Page 79 - 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

Equity
Large Value
American Funds American Mutual R6 RMFGX 76.12 69.26 3.27 -3.44 6.84 2.72 0.70 94.73
Russell 1000 Value Index 100.00 100.00 4.16 -5.09 0.00 0.00 1.00 100.00
Large Value Median (389 funds) 98.36 99.19 4.10 -5.05 4.20 0.11 0.99 96.53
Large Blend
American Funds Fundamental Invs R6 RFNGX 91.71 100.49 3.84 -5.29 3.21 -2.09 0.97 97.00
Parnassus Core Equity Institutional PRILX 95.25 81.09 3.97 -4.22 4.06 4.29 0.86 96.22
Vanguard Institutional Index I VINIX 99.96 100.03 4.14 -5.27 0.01 -0.02 1.00 100.00
Vanguard Total Stock Mkt Idx Adm VTSAX 101.97 102.61 4.21 -5.41 1.68 -0.56 1.04 99.43
S&P 500 Index 100.00 100.00 4.14 -5.27 0.00 0.00 1.00 100.00
Large Blend Median (477 funds) 98.72 100.96 4.09 -5.32 3.15 -0.92 1.00 97.51
Large Growth
American Funds Growth Fund of Amer R6 RGAGX 85.97 93.69 4.35 -4.43 4.23 -2.59 0.95 95.43
Russell 1000 Growth Index 100.00 100.00 4.95 -4.75 0.00 0.00 1.00 100.00
Large Growth Median (376 funds) 91.09 95.85 4.57 -4.54 4.91 -1.31 0.97 94.40
Mid-Cap Value
American Century Mid Cap Value R6 AMDVX 91.50 95.66 3.97 -5.99 4.59 -0.52 0.89 96.83
Russell Mid-Cap Value Index 100.00 100.00 4.29 -6.29 0.00 0.00 1.00 100.00
Mid-Cap Value Median (129 funds) 102.64 107.07 4.39 -6.78 4.72 -0.75 1.03 97.06
Mid-Cap Blend
Vanguard Mid Cap Index Institutional VMCIX 97.76 96.85 4.18 -5.88 1.24 0.32 0.98 99.73
Russell Mid-Cap Index 100.00 100.00 4.26 -6.09 0.00 0.00 1.00 100.00
Mid-Cap Blend Median (145 funds) 96.73 105.82 4.14 -6.47 4.89 -2.79 1.00 96.05
Mid-Cap Growth
MassMutual Mid Cap Growth I MEFZX 88.18 93.36 4.54 -4.37 4.16 -1.54 0.94 96.42
Russell Mid-Cap Growth Index 100.00 100.00 5.06 -4.70 0.00 0.00 1.00 100.00
Mid-Cap Growth Median (174 funds) 97.03 100.39 4.93 -4.72 6.19 -1.01 0.98 92.89
Small Blend
Vanguard Small Cap Index I VSCIX 96.43 92.69 4.57 -7.23 3.63 1.55 0.95 98.06
Russell 2000 Index 100.00 100.00 4.72 -7.85 0.00 0.00 1.00 100.00
Small Blend Median (225 funds) 97.49 101.17 4.62 -7.96 5.50 -1.11 0.98 95.87

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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