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Wednesday, December 9, 2009, 11:44AM ET - U.S. Markets close in 4 hours and 16 minutes. Dow Up 0.15% Nasdaq Down 0.11%
Vanguard Consumer Discretionary ETF (VCR)At 11:18AM ET: 45.454  Down 0.159 (0.35%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVCRCategory
Alpha (against Standard Index)0.550.37
Beta (against Standard Index)1.201.10
Mean Annual Return-0.53-0.48
R-squared (against Standard Index)84.0177.75
Standard Deviation25.64N/A
Sharpe Ratio-0.34-0.34
5 Years
StatisticVCRCategory
Alpha (against Standard Index)-1.34N/A
Beta (against Standard Index)1.22N/A
Mean Annual Return0N/A
R-squared (against Standard Index)82.19N/A
Standard Deviation21.44N/A
Sharpe Ratio-0.14N/A

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