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    Vanguard Small Cap Index Inv (NAESX)

    55.74 Down 0.30(0.54%) Jan 27

    Risk as of Dec 30, 2014Get 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)-2.87-5.11
    Beta (against Standard Index)1.161.17
    Mean Annual Return1.621.44
    R-squared (against Standard Index)77.8469.88
    Standard Deviation12.0112.81
    Sharpe Ratio1.611.36
    Treynor Ratio17.4415.24
    5 Years
    StatisticNAESXCategory
    Alpha (against Standard Index)-2.10-3.49
    Beta (against Standard Index)1.251.22
    Mean Annual Return1.421.26
    R-squared (against Standard Index)89.1283.83
    Standard Deviation17.2217.35
    Sharpe Ratio0.980.88
    Treynor Ratio13.3011.94
    10 Years
    StatisticNAESXCategory
    Alpha (against Standard Index)0.30-0.64
    Beta (against Standard Index)1.251.18
    Mean Annual Return0.880.76
    R-squared (against Standard Index)88.1682.83
    Standard Deviation19.5919.09
    Sharpe Ratio0.460.40
    Treynor Ratio5.985.19