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Thursday, December 3, 2009, 1:50PM ET - U.S. Markets close in 2 hours and 10 minutes. Dow Up 0.09% Nasdaq Up 0.42%
Vanguard Small Cap Value ETF (VBR)At 1:33PM ET: 53.482  Up 0.178 (0.33%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVBRCategory
Alpha (against Standard Index)2.262.88
Beta (against Standard Index)1.271.31
Mean Annual Return-0.43-0.41
R-squared (against Standard Index)87.9081.85
Standard Deviation26.52N/A
Sharpe Ratio-0.28-0.28
5 Years
StatisticVBRCategory
Alpha (against Standard Index)2.16N/A
Beta (against Standard Index)1.29N/A
Mean Annual Return0.28N/A
R-squared (against Standard Index)86.82N/A
Standard Deviation21.99N/A
Sharpe Ratio0.02N/A

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