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 Dow Down0.10% Nasdaq Up0.23%

Vanguard Convertible Securities Inv (VCVSX)

14.04 Up 0.06(0.43%) Apr 17
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Risk as of Mar 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up20
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)-0.94-1.33
Beta (against Standard Index)1.101.13
Mean Annual Return0.670.66
R-squared (against Standard Index)87.1883.09
Standard Deviation9.8210.36
Sharpe Ratio0.820.76
Treynor Ratio7.116.71
5 Years
StatisticVCVSXCategory
Alpha (against Standard Index)0.950.82
Beta (against Standard Index)1.121.10
Mean Annual Return1.341.31
R-squared (against Standard Index)88.8085.18
Standard Deviation11.0311.09
Sharpe Ratio1.451.40
Treynor Ratio14.7314.57
10 Years
StatisticVCVSXCategory
Alpha (against Standard Index)0.20-1.29
Beta (against Standard Index)1.141.15
Mean Annual Return0.700.57
R-squared (against Standard Index)82.7981.37
Standard Deviation12.1412.32
Sharpe Ratio0.550.42
Treynor Ratio5.464.01