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Vanguard Inflation-Protected Secs Adm (VAIPX)
On
Dec 4
:
25.27
0.23
(0.90%)
MORE ON VAIPX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
11.69%
Worst 1 Yr Total Return
(2008)
:
-2.78%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VAIPX
Category
Alpha (against Standard Index)
-2.32
-3.48
Beta (against Standard Index)
1.55
1.59
Mean Annual Return
5.83
0.42
R-squared (against Standard Index)
52
53.57
Standard Deviation
8.81
9.06
Sharpe Ratio
0.42
N/A
Treynor Ratio
2.20
N/A
5 Years
Statistic
VAIPX
Category
Alpha (against Standard Index)
-1.06
-1.60
Beta (against Standard Index)
1.44
1.49
Mean Annual Return
4.67
0.37
R-squared (against Standard Index)
54
56.03
Standard Deviation
7.20
7.37
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.14
N/A
10 Years
Statistic
VAIPX
Category
Alpha (against Standard Index)
N/A
-0.85
Beta (against Standard Index)
N/A
1.33
Mean Annual Return
N/A
0.54
R-squared (against Standard Index)
N/A
56.76
Standard Deviation
N/A
6.74
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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