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    Vanguard Small Cap Index Inv (NAESX)

    55.13 Up 1.43(2.66%) Dec 17

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up29
    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)-4.02-6.56
    Beta (against Standard Index)1.181.19
    Mean Annual Return1.591.40
    R-squared (against Standard Index)78.6271.52
    Standard Deviation12.0412.81
    Sharpe Ratio1.581.32
    Treynor Ratio16.8614.45
    5 Years
    StatisticNAESXCategory
    Alpha (against Standard Index)-1.44-3.11
    Beta (against Standard Index)1.261.23
    Mean Annual Return1.531.35
    R-squared (against Standard Index)87.5282.86
    Standard Deviation17.4617.57
    Sharpe Ratio1.040.92
    Treynor Ratio14.4012.80
    10 Years
    StatisticNAESXCategory
    Alpha (against Standard Index)0.09-0.93
    Beta (against Standard Index)1.251.18
    Mean Annual Return0.900.77
    R-squared (against Standard Index)88.2482.94
    Standard Deviation19.6119.07
    Sharpe Ratio0.470.41
    Treynor Ratio6.175.30