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Sunday, November 29, 2009, 10:06PM ET - U.S. Markets Closed. Dow Down 1.48% Nasdaq Down 1.73%
Vanguard Consumer Staples Index Adm (VCSAX)On Nov 27: 33.28  Down 0.36 (1.07%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:3
Number of Years Down:1
Best 1 Yr Total Return (2006):15.77%
Worst 1 Yr Total Return (2008):-17.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVCSAXCategory
Alpha (against Standard Index)5.824.24
Beta (against Standard Index)0.630.82
Mean Annual Return2.460.03
R-squared (against Standard Index)7980.94
Standard Deviation13.7317.66
Sharpe Ratio0.07N/A
Treynor Ratio0.07N/A
5 Years
StatisticVCSAXCategory
Alpha (against Standard Index)4.822.88
Beta (against Standard Index)0.610.81
Mean Annual Return6.520.40
R-squared (against Standard Index)7677.36
Standard Deviation11.2214.63
Sharpe Ratio0.36N/A
Treynor Ratio5.70N/A
10 Years
StatisticVCSAXCategory
Alpha (against Standard Index)N/A4.34
Beta (against Standard Index)N/A0.64
Mean Annual ReturnN/A0.47
R-squared (against Standard Index)N/A51.03
Standard DeviationN/A14.34
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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