
16.52
40.06
4.70
-5.04
26.77
Cat Avg
16.24
36.45
3.69
-6.68
25.99
Index
18.05
34.52
4.22
-7.47
31.74
Cat Rank
48
23
42
40
41
Equity- 12 Month Moving Windows: Dec 2006 - Dec 2016
American Beacon Smal-
l Cp Val Inst
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
10
5
0
-5
-10
Technology
Industrials
Energy
Telecom
Utilities
Healthcare
Defensive
Real Estate
Financials
Cyclical
Materials
6.96
0.08
-0.51
0.15
-0.53
-2.54
-0.6
-3.28
1.21
0.5
-0.79
+/-Category Avg
Asset Allocation
Other (0.00%)
Non-US Bonds (0.00%)
US Bonds (0.00%)
Non-US Stocks (2.03%)
US Stocks (94.73%)
Cash (3.24%)