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Vanguard LifeStrategy Growth (VASGX)
On
Nov 30
:
19.55
0.07
(0.36%)
MORE ON VASGX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.13%
Worst 1 Yr Total Return
(2008)
:
-34.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VASGX
Category
Alpha (against Standard Index)
1.60
0.38
Beta (against Standard Index)
0.94
1.00
Mean Annual Return
-4.89
-0.41
R-squared (against Standard Index)
99
95.50
Standard Deviation
18.52
20.09
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-7.76
N/A
5 Years
Statistic
VASGX
Category
Alpha (against Standard Index)
1.54
0.26
Beta (against Standard Index)
0.94
1.01
Mean Annual Return
2.10
0.16
R-squared (against Standard Index)
98
94.84
Standard Deviation
15.13
16.47
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.98
N/A
10 Years
Statistic
VASGX
Category
Alpha (against Standard Index)
1.89
0.84
Beta (against Standard Index)
0.87
0.97
Mean Annual Return
1.56
0.11
R-squared (against Standard Index)
96
91.16
Standard Deviation
14.30
16.35
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.62
N/A
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