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Vanguard Emerging Mkts Stock Idx Admiral (VEMAX)
On
Dec 7
:
34.23
0.18
(0.52%)
MORE ON VEMAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
39.09%
Worst 1 Yr Total Return
(2008)
:
-52.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VEMAX
Category
Alpha (against Standard Index)
15.06
12.35
Beta (against Standard Index)
1.30
1.29
Mean Annual Return
5.70
0.71
R-squared (against Standard Index)
87
87.52
Standard Deviation
33.33
33.07
Sharpe Ratio
0.26
N/A
Treynor Ratio
2.52
N/A
5 Years
Statistic
VEMAX
Category
Alpha (against Standard Index)
10.67
9.15
Beta (against Standard Index)
1.33
1.29
Mean Annual Return
15.92
1.44
R-squared (against Standard Index)
86
85.78
Standard Deviation
28.54
27.65
Sharpe Ratio
0.56
N/A
Treynor Ratio
9.67
N/A
10 Years
Statistic
VEMAX
Category
Alpha (against Standard Index)
10.11
9.81
Beta (against Standard Index)
1.28
1.23
Mean Annual Return
11.19
1.14
R-squared (against Standard Index)
80
76.71
Standard Deviation
25.65
25.41
Sharpe Ratio
0.43
N/A
Treynor Ratio
6.44
N/A
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