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Vanguard US Growth Inv (VWUSX)

31.33 Up 0.10(0.32%) Feb 17

Risk as of Jan 30, 2017Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up42
Number of Years Down15
Best 1 Yr Total Return(Dec 30, 2013):35.49%
Worst 1 Yr Total Return(Dec 30, 2008):-37.82%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVWUSXCategory
Alpha (against Standard Index)-1.74-2.98
Beta (against Standard Index)1.031.05
Mean Annual Return0.790.70
R-squared (against Standard Index)79.2182.82
Standard Deviation12.0912.11
Sharpe Ratio0.770.69
Treynor Ratio8.697.53
5 Years
StatisticVWUSXCategory
Alpha (against Standard Index)-0.94-1.86
Beta (against Standard Index)1.051.04
Mean Annual Return1.131.04
R-squared (against Standard Index)81.7883.37
Standard Deviation11.9511.77
Sharpe Ratio1.121.06
Treynor Ratio12.8311.88
10 Years
StatisticVWUSXCategory
Alpha (against Standard Index)0.420.19
Beta (against Standard Index)1.001.02
Mean Annual Return0.700.69
R-squared (against Standard Index)90.3188.35
Standard Deviation16.1616.59
Sharpe Ratio0.480.46
Treynor Ratio6.636.33