Login / Register

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

Asset Allocation

U.S. Equities42%
Non-U.S. Equities28%
Real Assets3%
Fixed Income24%
Cash*3%
Total100%
* 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 Deviation7.92%
R-Squared97.86%
Beta vs Benchmark1.06
Beta vs S&P 500 Index0.76
All measures over a 5-year period.

Portfolio Holdings

U.S. Equities
Value Equity Fund
18.75%
Growth Equity Fund
18.72%
Small Cap Equity Fund
4.34%
Non-U.S. Equities
International Equity Fund
22.16%
Emerging Markets Equity Fund
6.06%
Fixed Income
Low-Duration Bond Fund
7.17%
Medium-Duration Bond Fund
9.57%
Extended-Duration Bond Fund
2.40%
Global Bond Fund
4.82%
Real Assets
Global Real Estate Securities Fund
3.11%
Alternatives
Cash
Money Market Fund
2.89%
Total99.99%
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©.