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Sunday, December 27, 2009, 3:38PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Vanguard Balanced Index Signal (VBASX)On Dec 24: 19.43  Up 0.05 (0.26%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:1
Number of Years Down:1
Best 1 Yr Total Return (2007):6.29%
Worst 1 Yr Total Return (2008):-22.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVBASXCategory
Alpha (against Standard Index)-1.45-2.96
Beta (against Standard Index)0.961.07
Mean Annual Return-0.39-0.09
R-squared (against Standard Index)9793.10
Standard Deviation12.9214.78
Sharpe Ratio-0.14N/A
Treynor Ratio-2.77N/A
5 Years
StatisticVBASXCategory
Alpha (against Standard Index)-1.45-2.53
Beta (against Standard Index)0.951.06
Mean Annual Return3.230.24
R-squared (against Standard Index)9692.17
Standard Deviation10.4711.94
Sharpe Ratio0.08N/A
Treynor Ratio0.26N/A
10 Years
StatisticVBASXCategory
Alpha (against Standard Index)-1.84-2.27
Beta (against Standard Index)0.991.06
Mean Annual Return3.000.27
R-squared (against Standard Index)9586.88
Standard Deviation10.0811.38
Sharpe Ratio0.06N/A
Treynor Ratio0.07N/A

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