Page 75 - AugDefComp

Risk Analysis 6/30/2021

MPT Statistics

Ticker Capture Ratio Average Return Tracking Alpha Beta Benchmark
Up Market Down Market Up Market Down Market Error R²

Balanced
Target-Date Retirement
Vanguard Instl Trgt Retire Inc Instl VITRX 100.47 89.24 1.39 -1.54 0.73 0.92 0.95 98.89
S&P Target Date Retirement Income 100.00 100.00 1.39 -1.73 0.00 0.00 1.00 100.00
Target-Date Retirement Median (35 funds) 101.14 97.79 1.40 -1.69 1.86 0.57 1.01 96.32
Target-Date 2015
Vanguard Instl Trgt Retire 2015 Instl VITVX 89.70 82.70 1.58 -1.96 1.37 0.72 0.86 98.96
S&P Target Date 2015 100.00 100.00 1.75 -2.38 0.00 0.00 1.00 100.00
Target-Date 2015 Median (31 funds) 102.58 98.44 1.79 -2.34 1.37 0.46 1.03 98.22
Target-Date 2020
Vanguard Instl Trgt Retire 2020 Instl VITWX 106.51 100.60 2.08 -2.45 0.64 0.71 1.04 99.68
S&P Target Date 2020 100.00 100.00 1.96 -2.43 0.00 0.00 1.00 100.00
Target-Date 2020 Median (42 funds) 104.78 100.36 2.05 -2.44 1.55 0.50 1.03 98.33
Target-Date 2025

Vanguard Instl Trgt Retire 2025 Instl VRIVX 105.41 99.62 2.51 -2.70 0.71 0.79 1.03 99.69
S&P Target Date 2025 100.00 100.00 2.39 -2.71 0.00 0.00 1.00 100.00
Target-Date 2025 Median (51 funds) 101.41 96.35 2.42 -2.61 1.58 0.57 0.99 98.67
Target-Date 2030
Vanguard Instl Trgt Retire 2030 Instl VTTWX 101.59 95.68 2.78 -3.11 0.75 0.96 0.99 99.66
S&P Target Date 2030 100.00 100.00 2.74 -3.26 0.00 0.00 1.00 100.00
Target-Date 2030 Median (50 funds) 101.28 95.69 2.77 -3.11 1.56 0.86 0.99 99.04
Target-Date 2035
Vanguard Instl Trgt Retire 2035 Instl VITFX 98.56 93.67 3.05 -3.53 0.97 0.96 0.96 99.66
S&P Target Date 2035 100.00 100.00 3.09 -3.78 0.00 0.00 1.00 100.00
Target-Date 2035 Median (50 funds) 99.46 95.85 3.08 -3.61 1.65 0.91 0.97 99.08
Target-Date 2040
Vanguard Instl Trgt Retire 2040 Instl VIRSX 100.08 96.18 3.20 -4.33 0.91 0.86 0.98 99.70
S&P Target Date 2040 100.00 100.00 3.20 -4.51 0.00 0.00 1.00 100.00
Target-Date 2040 Median (50 funds) 100.96 97.70 3.22 -4.40 1.70 0.85 0.99 99.16
Target-Date 2045
Vanguard Instl Trgt Retire 2045 Instl VITLX 103.83 99.86 3.44 -4.72 0.88 0.86 1.01 99.73
S&P Target Date 2045 100.00 100.00 3.32 -4.72 0.00 0.00 1.00 100.00
Target-Date 2045 Median (50 funds) 103.56 99.77 3.43 -4.71 1.68 0.85 1.02 99.20
Target-Date 2050
All statistics based on a 36 month time period.

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.

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