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Vanguard CA Interm-Term Tax-Exempt Adm (VCADX)
On
Dec 4
:
10.89
0.00
(0.00%)
MORE ON VCADX
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Research Reports
Risk
As of 31-Oct-09
Get
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
Statistic
VCADX
Category
Alpha (against Standard Index)
-0.68
-1.01
Beta (against Standard Index)
0.90
0.78
Mean Annual Return
3.31
0.24
R-squared (against Standard Index)
96
82.58
Standard Deviation
5.54
5.19
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.99
N/A
5 Years
Statistic
VCADX
Category
Alpha (against Standard Index)
-0.83
-1.07
Beta (against Standard Index)
0.91
0.82
Mean Annual Return
3.20
0.24
R-squared (against Standard Index)
96
83.89
Standard Deviation
4.55
4.43
Sharpe Ratio
0.06
N/A
Treynor Ratio
0.19
N/A
10 Years
Statistic
VCADX
Category
Alpha (against Standard Index)
-0.73
-0.89
Beta (against Standard Index)
0.95
0.80
Mean Annual Return
4.76
0.35
R-squared (against Standard Index)
94
85.79
Standard Deviation
4.55
4.01
Sharpe Ratio
0.40
N/A
Treynor Ratio
1.88
N/A
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