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    Vanguard Small Cap Index Inv (NAESX)

    57.97 Up 0.23(0.40%) Jul 31

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up30
    Number of Years Down11
    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
    StatisticNAESXCategory
    Alpha (against Standard Index)0.07-1.74
    Beta (against Standard Index)1.081.09
    Mean Annual Return1.481.35
    R-squared (against Standard Index)69.9561.47
    Standard Deviation11.0011.99
    Sharpe Ratio1.611.36
    Treynor Ratio17.2115.27
    5 Years
    StatisticNAESXCategory
    Alpha (against Standard Index)-2.87-4.38
    Beta (against Standard Index)1.241.22
    Mean Annual Return1.491.35
    R-squared (against Standard Index)87.1281.17
    Standard Deviation15.9016.31
    Sharpe Ratio1.120.99
    Treynor Ratio14.5013.02
    10 Years
    StatisticNAESXCategory
    Alpha (against Standard Index)0.41-0.49
    Beta (against Standard Index)1.241.17
    Mean Annual Return0.910.79
    R-squared (against Standard Index)87.9282.66
    Standard Deviation19.4618.91
    Sharpe Ratio0.490.43
    Treynor Ratio6.455.69