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    Vanguard Target Retirement 2045 Inv (VTIVX)

    18.97 Up 0.01(0.05%) Dec 2

    Risk as of Oct 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up9
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):28.15%
    Worst 1 Yr Total Return(Dec 30, 2008):-34.56%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.48-1.61
    Beta (against Standard Index)1.451.44
    Mean Annual Return0.440.50
    R-squared (against Standard Index)96.6294.76
    Standard Deviation9.819.85
    Sharpe Ratio0.520.60
    Treynor Ratio3.303.90
    5 Years
    Alpha (against Standard Index)-0.14-0.98
    Beta (against Standard Index)1.421.45
    Mean Annual Return0.810.94
    R-squared (against Standard Index)97.0395.84
    Standard Deviation9.8110.67
    Sharpe Ratio0.981.05
    Treynor Ratio6.677.75
    10 Years
    Alpha (against Standard Index)-1.69-2.77
    Beta (against Standard Index)1.461.49
    Mean Annual Return0.520.49
    R-squared (against Standard Index)98.0096.46
    Standard Deviation14.6215.06
    Sharpe Ratio0.370.34
    Treynor Ratio3.102.74