470-471 / 499
CSD Retirement Trust 403(b) Plan
Vanguard Total Intl Stock Index Admiral - VTIAX
Monitoring Rating: Pass
Objective
The investment seeks to track the performance of a
benchmark index that measures the investment return of
stocks issued by companies located in developed and
emerging markets, excluding the United States. The fund
employs an indexing investment approach designed to track
the performance of the FTSE Global All Cap ex US Index, a
float-adjusted market-capitalization-weighted index designed
to measure equity market performance of companies located
in developed and emerging markets, excluding the United
States. The index includes approximately 5,715 stocks of
companies located in 45 countries.
Statistics
Inception Date
11/29/2010
Manager Tenure
8.42
Assets($1000s)
$231,927,981
Net Exp Ratio
0.12
12b-1 Fees
-
Average Mkt Cap($1000s)
$18,456,470
Risk Characteristics
VTIAX Cat Avg
3 Yr Std Dev
12.11 12.07
5 Yr Std Dev
13.03 12.89
5 Yr Beta
0.93 0.92
5 Yr Alpha
-0.58 -0.22
5 Yr Sharpe
0.47 0.50
5 Yr Information Ratio
-0.31 -0.22
5 Yr Tracking Error
3.31 3.76
5 Yr Upside Capture
90.80 90.49
5 Yr Downside Capture
93.61 91.75
5 Yr Batting Avg
0.40 0.47
Excess Returns vs. Category/Index
vs MSCI EAFE NR USD
vs Category Avg
5
0
-5
10-Yr
5-Yr
3-Yr
12-Month
3-Month
0.16
-1.03
0.26
3.67
-1.22
0.36
-0.25
0.77
3.89
0.29
Calendar Year Performance
2012
2013
2014
2015
2016
VTIAX
18.21
15.14
-4.17
-4.26
4.67
Cat Avg
18.06
19.37
-5.07
-1.63
0.78
Index
17.32
22.78
-4.90
-0.81
1.00
Cat Rank
44
81
30
80
12
Equity- 12 Month Moving Windows: Dec 2006 - Dec 2016
Vanguard Total Intl -
Stock Index Admiral
Small - Large
2
1
0
-1
-2
Europe - Asia
2
1
0
-1
-2
1
0
-1
-
AsiaPac Sm
AsiaPac Lg
Europe Sm
Europe Lg
Sector Allocation vs. Category
5
0
-5
Technology
Industrials
Energy
Telecom
Utilities
Healthcare
Defensive
Real Estate
Financials
Cyclical
Materials
-0.72
-0.77
1.52
-0.14
0.56
-1.84
-2.15
0.99
3
-0.97
1.34
+/-Category Avg
Asset Allocation
Other (0.39%)
Non-US Bonds (0.00%)
US Bonds (0.01%)
Non-US Stocks (95.96%)
US Stocks (0.91%)
Cash (2.73%)