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Vanguard Dividend Growth (VDIGX)
On
Nov 27
:
13.20
0.18
(1.35%)
MORE ON VDIGX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
19.58%
Worst 1 Yr Total Return
(2008)
:
-25.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VDIGX
Category
Alpha (against Standard Index)
2.83
0.38
Beta (against Standard Index)
0.79
1.00
Mean Annual Return
-2.05
-0.41
R-squared (against Standard Index)
96
95.50
Standard Deviation
15.69
20.09
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.70
N/A
5 Years
Statistic
VDIGX
Category
Alpha (against Standard Index)
2.62
0.26
Beta (against Standard Index)
0.79
1.01
Mean Annual Return
3.76
0.16
R-squared (against Standard Index)
95
94.84
Standard Deviation
12.87
16.47
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.94
N/A
10 Years
Statistic
VDIGX
Category
Alpha (against Standard Index)
1.13
0.84
Beta (against Standard Index)
0.67
0.97
Mean Annual Return
1.39
0.11
R-squared (against Standard Index)
61
91.16
Standard Deviation
13.79
16.35
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.36
N/A
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