Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Saturday, December 5, 2009, 11:34AM ET - U.S. Markets Closed.
Dow
0.22%
Nasdaq
0.98%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Vanguard Equity-Income Adm (VEIRX)
On
Dec 4
:
38.35
0.22
(0.58%)
MORE ON VEIRX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
20.77%
Worst 1 Yr Total Return
(2008)
:
-30.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VEIRX
Category
Alpha (against Standard Index)
0.00
-1.05
Beta (against Standard Index)
0.92
1.02
Mean Annual Return
-6.23
-0.55
R-squared (against Standard Index)
93
94.27
Standard Deviation
18.56
20.65
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-9.43
N/A
5 Years
Statistic
VEIRX
Category
Alpha (against Standard Index)
0.91
0.04
Beta (against Standard Index)
0.91
1.02
Mean Annual Return
1.51
0.14
R-squared (against Standard Index)
93
93.13
Standard Deviation
15.10
16.85
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.66
N/A
10 Years
Statistic
VEIRX
Category
Alpha (against Standard Index)
2.65
2.54
Beta (against Standard Index)
0.78
0.88
Mean Annual Return
2.56
0.27
R-squared (against Standard Index)
75
80.76
Standard Deviation
14.44
15.89
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.53
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center