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Fund data as of 09/30/2017 unless otherwise specified.

Asset Allocation

U.S. Equities21%
Non-U.S. Equities8%
Real Assets7%
Fixed Income58%
Alternatives5%
Cash*2%
Total101%
* Cash is maintained by the fund for liquidity purposes and may be overlaid with equity and / or U.S. Treasury futures to provide capital market exposure.
Due to rounding, holdings data may not sum to 100%.

Risk/Return Characteristics*

Standard Deviation3.05%
R-Squared96.07%
Beta vs Benchmark0.99
Beta vs S&P 500 Index0.26
All measures over a 5-year period.

Portfolio Holdings

U.S. Equities
Defensive Market Strategies Fund
8.78%
Value Equity Fund
5.33%
Growth Equity Fund
5.36%
Small Cap Equity Fund
1.24%
Non-U.S. Equities
International Equity Fund
6.28%
Emerging Markets Equity Fund
1.72%
Fixed Income
Low-Duration Bond Fund
43.22%
Medium-Duration Bond Fund
11.52%
Global Bond Fund
2.90%
Real Assets
Global Real Estate Securities Fund
0.99%
Inflation Protected Bond Fund
5.83%
Alternatives
Strategic Alternatives Fund
4.95%
Cash
Money Market Fund
1.88%
Due to rounding, holdings data may not sum to 100%.
Portfolio composition subject to change at any time.
Standard deviation - A statistical measurement of distribution around an average, which depicts how widely returns varied over a certain period of time. Investors use the standard deviation of historical performance to try to predict the most likely range of returns. When a fund has a high standard deviation, the predicted range of performance is wide implying greater volatility.
R-squared - Shows the percentage of a fund's performance that is explained by movement in the benchmark index. This shows the correlation between the fund and its benchmark. An R-squared of 100% indicates that all movements of a fund can be explained by movements in the benchmark. A low R-squared indicates that very few of the fund's movements can be explained by movements in its benchmark. An R-squared measure of 50%, for example, means that only 50% of the fund's movements can be explained by movements in the benchmark index.
Beta vs. Benchmark - Beta is a measure of a fund's sensitivity to market movements as defined by the fund's benchmark. A fund with a higher beta relative to the benchmark is more volatile than the benchmark and a fund with a lower beta relative to the benchmark can be expected to rise and fall more slowly than the benchmark.
Beta vs. S&P 500© Index - Beta is a measure of a fund's sensitivity to market movements as defined by the S&P 500©. A fund with a higher beta relative to the S&P 500© is more volatile than the S&P 500© and a fund with a lower beta relative to the S&P 500© can be expected to rise and fall more slowly than the S&P 500©.