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Vanguard CA Long-Term Tax-Exempt Adm (VCLAX)
On
Dec 4
:
11.03
0.00
(0.00%)
MORE ON VCLAX
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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)
:
5.32%
Worst 1 Yr Total Return
(2008)
:
-6.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VCLAX
Category
Alpha (against Standard Index)
-1.94
-2.83
Beta (against Standard Index)
1.13
1.27
Mean Annual Return
2.36
0.16
R-squared (against Standard Index)
94
86.16
Standard Deviation
7.06
8.45
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.05
N/A
5 Years
Statistic
VCLAX
Category
Alpha (against Standard Index)
-1.08
-1.51
Beta (against Standard Index)
1.14
1.22
Mean Annual Return
3.16
0.25
R-squared (against Standard Index)
94
86.64
Standard Deviation
5.80
6.60
Sharpe Ratio
0.05
N/A
Treynor Ratio
0.12
N/A
10 Years
Statistic
VCLAX
Category
Alpha (against Standard Index)
-0.78
-1.44
Beta (against Standard Index)
1.18
1.19
Mean Annual Return
5.29
0.39
R-squared (against Standard Index)
95
87.45
Standard Deviation
5.67
6.01
Sharpe Ratio
0.42
N/A
Treynor Ratio
1.97
N/A
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