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Vanguard LifeStrategy Income (VASIX)
On
Dec 4
:
13.45
0.02
(0.15%)
MORE ON VASIX
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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)
:
7.93%
Worst 1 Yr Total Return
(2008)
:
-10.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VASIX
Category
Alpha (against Standard Index)
0.65
-0.86
Beta (against Standard Index)
0.52
0.74
Mean Annual Return
2.29
0.06
R-squared (against Standard Index)
93
86.33
Standard Deviation
7.01
10.51
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.25
N/A
5 Years
Statistic
VASIX
Category
Alpha (against Standard Index)
-0.24
-1.44
Beta (against Standard Index)
0.50
0.71
Mean Annual Return
3.72
0.26
R-squared (against Standard Index)
90
84.96
Standard Deviation
5.68
8.32
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.40
N/A
10 Years
Statistic
VASIX
Category
Alpha (against Standard Index)
0.68
-1.02
Beta (against Standard Index)
0.45
0.71
Mean Annual Return
4.59
0.29
R-squared (against Standard Index)
81
78.75
Standard Deviation
4.98
8.01
Sharpe Ratio
0.34
N/A
Treynor Ratio
3.58
N/A
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