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Vanguard Convertible Securities Inv (VCVSX)

14.19 Up 0.01(0.07%) Sep 17

Risk as of Aug 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)1.141.31
Beta (against Standard Index)1.041.06
Mean Annual Return1.021.05
R-squared (against Standard Index)89.0282.68
Standard Deviation8.709.18
Sharpe Ratio1.401.37
Treynor Ratio12.0012.19
5 Years
StatisticVCVSXCategory
Alpha (against Standard Index)0.360.51
Beta (against Standard Index)1.131.10
Mean Annual Return1.000.99
R-squared (against Standard Index)87.2284.28
Standard Deviation10.2810.16
Sharpe Ratio1.161.16
Treynor Ratio10.6310.78
10 Years
StatisticVCVSXCategory
Alpha (against Standard Index)0.18-1.13
Beta (against Standard Index)1.141.15
Mean Annual Return0.740.64
R-squared (against Standard Index)82.6481.32
Standard Deviation12.0812.30
Sharpe Ratio0.610.49
Treynor Ratio6.074.79