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Vanguard Energy Index Adm (VENAX)

On Nov 27: 41.71   1.07 (2.50%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 3 Number of Years Down: 1 Best 1 Yr Total Return (2005): 38.97% Worst 1 Yr Total Return (2008): -39.34% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic VENAX Category Alpha (against Standard Index) 10.03 12.65 Beta (against Standard Index) 0.99 1.24 Mean Annual Return 1.13 0.45 R-squared (against Standard Index) 51 51.33 Standard Deviation 26.98 34.18 Sharpe Ratio 0.09 N/A Treynor Ratio -1.30 N/A 5 Years Statistic VENAX Category Alpha (against Standard Index) 12.21 13.19 Beta (against Standard Index) 1.01 1.23 Mean Annual Return 11.14 1.21 R-squared (against Standard Index) 40 42.80 Standard Deviation 25.30 30.15 Sharpe Ratio 0.43 N/A Treynor Ratio 8.05 N/A 10 Years Statistic VENAX Category Alpha (against Standard Index) N/A 15.54 Beta (against Standard Index) N/A 1.01 Mean Annual Return N/A 1.32 R-squared (against Standard Index) N/A 34.15 Standard Deviation N/A 28.10 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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