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Vanguard Consumer Staples Index Adm (VCSAX)
On
Nov 27
:
33.28
0.36
(1.07%)
MORE ON VCSAX
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Risk
As of 31-Oct-09
Get
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
Statistic
VCSAX
Category
Alpha (against Standard Index)
5.82
4.24
Beta (against Standard Index)
0.63
0.82
Mean Annual Return
2.46
0.03
R-squared (against Standard Index)
79
80.94
Standard Deviation
13.73
17.66
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.07
N/A
5 Years
Statistic
VCSAX
Category
Alpha (against Standard Index)
4.82
2.88
Beta (against Standard Index)
0.61
0.81
Mean Annual Return
6.52
0.40
R-squared (against Standard Index)
76
77.36
Standard Deviation
11.22
14.63
Sharpe Ratio
0.36
N/A
Treynor Ratio
5.70
N/A
10 Years
Statistic
VCSAX
Category
Alpha (against Standard Index)
N/A
4.34
Beta (against Standard Index)
N/A
0.64
Mean Annual Return
N/A
0.47
R-squared (against Standard Index)
N/A
51.03
Standard Deviation
N/A
14.34
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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