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Vanguard Extended Dur Treas Idx Instl (VEDTX)
On
Nov 27
:
29.93
0.10
(0.34%)
MORE ON VEDTX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
55.52%
Worst 1 Yr Total Return
(2008)
:
55.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VEDTX
Category
Alpha (against Standard Index)
N/A
-6.03
Beta (against Standard Index)
N/A
2.97
Mean Annual Return
N/A
0.65
R-squared (against Standard Index)
N/A
64.75
Standard Deviation
N/A
15.60
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
5 Years
Statistic
VEDTX
Category
Alpha (against Standard Index)
N/A
-2.80
Beta (against Standard Index)
N/A
2.96
Mean Annual Return
N/A
0.51
R-squared (against Standard Index)
N/A
69.15
Standard Deviation
N/A
13.45
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
VEDTX
Category
Alpha (against Standard Index)
N/A
-3.52
Beta (against Standard Index)
N/A
2.70
Mean Annual Return
N/A
0.69
R-squared (against Standard Index)
N/A
78.40
Standard Deviation
N/A
11.69
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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