Page 110 - MayDefComp

Risk Analysis 3/31/2021

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 78.07 70.20 3.03 -3.73 6.83 2.84 0.70 94.61
Russell 1000 Value Index 100.00 100.00 3.78 -5.44 0.00 0.00 1.00 100.00
Large Value Median (386 funds) 98.71 99.55 3.74 -5.41 4.17 0.02 0.99 96.65
Large Blend
American Funds Fundamental Invs R6 RFNGX 91.72 100.49 3.66 -5.29 3.03 -2.10 0.97 97.29
Parnassus Core Equity Institutional PRILX 95.45 81.09 3.79 -4.22 4.19 4.17 0.86 95.74
Vanguard Institutional Index I VINIX 99.96 100.03 3.95 -5.27 0.01 -0.02 1.00 100.00
Vanguard Total Stock Mkt Idx Adm VTSAX 102.88 102.61 4.04 -5.41 1.68 -0.26 1.05 99.44
S&P 500 Index 100.00 100.00 3.95 -5.27 0.00 0.00 1.00 100.00
Large Blend Median (472 funds) 98.45 100.83 3.89 -5.31 3.11 -0.84 1.00 97.56
Large Growth
American Funds Growth Fund of Amer R6 RGAGX 89.50 94.84 4.07 -4.80 4.03 -1.71 0.96 95.69
Russell 1000 Growth Index 100.00 100.00 4.47 -5.08 0.00 0.00 1.00 100.00
Large Growth Median (393 funds) 91.07 96.51 4.13 -4.89 4.83 -1.40 0.97 94.48
Mid-Cap Value
American Century Mid Cap Value R6 AMDVX 92.30 94.92 3.68 -6.41 4.55 -0.16 0.89 96.84
Russell Mid-Cap Value Index 100.00 100.00 3.95 -6.78 0.00 0.00 1.00 100.00
Mid-Cap Value Median (126 funds) 102.55 106.32 4.04 -7.25 4.70 -0.58 1.03 96.99
Mid-Cap Blend
Vanguard Mid Cap Index Institutional VMCIX 97.31 96.85 4.16 -5.37 1.26 0.17 0.98 99.72
Russell Mid-Cap Index 100.00 100.00 4.25 -5.56 0.00 0.00 1.00 100.00
Mid-Cap Blend Median (151 funds) 96.67 106.04 4.13 -5.93 4.88 -1.88 1.00 96.21
Mid-Cap Growth
MassMutual Select Mid Cap Growth I MEFZX 89.48 93.80 4.28 -4.34 3.77 -1.30 0.95 96.97
Russell Mid-Cap Growth Index 100.00 100.00 4.71 -4.65 0.00 0.00 1.00 100.00
Mid-Cap Growth Median (185 funds) 99.16 98.75 4.67 -4.59 5.90 0.26 0.99 93.66
Small Blend
Vanguard Small Cap Index I VSCIX 93.89 92.69 4.60 -7.23 3.50 0.70 0.95 98.24
Russell 2000 Index 100.00 100.00 4.85 -7.85 0.00 0.00 1.00 100.00
Small Blend Median (225 funds) 96.44 101.28 4.70 -7.97 5.59 -1.34 0.99 96.05

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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