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Friday, December 25, 2009, 6:36AM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
Vanguard CA Interm-Term Tax-Exempt (VCAIX)On Dec 24: 10.84   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get 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
StatisticVCAIXCategory
Alpha (against Standard Index)-0.68-0.77
Beta (against Standard Index)0.910.76
Mean Annual Return3.290.25
R-squared (against Standard Index)9681.88
Standard Deviation5.555.04
Sharpe Ratio0.20N/A
Treynor Ratio1.13N/A
5 Years
StatisticVCAIXCategory
Alpha (against Standard Index)-0.86-0.96
Beta (against Standard Index)0.910.80
Mean Annual Return3.470.27
R-squared (against Standard Index)9683.08
Standard Deviation4.534.28
Sharpe Ratio0.12N/A
Treynor Ratio0.53N/A
10 Years
StatisticVCAIXCategory
Alpha (against Standard Index)-0.78-0.87
Beta (against Standard Index)0.950.79
Mean Annual Return4.670.35
R-squared (against Standard Index)9485.53
Standard Deviation4.553.96
Sharpe Ratio0.39N/A
Treynor Ratio1.84N/A

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