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Vanguard Diversified Equity Inv (VDEQX)
On
Feb 9
:
16.99
0.23
(1.37%)
MORE ON VDEQX
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Research Reports
Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
33.81%
Worst 1 Yr Total Return
(2008)
:
-39.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VDEQX
Category
Alpha (against Standard Index)
0.42
0.23
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
-7.41
-0.44
R-squared (against Standard Index)
98
95.71
Standard Deviation
21.13
20.52
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-8.96
N/A
5 Years
Statistic
VDEQX
Category
Alpha (against Standard Index)
N/A
0.14
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.14
R-squared (against Standard Index)
N/A
95.11
Standard Deviation
N/A
16.67
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
VDEQX
Category
Alpha (against Standard Index)
N/A
0.86
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.12
R-squared (against Standard Index)
N/A
91.07
Standard Deviation
N/A
16.26
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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