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Vanguard FTSE Social Index Inv (VFTSX)

14.58 Up 0.05(0.34%) Jan 18

Risk as of Dec 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up11
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2013):36.84%
Worst 1 Yr Total Return(Dec 30, 2008):-42.39%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-0.26-1.88
Beta (against Standard Index)1.041.00
Mean Annual Return0.760.60
R-squared (against Standard Index)96.6993.23
Standard Deviation11.3411.12
Sharpe Ratio0.800.64
Treynor Ratio8.436.72
5 Years
Alpha (against Standard Index)0.28-1.47
Beta (against Standard Index)1.061.01
Mean Annual Return1.281.09
R-squared (against Standard Index)96.5193.58
Standard Deviation11.1510.88
Sharpe Ratio1.371.19
Treynor Ratio14.8412.91
10 Years
Alpha (against Standard Index)-1.30-0.79
Beta (against Standard Index)1.111.01
Mean Annual Return0.620.60
R-squared (against Standard Index)96.1895.51
Standard Deviation17.2415.76
Sharpe Ratio0.390.41
Treynor Ratio4.815.37