Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Friday, December 4, 2009, 2:21PM ET - U.S. Markets close in 1 hour and 39 minutes. Dow Down 0.36% Nasdaq Up 0.15%
Vanguard Diversified Equity Inv (VDEQX)On Dec 3: 17.44  Down 0.15 (0.85%)  
MORE ON VDEQX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:2
Number of Years Down:1
Best 1 Yr Total Return (2006):12.85%
Worst 1 Yr Total Return (2008):-39.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVDEQXCategory
Alpha (against Standard Index)0.570.38
Beta (against Standard Index)1.051.00
Mean Annual Return-7.08-0.41
R-squared (against Standard Index)9895.50
Standard Deviation20.7420.09
Sharpe Ratio-0.36N/A
Treynor Ratio-9.04N/A
5 Years
StatisticVDEQXCategory
Alpha (against Standard Index)N/A0.26
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.16
R-squared (against Standard Index)N/A94.84
Standard DeviationN/A16.47
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticVDEQXCategory
Alpha (against Standard Index)N/A0.84
Beta (against Standard Index)N/A0.97
Mean Annual ReturnN/A0.11
R-squared (against Standard Index)N/A91.16
Standard DeviationN/A16.35
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center