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    Vanguard Small Cap Index Inv (NAESX)

    48.44 Up 0.34(0.71%) Feb 4

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up30
    Number of Years Down12
    Best 1 Yr Total Return(Dec 30, 2003):45.63%
    Worst 1 Yr Total Return(Dec 30, 2008):-36.07%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-4.00-4.39
    Beta (against Standard Index)1.051.03
    Mean Annual Return0.660.90
    R-squared (against Standard Index)75.5064.26
    Standard Deviation13.2113.69
    Sharpe Ratio0.590.79
    Treynor Ratio6.8810.08
    5 Years
    Alpha (against Standard Index)-3.98-5.56
    Beta (against Standard Index)1.191.17
    Mean Annual Return0.770.76
    R-squared (against Standard Index)84.7676.53
    Standard Deviation15.5015.64
    Sharpe Ratio0.590.58
    Treynor Ratio6.967.04
    10 Years
    Alpha (against Standard Index)-0.88-1.33
    Beta (against Standard Index)1.221.15
    Mean Annual Return0.660.66
    R-squared (against Standard Index)87.7281.89
    Standard Deviation19.6619.21
    Sharpe Ratio0.340.36
    Treynor Ratio4.124.49