Page 80 - 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

International
Foreign Large Blend
Vanguard Developed Markets Index Admiral VTMGX 104.86 103.86 4.05 -4.27 2.36 0.17 1.04 98.52
MSCI EAFE 100.00 100.00 3.88 -4.09 0.00 0.00 1.00 100.00
Foreign Large Blend Median (239 funds) 100.48 100.49 3.90 -4.12 3.93 0.00 0.99 95.84
Foreign Large Growth
American Funds Europacific Growth R6 RERGX 115.21 116.42 4.32 -3.80 5.86 -0.18 1.12 91.28
MSCI EAFE Growth 100.00 100.00 3.81 -3.23 0.00 0.00 1.00 100.00
Foreign Large Growth Median (115 funds) 105.53 106.02 4.00 -3.44 5.34 0.02 1.05 90.90
World Large-Stock Blend
American Funds Capital World Gr&Inc R6 RWIGX 88.18 95.06 3.35 -4.82 2.45 -1.78 0.95 98.14
MSCI AC World Index Large Cap USD 100.00 100.00 3.75 -5.08 0.00 0.00 1.00 100.00
World Large-Stock Blend Median (103 funds) 95.37 102.58 3.59 -5.22 3.82 -2.03 1.02 96.36
Diversified Emerging Mkts

Invesco Developing Markets R6 ODVIX 96.69 95.92 3.95 -4.22 4.05 0.46 0.95 95.36
MSCI Emerging Markets 100.00 100.00 4.07 -4.41 0.00 0.00 1.00 100.00
Diversified Emerging Mkts Median (250 funds) 98.86 100.87 4.03 -4.45 5.29 -0.44 1.00 93.88

Specialty
Health
Hartford Healthcare HLS IA HIAHX 104.75 104.05 4.65 -3.54 5.65 -0.04 1.06 90.65
DJ Americas Health Care 100.00 100.00 4.47 -3.39 0.00 0.00 1.00 100.00
Health Median (66 funds) 100.61 104.21 4.49 -3.55 7.64 -0.94 1.05 83.58
Real Estate
Invesco Real Estate R5 IARIX 90.42 91.07 3.00 -4.85 4.10 0.14 0.90 96.10
MSCI US REIT 100.00 100.00 3.29 -5.36 0.00 0.00 1.00 100.00
Real Estate Median (84 funds) 97.29 91.11 3.21 -4.86 3.97 1.59 0.92 96.60
Utilities
Vanguard Utilities Index Adm VUIAX 98.87 99.96 3.49 -3.38 2.09 -0.02 0.97 98.13
DJ Americas Utilities 100.00 100.00 3.52 -3.38 0.00 0.00 1.00 100.00
Utilities Median (25 funds) 95.86 99.08 3.39 -3.35 3.91 -0.16 0.97 93.80

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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