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Monday, November 30, 2009, 1:17PM ET - U.S. Markets close in 2 hours and 43 minutes. Dow  0.31% Nasdaq  0.59%

Vanguard Small Cap Index (NAESX)

On Nov 27: 25.67   0.62 (2.36%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 19.90% Worst 1 Yr Total Return (2008): -36.07% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NAESX Category Alpha (against Standard Index) 3.83 1.01 Beta (against Standard Index) 1.26 1.19 Mean Annual Return -6.62 -0.48 R-squared (against Standard Index) 91 87.23 Standard Deviation 25.72 24.84 Sharpe Ratio -0.23 N/A Treynor Ratio -7.17 N/A 5 Years Statistic NAESX Category Alpha (against Standard Index) 2.92 1.42 Beta (against Standard Index) 1.29 1.21 Mean Annual Return 1.79 0.23 R-squared (against Standard Index) 89 84.16 Standard Deviation 21.68 21.07 Sharpe Ratio 0.05 N/A Treynor Ratio -0.96 N/A 10 Years Statistic NAESX Category Alpha (against Standard Index) 7.13 7.80 Beta (against Standard Index) 1.10 1.01 Mean Annual Return 4.96 0.68 R-squared (against Standard Index) 66 64.84 Standard Deviation 21.76 20.31 Sharpe Ratio 0.20 N/A Treynor Ratio 1.81 N/A
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