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Vanguard Developed Markets Index Inv (VDMIX)

11.50 Down 0.03(0.26%) Apr 4

Risk as of Mar 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up9
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2003):38.61%
Worst 1 Yr Total Return(Dec 30, 2008):-41.62%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVDMIXCategory
Alpha (against Standard Index)3.051.06
Beta (against Standard Index)0.980.95
Mean Annual Return0.700.89
R-squared (against Standard Index)96.2293.52
Standard Deviation16.8715.44
Sharpe Ratio0.500.70
Treynor Ratio7.3410.57
5 Years
StatisticVDMIXCategory
Alpha (against Standard Index)0.540.05
Beta (against Standard Index)1.000.99
Mean Annual Return1.390.77
R-squared (against Standard Index)96.7094.58
Standard Deviation18.9316.70
Sharpe Ratio0.880.55
Treynor Ratio15.988.18
10 Years
StatisticVDMIXCategory
Alpha (against Standard Index)-0.36-0.71
Beta (against Standard Index)0.970.96
Mean Annual Return0.680.71
R-squared (against Standard Index)96.1894.71
Standard Deviation18.7518.63
Sharpe Ratio0.350.37
Treynor Ratio5.095.64