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Vanguard Emerging Mkts Stock Idx Inst (VEMIX)
On
Dec 4
:
26.19
0.07
(0.27%)
MORE ON VEMIX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
39.15%
Worst 1 Yr Total Return
(2008)
:
-52.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VEMIX
Category
Alpha (against Standard Index)
15.10
12.35
Beta (against Standard Index)
1.30
1.29
Mean Annual Return
5.75
0.71
R-squared (against Standard Index)
87
87.52
Standard Deviation
33.32
33.07
Sharpe Ratio
0.27
N/A
Treynor Ratio
2.56
N/A
5 Years
Statistic
VEMIX
Category
Alpha (against Standard Index)
10.76
9.15
Beta (against Standard Index)
1.33
1.29
Mean Annual Return
16.03
1.44
R-squared (against Standard Index)
86
85.78
Standard Deviation
28.53
27.65
Sharpe Ratio
0.57
N/A
Treynor Ratio
9.75
N/A
10 Years
Statistic
VEMIX
Category
Alpha (against Standard Index)
10.22
9.81
Beta (against Standard Index)
1.28
1.23
Mean Annual Return
11.31
1.14
R-squared (against Standard Index)
80
76.71
Standard Deviation
25.64
25.41
Sharpe Ratio
0.44
N/A
Treynor Ratio
6.54
N/A
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