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    Vanguard US Value Inv (VUVLX)

    17.13 Up 0.04(0.23%) Oct 24

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up11
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):33.98%
    Worst 1 Yr Total Return(Dec 30, 2008):-34.79%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.74-2.85
    Beta (against Standard Index)0.940.97
    Mean Annual Return0.810.67
    R-squared (against Standard Index)93.3289.76
    Standard Deviation10.4811.13
    Sharpe Ratio0.920.73
    Treynor Ratio10.148.01
    5 Years
    Alpha (against Standard Index)0.24-1.92
    Beta (against Standard Index)1.000.99
    Mean Annual Return1.341.15
    R-squared (against Standard Index)94.3090.54
    Standard Deviation11.4811.62
    Sharpe Ratio1.401.19
    Treynor Ratio16.5114.21
    10 Years
    Alpha (against Standard Index)-1.34-1.68
    Beta (against Standard Index)1.021.01
    Mean Annual Return0.580.55
    R-squared (against Standard Index)96.5093.22
    Standard Deviation15.7615.94
    Sharpe Ratio0.390.37
    Treynor Ratio4.944.68