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

Asset Allocation

U.S. Equities98%
Cash*2%
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.

Risk/Return Characteristics*

Standard Deviation10.54%
R-Squared97.31%
Beta vs Benchmark1.06
Beta vs S&P 500 Index1.06
Sharpe Ratio1.18
Information Ratio-0.34
All measures over a 5-year period.

Portfolio Characteristics

Price to Earnings Ratio20.80x
Price to Book Ratio2.80x
5 Year EPS Growth5.40%
Weighted Avg Market Cap**$114,257
** $ in millions

Equity Sector Holdings

Consumer Discretionary9.94%
Consumer Staples5.18%
Energy9.96%
Financial Services26.15%
Health Care15.83%
Materials & Processing4.21%
Producer Durables10.53%
Technology11.38%
Utilities6.82%
Total100%
Due to rounding, holdings data may not sum to 100%.

Top Ten Equity Holdings

JPMorgan Chase & Co.3.21%
Johnson & Johnson2.63%
Bank of America Corporation2.23%
General Electric Company2.07%
Citigroup Inc2.00%
Microsoft Corporation1.82%
Chevron Corporation1.82%
Exxon Mobil Corporation1.72%
Wells Fargo & Company1.70%
AT&T Inc.1.70%
Total20.9%
Portfolio composition subject to change at any time.
Price to Earnings Ratio - A ratio used to compare the price of a fund’s stocks with their per-share earnings.
Price to Book Ratio - A ratio used to compare the book value of fund’s stocks with their market value.
5 Year EPS Growth - Five-year weighted average annualized earnings growth for companies within a fund.
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©.
Sharpe Ratio - A risk-adjusted measure that measures reward per unit of risk. The higher the Sharpe ratio, the better the fund's historical risk adjusted performance.
Information Ratio - Measures how much the fund outperformed the benchmark per unit of additional risk taken.