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    Vanguard PRIMECAP Inv (VPMCX)

    112.80 Up 0.18(0.16%) Mar 24

    Risk as of Feb 27, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up26
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2013):39.73%
    Worst 1 Yr Total Return(Dec 30, 2008):-32.41%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.37-3.24
    Beta (against Standard Index)1.031.03
    Mean Annual Return0.950.65
    R-squared (against Standard Index)88.3182.39
    Standard Deviation11.4311.90
    Sharpe Ratio0.980.65
    Treynor Ratio10.786.98
    5 Years
    Alpha (against Standard Index)2.34-2.03
    Beta (against Standard Index)1.001.03
    Mean Annual Return1.341.01
    R-squared (against Standard Index)88.0683.22
    Standard Deviation10.9411.66
    Sharpe Ratio1.461.04
    Treynor Ratio16.4611.60
    10 Years
    Alpha (against Standard Index)2.430.14
    Beta (against Standard Index)0.991.02
    Mean Annual Return0.910.74
    R-squared (against Standard Index)93.4088.31
    Standard Deviation15.6316.61
    Sharpe Ratio0.650.49
    Treynor Ratio9.576.96