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Friday, December 4, 2009, 8:52PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Vanguard CA Interm-Term Tax-Exempt Adm (VCADX)On Dec 4: 10.89   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):4.34%
Worst 1 Yr Total Return (2008):-2.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVCADXCategory
Alpha (against Standard Index)-0.68-1.01
Beta (against Standard Index)0.900.78
Mean Annual Return3.310.24
R-squared (against Standard Index)9682.58
Standard Deviation5.545.19
Sharpe Ratio0.18N/A
Treynor Ratio0.99N/A
5 Years
StatisticVCADXCategory
Alpha (against Standard Index)-0.83-1.07
Beta (against Standard Index)0.910.82
Mean Annual Return3.200.24
R-squared (against Standard Index)9683.89
Standard Deviation4.554.43
Sharpe Ratio0.06N/A
Treynor Ratio0.19N/A
10 Years
StatisticVCADXCategory
Alpha (against Standard Index)-0.73-0.89
Beta (against Standard Index)0.950.80
Mean Annual Return4.760.35
R-squared (against Standard Index)9485.79
Standard Deviation4.554.01
Sharpe Ratio0.40N/A
Treynor Ratio1.88N/A

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