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Wednesday, December 9, 2009, 11:56AM ET - U.S. Markets close in 4 hours and 4 minutes. Dow Up 0.18% Nasdaq Down 0.07%
Vanguard Extended Market Idx Signal (VEMSX)On Dec 8: 27.01  Down 0.24 (0.88%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:1
Number of Years Down:1
Best 1 Yr Total Return (2007):4.46%
Worst 1 Yr Total Return (2008):-38.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVEMSXCategory
Alpha (against Standard Index)3.252.78
Beta (against Standard Index)1.201.14
Mean Annual Return-6.41-0.31
R-squared (against Standard Index)9288.48
Standard Deviation24.3423.83
Sharpe Ratio-0.25N/A
Treynor Ratio-7.37N/A
5 Years
StatisticVEMSXCategory
Alpha (against Standard Index)2.912.11
Beta (against Standard Index)1.221.17
Mean Annual Return2.140.29
R-squared (against Standard Index)9086.78
Standard Deviation20.4020.06
Sharpe Ratio0.06N/A
Treynor Ratio-0.73N/A
10 Years
StatisticVEMSXCategory
Alpha (against Standard Index)5.226.25
Beta (against Standard Index)1.151.05
Mean Annual Return2.750.54
R-squared (against Standard Index)7072.80
Standard Deviation22.1419.97
Sharpe Ratio0.10N/A
Treynor Ratio-0.19N/A

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