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

Wednesday, February 10, 2010, 9:25AM ET - U.S. Markets open in 5 mins.. Dow Up 1.52% Nasdaq  0.00%
Vanguard Diversified Equity Inv (VDEQX)On Feb 9: 16.99  Up 0.23 (1.37%)  
MORE ON VDEQX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Jan-10Get 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
StatisticVDEQXCategory
Alpha (against Standard Index)0.420.23
Beta (against Standard Index)1.051.01
Mean Annual Return-7.41-0.44
R-squared (against Standard Index)9895.71
Standard Deviation21.1320.52
Sharpe Ratio-0.35N/A
Treynor Ratio-8.96N/A
5 Years
StatisticVDEQXCategory
Alpha (against Standard Index)N/A0.14
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.14
R-squared (against Standard Index)N/A95.11
Standard DeviationN/A16.67
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticVDEQXCategory
Alpha (against Standard Index)N/A0.86
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.12
R-squared (against Standard Index)N/A91.07
Standard DeviationN/A16.26
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