Page 77 - 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
Vanguard Instl Trgt Retire 2050 Instl VTRLX 101.83 97.53 3.45 -4.72 0.90 0.99 0.99 99.71
S&P Target Date 2050 100.00 100.00 3.39 -4.84 0.00 0.00 1.00 100.00
Target-Date 2050 Median (50 funds) 102.23 98.66 3.46 -4.77 1.69 0.80 1.01 99.17
Target-Date 2055
Vanguard Instl Trgt Retire 2055 Instl VIVLX 100.89 96.54 3.45 -4.71 0.96 1.04 0.98 99.70
S&P Target Date 2055 100.00 100.00 3.42 -4.89 0.00 0.00 1.00 100.00
Target-Date 2055 Median (50 funds) 102.73 98.22 3.50 -4.80 1.65 0.77 1.01 99.19
Target-Date 2060
Vanguard Instl Trgt Retire 2060 Instl VILVX 100.57 96.29 3.45 -4.72 0.98 1.02 0.98 99.70
S&P Target Date 2060+ 100.00 100.00 3.44 -4.92 0.00 0.00 1.00 100.00
Target-Date 2060 Median (44 funds) 102.55 97.75 3.51 -4.80 1.68 0.85 1.00 99.16
Target-Date 2065+
Vanguard Instl Trgt Retire 2065 Instl VSXFX 100.35 96.51 3.45 -4.73 0.97 0.91 0.98 99.70
S&P Target Date 2060+ 100.00 100.00 3.44 -4.92 0.00 0.00 1.00 100.00
Target-Date 2065+ Median (5 funds) 100.75 101.98 3.46 -5.02 1.83 0.50 1.03 99.20

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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