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Vanguard CA Interm-Term Tax-Exempt (VCAIX)
On
Dec 24
:
10.84
0.00
(0.00%)
MORE ON VCAIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.26%
Worst 1 Yr Total Return
(2008)
:
-2.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VCAIX
Category
Alpha (against Standard Index)
-0.68
-0.77
Beta (against Standard Index)
0.91
0.76
Mean Annual Return
3.29
0.25
R-squared (against Standard Index)
96
81.88
Standard Deviation
5.55
5.04
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.13
N/A
5 Years
Statistic
VCAIX
Category
Alpha (against Standard Index)
-0.86
-0.96
Beta (against Standard Index)
0.91
0.80
Mean Annual Return
3.47
0.27
R-squared (against Standard Index)
96
83.08
Standard Deviation
4.53
4.28
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.53
N/A
10 Years
Statistic
VCAIX
Category
Alpha (against Standard Index)
-0.78
-0.87
Beta (against Standard Index)
0.95
0.79
Mean Annual Return
4.67
0.35
R-squared (against Standard Index)
94
85.53
Standard Deviation
4.55
3.96
Sharpe Ratio
0.39
N/A
Treynor Ratio
1.84
N/A
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