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    Vanguard Information Technology Idx Adm (VITAX)

    61.28 Down 0.39(0.63%) Sep 29

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up10
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):61.72%
    Worst 1 Yr Total Return(Dec 30, 2008):-42.86%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVITAXCategory
    Alpha (against Standard Index)8.836.90
    Beta (against Standard Index)1.051.06
    Mean Annual Return1.371.21
    R-squared (against Standard Index)74.0865.62
    Standard Deviation14.2815.31
    Sharpe Ratio1.140.95
    Treynor Ratio15.6213.73
    5 Years
    StatisticVITAXCategory
    Alpha (against Standard Index)7.705.36
    Beta (against Standard Index)0.961.02
    Mean Annual Return1.351.20
    R-squared (against Standard Index)72.0367.80
    Standard Deviation14.7716.26
    Sharpe Ratio1.090.89
    Treynor Ratio16.8913.76
    10 Years
    StatisticVITAXCategory
    Alpha (against Standard Index)6.045.07
    Beta (against Standard Index)0.981.02
    Mean Annual Return0.980.91
    R-squared (against Standard Index)79.1975.54
    Standard Deviation18.6719.93
    Sharpe Ratio0.580.51
    Treynor Ratio9.798.42