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CSD Retirement Trust 403(b) Plan
Vanguard Small Cap Index Adm - VSMAX
Monitoring Rating: Pass
Objective
The investment seeks to track the performance of a
benchmark index that measures the investment return of
small-capitalization stocks. The fund employs an indexing
investment approach designed to track the performance of
the CRSP US Small Cap Index, a broadly diversified index of
stocks of small 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
0.75
Assets($1000s)
$69,441,629
Net Exp Ratio
0.08
12b-1 Fees
-
Average Mkt Cap($1000s)
$3,232,140
Risk Characteristics
VSMAX Cat Avg
3 Yr Std Dev
13.85 15.02
5 Yr Std Dev
13.06 14.03
5 Yr Beta
0.92 0.92
5 Yr Alpha
-0.32 0.27
5 Yr Sharpe
1.12 0.98
5 Yr Information Ratio
-0.52 -0.48
5 Yr Tracking Error
3.41 4.00
5 Yr Upside Capture
91.69 91.22
5 Yr Downside Capture
94.16 89.39
5 Yr Batting Avg
0.48 0.46
Excess Returns vs. Category/Index
vs S&P SmallCap 600 TR USD
vs Category Avg
5
0
-5
-10
10-Yr
5-Yr
3-Yr
12-Month
3-Month
-0.85
-1.79
-2.46
-8.26
-5.03
1.4
1.32
1.11
-2.48
-3.4
Calendar Year Performance
2012
2013
2014
2015
2016
VSMAX
18.24
37.81
7.50
-3.64
18.30
Cat Avg
15.50
37.98
4.07
-5.43
20.78
Index
16.33
41.31
5.76
-1.97
26.56
Cat Rank
21
50
15
34
71
Equity- 12 Month Moving Windows: Dec 2006 - Dec 2016
Vanguard Small Cap I-
ndex 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
10
5
0
-5
-10
Technology
Industrials
Energy
Telecom
Utilities
Healthcare
Defensive
Real Estate
Financials
Cyclical
Materials
-0.48
-0.92
1.46
0.19
0.66
-0.27
-0.5
5.59
-3.72
-1.22
-0.2
+/-Category Avg
Asset Allocation
Other (0.01%)
Non-US Bonds (0.00%)
US Bonds (0.00%)
Non-US Stocks (0.55%)
US Stocks (97.69%)
Cash (1.75%)