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    Vanguard Convertible Securities Inv (VCVSX)

    12.74 Down 0.01(0.08%) Aug 31

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up21
    Number of Years Down7
    Best 1 Yr Total Return(Dec 30, 2009):40.81%
    Worst 1 Yr Total Return(Dec 30, 2008):-29.79%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVCVSXCategory
    Alpha (against Standard Index)2.342.51
    Beta (against Standard Index)0.961.11
    Mean Annual Return0.860.98
    R-squared (against Standard Index)72.7573.26
    Standard Deviation6.117.04
    Sharpe Ratio1.681.66
    Treynor Ratio10.9710.90
    5 Years
    StatisticVCVSXCategory
    Alpha (against Standard Index)-0.17-0.06
    Beta (against Standard Index)1.091.16
    Mean Annual Return0.770.82
    R-squared (against Standard Index)86.8083.91
    Standard Deviation9.069.77
    Sharpe Ratio1.011.01
    Treynor Ratio8.308.44
    10 Years
    StatisticVCVSXCategory
    Alpha (against Standard Index)0.93-0.46
    Beta (against Standard Index)1.131.16
    Mean Annual Return0.690.59
    R-squared (against Standard Index)83.0683.26
    Standard Deviation11.9512.31
    Sharpe Ratio0.580.46
    Treynor Ratio5.714.40