Page 67 - AugDefComp
P. 67
Risk Analysis 6/30/2021
Asset Class: Equity
Ticker 3 Yr Return 3 Yr Risk Info Sharpe 3 Yr Risk Rank
Total Excess Total Excess Ratio Ratio
RISK / RETURN (3-Year)
Vanguard Small Cap Index I VSCIX 14.76 1.24 24.63 3.63 0.34 0.63 28
16.0
Russell 2000 Index 13.52 0.00 25.56 0.00 0.57 51
Small Blend Median (225 funds) 11.76 -1.76 25.56 5.50 -0.38 0.52 50 3 Yr
Return (Total Annualized Return, %) 8.0
12.0
4.0
0.0
0.0 6.3 12.5 18.8 25.0
Risk (Total Annualized StdDev, %)
RISK / RETURN PEER RANK (3-Year)
1
Return Rank (Total Return Rank, %) 50
25
75
100
0.0 6.3 12.5 18.8 25.0
Risk (Total Annualized StdDev, %)
Past performance is no guarantee of future results. Rankings provided based on total returns. Performance quoted for mutual funds may include performance of a predecessor
fund/share class prior to the share class commencement of operations.
Page 27
