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    More On VDMIX

    Vanguard Developed Markets Index Inv (VDMIX)

    0.00 0.00(0.00%) 1969-12-31T19:00:00GMT-05:00

    Risk as of Mar 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2003):38.61%
    Worst 1 Yr Total Return(Dec 30, 2008):-41.62%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)3.050.34
    Beta (against Standard Index)0.980.89
    Mean Annual Return0.700.10
    R-squared (against Standard Index)96.2288.92
    Standard Deviation16.8711.97
    Sharpe Ratio0.500.10
    Treynor Ratio7.340.64
    5 Years
    Alpha (against Standard Index)0.541.55
    Beta (against Standard Index)1.000.91
    Mean Annual Return1.390.65
    R-squared (against Standard Index)96.7091.22
    Standard Deviation18.9313.54
    Sharpe Ratio0.880.58
    Treynor Ratio15.987.95
    10 Years
    Alpha (against Standard Index)-0.36-0.36
    Beta (against Standard Index)0.970.95
    Mean Annual Return0.680.29
    R-squared (against Standard Index)96.1894.35
    Standard Deviation18.7518.79
    Sharpe Ratio0.350.15
    Treynor Ratio5.091.04